# EDGAR Filing Document

**Accession Number:** 0000811869
**File Stem:** 0000811869-26-000135
**Filing Date:** 2026-3
**Character Count:** 840471
**Document Hash:** 6b0f90d13497aa7b4f6192d6776bf000
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000811869-26-000135.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0000811869-26-000135

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20261031

**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:** 26807755

**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 Multisector Bond Fund (Series ID: S000000702)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000002058 | Class A      | AAINX           |
| C000002059 | Class S      | IIINX           |

## Nport-Ex

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## 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 MULTISECTOR BOND FUND

- **b. EDGAR series identifier (if any):** S000000702

- **c. LEI of Series:** OFQ11CZAX8IFCC8SYQ16

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $885925166.93

**Total Liabilities:** $34044582.46

**Net Assets:** $851880584.47

**Delayed Delivery Securities:** $28705237.16

**Cash Not Reported:** $128624.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13445.00000000 | **1-Year:** -4504.00000000 | **5-Year:** -37332.00000000 | **10-Year:** -65395.00000000 | **30-Year:** -141125.00000000

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

- **3-Month:** -255.00000000 | **1-Year:** -4180.00000000 | **5-Year:** -36944.00000000 | **10-Year:** -30397.00000000 | **30-Year:** -26395.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002058 | 0.49%                | 0.33%                | 0.59%                |
| Class ID C000002059 | 0.51%                | 0.35%                | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-82323.27               | $1173321.16                                |
| Month 2  | $-241234.85              | $-1355891.20                               |
| Month 3  | $411777.43               | $1812377.00                                |

**Designated Index Information**

- **Index Name:** Bloomberg Custom US Corporate/High Yield/MBS benchmark

- **Index Identifier:** I38526US

### 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        |    879284 | PA      | $891829.15    | 0.10%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                        | A&D Mortgage Trust 2024-NQM2                                                                   | CUSIP: 00002NAB3<br>LEI: 9845001DF8F838059C02 | Long             | ABS-CBDO         | CORP              | US        |    797869 | PA      | $809103.31    | 0.09%             | 2069-04-25      | Variable      | 6.70%                 | 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        |       -15 | NC      | $40620.30     | 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        |    144000 | PA      | $143131.68    | 0.02%             | 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        |    150000 | PA      | $144894.67    | 0.02%             | 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        |    188000 | PA      | $199280.00    | 0.02%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO                                                                       | Ultra 10-Yr. U.S. Treasury Note                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -15 | NC      | $20044.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                                                             | AEP Texas, Inc.                                                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    289000 | PA      | $284139.57    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                                         | ADT Security Corporation                                                                       | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145168.20    | 0.02%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST                                                                                | ACRA Trust 2024-NQM1                                                                           | CUSIP: 00112EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1333262 | PA      | $1342481.83   | 0.16%             | 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        |   2500000 | PA      | $2501237.50   | 0.29%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                                                      | AGNC Investment Corporation                                                                    | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               | CORP              | US        |      1070 | NS      | $12198.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION (THE)                                                                     | AES Corporation                                                                                | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    239000 | PA      | $233554.22    | 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        |    379000 | PA      | $384280.99    | 0.05%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC (PRE-REINCORPORATION)                                                    | AMC Networks, Inc.                                                                             | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    405000 | PA      | $422290.67    | 0.05%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                | AMSR Trust 2021-SFR1                                                                           | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1079000 | PA      | $1020346.75   | 0.12%             | 2038-06-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                                        | APLD ComputeCo, LLC                                                                            | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $190090.20    | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                  | AT&T, Inc., 4.750%                                                                             | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     23300 | NS      | $449690.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                                  | AT&T, Inc.                                                                                     | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287408.06    | 0.03%             | 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        |    792000 | PA      | $526029.16    | 0.06%             | 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        |    543000 | PA      | $543455.57    | 0.06%             | 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        |     80083 | PA      | $80141.00     | 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        |    354319 | PA      | $358005.33    | 0.04%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    607000 | PA      | $594356.13    | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244298.61    | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                                | AbbVie, Inc.                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    406000 | PA      | $393191.94    | 0.05%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST                                                                        | A&D Mortgage Trust 2024-NQM4                                                                   | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-CBDO         | CORP              | US        |   1585664 | PA      | $1596348.30   | 0.19%             | 2069-08-25      | Fixed         | 5.46%                 | 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        |     28898 | NS      | $456299.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN INCOME CREDIT STRATEGIES FUND                                                       | abrdn Income Credit Strategies Fund                                                            | CUSIP: 003057106<br>LEI: JZ9OXI4GGKZDI84RNQ78 | Long             |  | RF                | US        |    107762 | NS      | $603467.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABRDN TOTAL DYNAMIC DIVIDEND CF                                                           | abrdn Total Dynamic Dividend Fund                                                              | CUSIP: 00326L100<br>LEI: 254900D48NKNOGZ95B43 | Long             |  | RF                | US        |     27869 | NS      | $277575.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA HEALTHCARE CO INC                                                                  | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259216.66    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                                  | Acadia Healthcare Company, Inc.                                                                | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    224000 | PA      | $221266.04    | 0.03%             | 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        |    299000 | PA      | $294064.98    | 0.03%             | 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        |    127000 | PA      | $123023.64    | 0.01%             | 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        |     84000 | PA      | $86964.49     | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                           | AdaptHealth, LLC                                                                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $479071.52    | 0.06%             | 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        |    123000 | PA      | $128876.82    | 0.02%             | 2031-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                                | Adient Global Holdings, Ltd.                                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    188000 | PA      | $195208.86    | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                                    | Advance Auto Parts, Inc.                                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    278000 | PA      | $282713.46    | 0.03%             | 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        |    120000 | PA      | $121800.00    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                     | AECOM                                                                                          | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    371000 | PA      | $380051.29    | 0.04%             | 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        |    243000 | PA      | $251613.04    | 0.03%             | 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        |    160000 | PA      | $167497.59    | 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        |    412000 | PA      | $426179.70    | 0.05%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                                | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                                        | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $297094.51    | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING COMPANY LLC                                                                 | AEGON Funding Company, LLC, 5.100%                                                             | CUSIP: 00775V104<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | EP               | CORP              | US        |      5825 | NS      | $117315.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                                             | Advanced Drainage Systems, Inc.                                                                | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171768.74    | 0.02%             | 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        |    319000 | PA      | $330600.82    | 0.04%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETHON UNITED BR LP                                                                       | Aethon United BR, LP/Aethon United Finance Corporation                                         | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $88392.86     | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                                  | Agree, LP                                                                                      | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    163000 | PA      | $170491.41    | 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        |    188000 | PA      | $187287.07    | 0.02%             | 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        |    407000 | PA      | $404989.91    | 0.05%             | 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        |    147000 | PA      | $137265.52    | 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        |    147000 | PA      | $143058.28    | 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        |    240000 | PA      | $239675.81    | 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        |     71000 | PA      | $75324.27     | 0.01%             | 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        |    218000 | PA      | $228671.23    | 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        |    221000 | PA      | $267922.78    | 0.03%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                            | Albemarle Corporation, Convertible, 7.250%                                                     | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |      6120 | NS      | $424360.80    | 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        |    331000 | PA      | $330752.85    | 0.04%             | 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        |    601000 | PA      | $576818.22    | 0.07%             | 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: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $77603.71     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |     92000 | PA      | $92162.75     | 0.01%             | 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        |    431000 | PA      | $423877.15    | 0.05%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                  | Albertsons Companies, Inc.                                                                     | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124873.35    | 0.01%             | 2032-03-31      | Fixed         | 5.62%                 | 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        |    185000 | PA      | $192818.47    | 0.02%             | 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        |    838000 | PA      | $831917.29    | 0.10%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                                   | ATI, Inc.                                                                                      | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283041.81    | 0.03%             | 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        |    303000 | PA      | $319052.33    | 0.04%             | 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        |     59789 | NS      | $637948.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                       | Alliant Energy Corporation, Convertible                                                        | CUSIP: 018802AD0<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65947.75     | 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        |    178000 | PA      | $175801.72    | 0.02%             | 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: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $267483.32    | 0.03%             | 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        |    418000 | PA      | $412344.67    | 0.05%             | 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        |    142000 | PA      | $133853.70    | 0.02%             | 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: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $354474.83    | 0.04%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3329395.74   | 0.39%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | Federal National Mortgage Association Conventional 15-Yr. Pass Through                         | CUSIP: 01F050429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10112260.00  | 1.19%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11625000 | PA      | $11621797.31  | 1.36%             | 2042-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORPORATION (THE)                                                                | Allstate Corporation, 5.100%                                                                   | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      7700 | NS      | $165935.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | Ally Financial, Inc.                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    469000 | PA      | $466146.18    | 0.05%             | 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        |    165000 | PA      | $172002.28    | 0.02%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALPHA GENERATION LLC                                                                      | Alpha Generation, LLC                                                                          | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    163000 | PA      | $168998.73    | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                              | Alphabet, Inc.                                                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    331000 | PA      | $315367.52    | 0.04%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                              | Alphabet, Inc.                                                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    126000 | PA      | $126422.80    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                              | Alphabet, Inc.                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199097.08    | 0.02%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                                        | Countrywide Alternative Loan Trust 2007-24                                                     | CUSIP: 02151GAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170336 | PA      | $54280.93     | 0.01%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                          | Altria Group, Inc.                                                                             | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    166000 | PA      | $174909.07    | 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        |    300000 | PA      | $309467.70    | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                      | Amentum Holdings, Inc.                                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    339000 | PA      | $357246.00    | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                         | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    516000 | PA      | $503429.26    | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                                         | American Axle & Manufacturing, Inc.                                                            | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186713.99    | 0.02%             | 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        |    183000 | PA      | $188257.11    | 0.02%             | 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        |    147000 | PA      | $136014.55    | 0.02%             | 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        |    182000 | PA      | $195001.53    | 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        |    287000 | PA      | $285002.37    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                  | American Express Company                                                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316655.65    | 0.04%             | 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        |    117000 | PA      | $114567.65    | 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        |    241000 | PA      | $241724.34    | 0.03%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                        | American Honda Finance Corporation                                                             | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    363000 | PA      | $361577.34    | 0.04%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT LP                                                                  | American Homes 4 Rent, LP                                                                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    279000 | PA      | $282611.37    | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                          | American International Group, Inc.                                                             | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    317000 | PA      | $324604.02    | 0.04%             | 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        |    192000 | PA      | $189326.46    | 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        |    144000 | PA      | $141767.47    | 0.02%             | 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        |    243000 | PA      | $249818.05    | 0.03%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                | American Tower Corporation                                                                     | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167074.72    | 0.02%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                | American Tower Corporation                                                                     | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    333000 | PA      | $341089.03    | 0.04%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                               | American Water Capital Corporation, Convertible                                                | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41915.78     | 0.00%             | 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        |    218000 | PA      | $217175.96    | 0.03%             | 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        |    398000 | PA      | $403293.12    | 0.05%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                               | Cencora, Inc.                                                                                  | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    334000 | PA      | $340866.93    | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                                  | Ameriprise Financial, Inc.                                                                     | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    498000 | PA      | $506767.43    | 0.06%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                                | Amneal Pharmaceuticals, LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96873.15     | 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        |    437000 | PA      | $431162.86    | 0.05%             | 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        |    147000 | PA      | $150834.05    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                                      | Amphenol Corporation                                                                           | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    443000 | PA      | $422583.02    | 0.05%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                                            | Amsted Industries, Inc.                                                                        | CUSIP: 032177AJ6<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64298.47     | 0.01%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES INCORPORATED                                                            | Amsted Industries, Inc.                                                                        | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    167000 | PA      | $172835.15    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                        | Analog Devices, Inc.                                                                           | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48897.23     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                                                 | Anchorage Capital CLO 20, Ltd. 2021-20A                                                        | CUSIP: 03330YAS9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |   2100000 | PA      | $2100134.40   | 0.25%             | 2035-01-20      | Floating      | 6.87%                 | 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        |   1500000 | PA      | $1502211.00   | 0.18%             | 2034-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                                        | Anheuser-Busch InBev Worldwide, Inc.                                                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1140778.08   | 0.13%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                                                             | Annaly Capital Management, Inc.                                                                | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |       596 | NS      | $13713.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNISA CLO LTD                                                                            | Annisa CLO, Ltd. 2016-2A                                                                       | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    667226 | PA      | $667760.65    | 0.08%             | 2031-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                       | Elevance Health, Inc.                                                                          | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    322000 | PA      | $310841.29    | 0.04%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | 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        |    171000 | PA      | $171296.17    | 0.02%             | 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        |    328000 | PA      | $327080.18    | 0.04%             | 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        |    239000 | PA      | $238413.28    | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                                                 | Apollo Commercial Real Estate Finance, Inc.                                                    | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      1137 | NS      | $12290.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                              | Apollo Global Management, Inc., Convertible, 6.750%                                            | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      3523 | NS      | $244390.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                 | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312863.36    | 0.04%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                 | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358063.59    | 0.04%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | Apple, Inc.                                                                                    | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    799000 | PA      | $630641.88    | 0.07%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                 | Apple, Inc.                                                                                    | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    227000 | PA      | $202641.22    | 0.02%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLIED DIGITAL CORP                                                                      | Applied Digital Corporation, Convertible                                                       | CUSIP: 038169AB4<br>LEI: 2549004NE2B6RYXINZ02 | Long             | DBT              | CORP              | US        |     72000 | PA      | $260604.00    | 0.03%             | 2030-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                             | AppLovin Corporation                                                                           | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    570000 | PA      | $589149.77    | 0.07%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES LP                                                                      | Archrock Services, LP/Archrock Partners Finance Corporation                                    | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249811.38    | 0.03%             | 2034-02-01      | Fixed         | 6.00%                 | 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        |    114000 | PA      | $117154.49    | 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        |      3505 | NS      | $167644.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHWEST MORTGAGE TRUST                                                                   | Archwest Mortgage Trust 2025-RTL1                                                              | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1506034.80   | 0.18%             | 2040-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                                                  | Ares Capital Corporation                                                                       | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    194000 | PA      | $199063.79    | 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        |    661000 | PA      | $666232.71    | 0.08%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                            | Arizona Public Service Company                                                                 | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    162000 | PA      | $168867.93    | 0.02%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                                                                    | Array Technologies, Inc., Convertible                                                          | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    151000 | PA      | $146673.84    | 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        |    212000 | PA      | $359764.00    | 0.04%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| ARROYO MORTGAGE TRUST                                                                     | Arroyo Mortgage Trust 2022-1                                                                   | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1450084.20   | 0.17%             | 2056-12-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                                   | Arthur J. Gallagher & Company                                                                  | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    246000 | PA      | $241280.39    | 0.03%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                                              | Asbury Automotive Group, Inc.                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174924.27    | 0.02%             | 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        |    183000 | PA      | $184240.92    | 0.02%             | 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        |    186000 | PA      | $192601.70    | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | 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        |    181000 | PA      | $173359.52    | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                               | Asurion LLC and Asurion Co-Issuer, Inc.                                                        | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $173437.55    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                               | Asurion LLC and Asurion Co-Issuer, Inc.                                                        | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $167819.37    | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LTD                                                         | Aston Martin Capital Holdings, Ltd.                                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    320000 | PA      | $285612.61    | 0.03%             | 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        |      7000 | NS      | $138950.00    | 0.02%             |  |  |  | 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        |     30000 | PA      | $29647.85     | 0.00%             | 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        |    350000 | PA      | $351481.32    | 0.04%             | 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        |    175000 | PA      | $158397.81    | 0.02%             | 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        |    256000 | PA      | $247334.13    | 0.03%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                               | Avient Corporation                                                                             | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156275.39    | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                | Aviation Capital Group, LLC                                                                    | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    469000 | PA      | $462282.98    | 0.05%             | 2033-01-28      | Fixed         | 4.88%                 | 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      | $204900.00    | 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        |    109311 | PA      | $111360.58    | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| AVIANCA MIDCO 2 PLC                                                                       | Avianca Midco 2 plc                                                                            | CUSIP: 05369YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204000.00    | 0.02%             | 2031-01-28      | Fixed         | 9.50%                 | 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        |    223000 | PA      | $217463.56    | 0.03%             | 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        |    825000 | PA      | $837227.66    | 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      | $1736852.95   | 0.20%             | 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        |     94000 | PA      | $101849.00    | 0.01%             | 2030-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                               | Avolon Holdings Funding, Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    321000 | PA      | $332548.24    | 0.04%             | 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        |    499000 | PA      | $512195.04    | 0.06%             | 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        |    169000 | PA      | $168099.77    | 0.02%             | 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        |    234000 | PA      | $246274.47    | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                                       | Axon Enterprise, Inc.                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176807.23    | 0.02%             | 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        |    172000 | PA      | $178217.80    | 0.02%             | 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        |    469000 | PA      | $493570.91    | 0.06%             | 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        |   7178773 | PA      | $334435.34    | 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        |   1500000 | PA      | $1536086.10   | 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        |   7087344 | PA      | $432586.65    | 0.05%             | 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      | $200777.24    | 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        |    141000 | PA      | $164578.01    | 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        |    191000 | PA      | $189611.22    | 0.02%             | 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        |    301000 | PA      | $319476.89    | 0.04%             | 2033-12-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                        | BMO Mortgage Trust 2025-C13                                                                    | CUSIP: 05592YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39767379 | PA      | $3067631.79   | 0.36%             | 2058-10-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                      | BWX Technologies, Inc., Convertible                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    592000 | PA      | $610352.00    | 0.07%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | 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        |   1500000 | PA      | $1499971.50   | 0.18%             | 2034-07-20      | Floating      | 5.62%                 | 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        |   1000000 | PA      | $1000864.00   | 0.12%             | 2035-01-20      | Floating      | 5.92%                 | 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        |    638694 | PA      | $576071.93    | 0.07%             | 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: 05949CFW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104268 | PA      | $93154.49     | 0.01%             | 2035-09-25      | Variable      | 5.06%                 | 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        |    165150 | PA      | $157941.30    | 0.02%             | 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      | $200078.69    | 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      | $220514.71    | 0.03%             | 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        |    300000 | PA      | $309330.00    | 0.04%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation, Convertible, 7.250%                                               | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       373 | NS      | $464758.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    824000 | PA      | $820074.43    | 0.10%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183061.53    | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    525000 | PA      | $481757.52    | 0.06%             | 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        |    216000 | PA      | $194881.65    | 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        |    275000 | PA      | $251506.07    | 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        |    140000 | PA      | $131431.78    | 0.02%             | 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        |    283000 | PA      | $284297.54    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    218000 | PA      | $221002.85    | 0.03%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $385876.00    | 0.05%             | 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        |    677000 | PA      | $687551.61    | 0.08%             | 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        |    526000 | PA      | $542378.86    | 0.06%             | 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        |     12375 | NS      | $263463.75    | 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        |     14375 | NS      | $262343.75    | 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        |     15400 | NS      | $272118.00    | 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        |      7200 | NS      | $142920.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA CORP                                                                      | Bank of America Corporation                                                                    | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369680.40    | 0.04%             | 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      | $126429.49    | 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: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264136.86    | 0.03%             | 2030-12-20      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                       | Bank of Nova Scotia                                                                            | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $315338.41    | 0.04%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                       | Bank of Nova Scotia                                                                            | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $210495.64    | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                                                | BANK 2022-BNK39                                                                                | CUSIP: 06539VAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13340809 | PA      | $285370.59    | 0.03%             | 2055-02-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| BANK TRUST                                                                                | BANK 2018-BN12                                                                                 | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1723668.28   | 0.20%             | 2061-05-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    223000 | PA      | $226857.66    | 0.03%             | 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      | $204208.01    | 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      | $214676.10    | 0.03%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $178475.08    | 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        |    482000 | PA      | $490960.72    | 0.06%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                              | Barclays plc                                                                                   | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    419000 | PA      | $429925.64    | 0.05%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BARINGS GLOBAL SHORT DURATION HIGH YIELD FUND                                             | Barings Global Short Duration High Yield Fund                                                  | CUSIP: 06760L100<br>LEI: 549300WWIZCL845OP089 | Long             |  | RF                | US        |      3133 | NS      | $47308.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BABSON CLO LTD                                                                            | Barings CLO, Ltd. 2021-3A                                                                      | CUSIP: 06762TAQ4<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $1100731.50   | 0.13%             | 2035-01-18      | Floating      | 5.57%                 | 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        |   1250000 | PA      | $1250036.25   | 0.15%             | 2034-01-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD                                                                         | Battalion CLO XIV, Ltd. 2019-14A                                                               | CUSIP: 07090ABE2<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-O            | CORP              | KY        |   1700000 | PA      | $1700329.80   | 0.20%             | 2035-01-20      | Floating      | 3.87%                 | 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      | $1999984.00   | 0.23%             | 2034-04-24      | Floating      | 5.62%                 | 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      | $2498765.00   | 0.29%             | 2034-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                        | Bausch + Lomb Corporation                                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    106000 | PA      | $110505.00    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO                 | BBVA Mexico SA, Institucion de Banca Multiple, Grupo Financiero BBVA Mexico/TX                 | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $211048.46    | 0.02%             | 2035-02-11      | Variable      | 7.62%                 | 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        |    400000 | PA      | $381216.28    | 0.04%             | 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        |    185512 | PA      | $204126.36    | 0.02%             | 2033-07-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                              | Becton, Dickinson and Company                                                                  | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    221000 | PA      | $208419.40    | 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        |    165000 | PA      | $167183.29    | 0.02%             | 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        |    153000 | PA      | $160470.99    | 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        |    149000 | PA      | $153104.75    | 0.02%             | 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        |   1450000 | PA      | $1462565.41   | 0.17%             | 2035-10-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                                     | Belron UK Finance plc                                                                          | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    355000 | PA      | $361759.65    | 0.04%             | 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        |    383000 | PA      | $401547.45    | 0.05%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                              | BioMarin Pharmaceutical, Inc.                                                                  | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        48 | NS      | $2713.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                              | BioMarin Pharmaceutical, Inc., Convertible                                                     | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    148000 | PA      | $143323.48    | 0.02%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                                              | BioMarin Pharmaceutical, Inc.                                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203562.31    | 0.02%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INCOME TRUST INC                                                                | BlackRock Income Trust, Inc.                                                                   | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             |  | RF                | US        |     27100 | NS      | $300810.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CORE BOND TRUST                                                                 | BlackRock Core Bond Trust                                                                      | CUSIP: 09249E101<br>LEI: CC8M7XFKTNG56DXMAR33 | Long             |  | RF                | US        |     13518 | NS      | $128826.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED GLOBAL DIVIDEND TRUST                                                  | BlackRock Enhanced Global Dividend Trust                                                       | CUSIP: 092501105<br>LEI: U48QD6ILUF60LKMSND68 | Long             |  | RF                | US        |     45950 | NS      | $546805.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK CREDIT ALLOCATION INCOME TRUST                                                  | BlackRock Credit Allocation Income Trust                                                       | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             |  | RF                | US        |     64224 | NS      | $683343.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED EQUITY DIVIDEND TRUST                                                  | BlackRock Enhanced Equity Dividend Trust                                                       | CUSIP: 09251A104<br>LEI: G737UEA5SJ50G32LUQ88 | Long             |  | RF                | US        |     10263 | NS      | $98627.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ENHANCED INTERNATIONAL DIVIDEND TRUST                                           | BlackRock Enhanced International Dividend Trust                                                | CUSIP: 092524107<br>LEI: N8Y5YESYCLFDXNNUQV93 | Long             |  | RF                | US        |     33035 | NS      | $197549.30    | 0.02%             |  |  |  | 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        |     77067 | NS      | $682813.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK DEBT STRATEGIES FUND INC                                                        | BlackRock Debt Strategies Fund, Inc.                                                           | CUSIP: 09255R202<br>LEI: Y02PFSGMGNYKWM70AJ95 | Long             |  | RF                | US        |      4697 | NS      | $47956.37     | 0.01%             |  |  |  | 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        |     49816 | NS      | $586832.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                                             | Blackstone Mortgage Trust, Inc.                                                                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |       147 | NS      | $2829.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MULTI-SECTOR INCOME TRUST                                                       | BlackRock Multi-Sector Income Trust                                                            | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             |  | RF                | US        |     52393 | NS      | $693683.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK ADVISORS LLC                                                                    | BlackRock Capital Allocation Term Trust                                                        | CUSIP: 09260U109<br>LEI: 5493007LDARS47M53X11 | Long             |  | RF                | US        |     24446 | NS      | $359356.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BLACKSTONE PRIVATE CREDIT FUND                                                            | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402342.44    | 0.05%             | 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        |    384000 | PA      | $375948.45    | 0.04%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                             | BlackRock Funding, Inc.                                                                        | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $153927.62    | 0.02%             | 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        |    185000 | PA      | $182976.30    | 0.02%             | 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        |    552000 | PA      | $552979.36    | 0.06%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOOMIN BRANDS INC                                                                        | Bloomin' Brands, Inc./OSI Restaurant Partners, LLC                                             | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $248201.88    | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BLUE RACER MIDSTREAM LLC                                                                  | Blue Racer Midstream, LLC/Blue Racer Finance Corporation                                       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $306373.87    | 0.04%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                                          | Blue Owl Technology Finance Corporation                                                        | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    579000 | PA      | $587357.91    | 0.07%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| BLUE OWL TECHNOLOGY FINANCE CORP                                                          | Blue Owl Technology Finance Corporation                                                        | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    344000 | PA      | $338850.37    | 0.04%             | 2031-01-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| BOARDWALK PIPELINES LP                                                                    | Boardwalk Pipelines, LP                                                                        | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    506000 | PA      | $507469.90    | 0.06%             | 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        |     11391 | NS      | $851135.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                                                 | Boeing Company                                                                                 | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216658.13    | 0.03%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | Boeing Company                                                                                 | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $524156.43    | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                 | Boeing Company                                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     81000 | PA      | $89605.88     | 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        |    161000 | PA      | $181542.11    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $138207.14    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $169866.24    | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    514000 | PA      | $539555.17    | 0.06%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                            | Bombardier, Inc.                                                                               | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $97686.46     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                      | Boston Properties, LP, Convertible                                                             | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    112000 | PA      | $106344.00    | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORPORATION                                                                   | Boyd Gaming Corporation                                                                        | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    297000 | PA      | $289314.63    | 0.03%             | 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        |    259000 | PA      | $261842.84    | 0.03%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC/ BRIGHTSTAR GLOBAL SOLUTIONS CORP                                  | Brightstar Lottery plc/Brightstar Global Solutions Corporation                                 | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    182000 | PA      | $180929.91    | 0.02%             | 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        |    166000 | PA      | $177249.94    | 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        |     41000 | PA      | $44569.53     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    172000 | PA      | $171728.69    | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    834000 | PA      | $851039.12    | 0.10%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                              | Broadcom, Inc.                                                                                 | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    374000 | PA      | $366063.94    | 0.04%             | 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        |     55000 | PA      | $56584.80     | 0.01%             | 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        |    284000 | PA      | $281503.50    | 0.03%             | 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        |    298000 | PA      | $278195.40    | 0.03%             | 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        |    163000 | PA      | $166771.23    | 0.02%             | 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        |    157000 | PA      | $162357.26    | 0.02%             | 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        |    173000 | PA      | $179856.68    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308869.93    | 0.04%             | 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        |     83000 | PA      | $79110.02     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82774.24     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                  | Builders FirstSource, Inc.                                                                     | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194366.37    | 0.02%             | 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        |     99000 | PA      | $97177.16     | 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        |    324000 | PA      | $305142.27    | 0.04%             | 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        |    427000 | PA      | $439494.87    | 0.05%             | 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        |    186000 | PA      | $179571.10    | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                        | Burford Capital Global Finance, LLC                                                            | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    198000 | PA      | $198445.50    | 0.02%             | 2034-01-15      | Fixed         | 8.50%                 | 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        |    161000 | PA      | $158549.82    | 0.02%             | 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        |    339000 | PA      | $335352.40    | 0.04%             | 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        |    174000 | PA      | $263349.00    | 0.03%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES                                                                   | Business Jet Securities, LLC 2024-2A                                                           | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929548 | PA      | $935396.48    | 0.11%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES                                                                   | Business Jet Securities, LLC 2022-1A                                                           | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690930 | PA      | $687883.59    | 0.08%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE LTD                                                             | CAFL Issuer, LLC 2021-RTL1                                                                     | CUSIP: 12468RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    689679 | PA      | $654917.74    | 0.08%             | 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        |    377000 | PA      | $377154.34    | 0.04%             | 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        |    178000 | PA      | $177019.97    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $143391.21    | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041000 | PA      | $994468.34    | 0.12%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |    161000 | PA      | $151314.38    | 0.02%             | 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        |    351000 | PA      | $321356.33    | 0.04%             | 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        |    301000 | PA      | $254251.86    | 0.03%             | 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        |    119000 | PA      | $108692.84    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $354355.21    | 0.04%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $188805.98    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                          | CCO Holdings, LLC/CCO Holdings Capital Corporation                                             | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250299.74    | 0.03%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                         | CBRE Services, Inc.                                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    337000 | PA      | $338322.59    | 0.04%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL AUTOMOTIVE REIT                                                                   | Capital Automotive REIT 2024-3A                                                                | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1514667 | PA      | $1485451.57   | 0.17%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CFST MORTGAGE TRUST                                                                       | CFST Mortgage Trust 2025-RTL1                                                                  | CUSIP: 12532GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1619238.88   | 0.19%             | 2030-10-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    267000 | PA      | $266279.10    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                          | CHS/Community Health Systems, Inc.                                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    186000 | PA      | $171036.30    | 0.02%             | 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        |    231000 | PA      | $248680.28    | 0.03%             | 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        |    379000 | PA      | $395138.96    | 0.05%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                | CHL Mortgage Pass-Through Trust 2007-3                                                         | CUSIP: 12543RAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205614 | PA      | $91538.13     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                                                | CHL Mortgage Pass-Through Trust 2007-3                                                         | CUSIP: 12543RBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137076 | PA      | $61025.41     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | 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        |    474009 | PA      | $193458.20    | 0.02%             | 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        |   1056184 | PA      | $1044604.56   | 0.12%             | 2067-03-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                               | Cigna Group                                                                                    | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    213000 | PA      | $198220.12    | 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        |    167000 | PA      | $161054.71    | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                               | Cigna Group                                                                                    | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    586000 | PA      | $593140.81    | 0.07%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP                                                                               | Cigna Group                                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    528000 | PA      | $535360.58    | 0.06%             | 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        |   1071808 | PA      | $1068508.35   | 0.13%             | 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        |    787746 | PA      | $787929.76    | 0.09%             | 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        |     17600 | NS      | $311696.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CMS ENERGY CORPORATION                                                                    | CMS Energy Corporation, Convertible                                                            | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    117000 | PA      | $126301.50    | 0.01%             | 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        |    106000 | PA      | $105024.80    | 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        |    341000 | PA      | $343012.85    | 0.04%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC.                                                            | CSG Systems International, Inc., Convertible                                                   | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |    243000 | PA      | $295002.00    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST                                                              | CSMC Trust 2022-NQM1                                                                           | CUSIP: 126416AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251682 | PA      | $225839.69    | 0.03%             | 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        |    130000 | PA      | $391495.00    | 0.05%             | 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        |    215000 | PA      | $216247.00    | 0.03%             | 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        |    216000 | PA      | $214794.99    | 0.03%             | 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        |    300000 | PA      | $299985.03    | 0.04%             | 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        |     15000 | PA      | $15049.10     | 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        |    488000 | PA      | $458041.85    | 0.05%             | 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        |    515000 | PA      | $516247.01    | 0.06%             | 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        |    318000 | PA      | $314279.98    | 0.04%             | 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        |    531000 | PA      | $552021.23    | 0.06%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                           | CVS Health Corporation                                                                         | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    257000 | PA      | $268988.02    | 0.03%             | 2055-03-10      | Variable      | 7.00%                 | 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        |    216213 | PA      | $178198.15    | 0.02%             | 2035-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                                        | Countrywide Alternative Loan Trust 2005-46CB                                                   | CUSIP: 12667G7B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    297063 | PA      | $202768.31    | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST                                                        | Countrywide Alternative Loan Trust 2005-J3                                                     | CUSIP: 12667GDE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    302359 | PA      | $238918.87    | 0.03%             | 2035-05-25      | Fixed         | 5.50%                 | 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        |     87473 | PA      | $69063.17     | 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        |    161577 | PA      | $133416.97    | 0.02%             | 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        |     46321 | PA      | $45792.80     | 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        |    882079 | PA      | $889823.03    | 0.10%             | 2068-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                             | Cable One, Inc.                                                                                | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    109000 | PA      | $79336.23     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CACI INTERNATIONAL INC                                                                    | CACI International, Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    122000 | PA      | $126579.51    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                                 | Caesars Entertainment, Inc.                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    439000 | PA      | $421599.01    | 0.05%             | 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        |    220000 | PA      | $224955.50    | 0.03%             | 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        |    201000 | PA      | $195544.66    | 0.02%             | 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        |    220000 | PA      | $231391.63    | 0.03%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                              | Calpine Corporation                                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379667.27    | 0.04%             | 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        |    431000 | PA      | $412149.40    | 0.05%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation, 4.800%                                                      | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      3500 | NS      | $64540.00     | 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        |      8775 | NS      | $172779.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation                                                              | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    217000 | PA      | $215395.31    | 0.03%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation                                                              | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    257000 | PA      | $257076.66    | 0.03%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                               | Cargill, Inc.                                                                                  | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    672000 | PA      | $690085.01    | 0.08%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                               | Cargill, Inc.                                                                                  | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171867.74    | 0.02%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | Carnival Corporation                                                                           | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    140000 | PA      | $144019.12    | 0.02%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | Carnival Corporation                                                                           | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    619000 | PA      | $635727.86    | 0.07%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                             | Carnival Corporation                                                                           | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    185000 | PA      | $187168.28    | 0.02%             | 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        |    137000 | PA      | $139023.63    | 0.02%             | 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        |    252000 | PA      | $237540.02    | 0.03%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                | Carvana Company                                                                                | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    393280 | PA      | $432634.53    | 0.05%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                                | Carvana Company                                                                                | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    211000 | PA      | $220008.65    | 0.03%             | 2030-06-01      | 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        |   1100000 | PA      | $1100000.00   | 0.13%             | 2034-04-21      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| CASCADES INC.                                                                             | Cascades, Inc./Cascades USA, Inc.                                                              | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    325000 | PA      | $336462.75    | 0.04%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | 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        |     90000 | PA      | $90008.64     | 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        |    103000 | PA      | $107458.87    | 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        |    101000 | PA      | $106027.98    | 0.01%             | 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        |    140000 | PA      | $142437.53    | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                  | Celanese US Holdings, LLC                                                                      | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    317000 | PA      | $321103.25    | 0.04%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                                    | CenterPoint Energy, Inc.                                                                       | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    182000 | PA      | $180422.17    | 0.02%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                    | CenterPoint Energy, Inc., Convertible                                                          | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    126000 | PA      | $140490.00    | 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        |    160000 | PA      | $167749.44    | 0.02%             | 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        |     75000 | PA      | $77006.33     | 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        |    126000 | PA      | $128872.80    | 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        |    244000 | PA      | $234272.18    | 0.03%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CERDIA FINANZ GMBH                                                                        | Cerdia Finanz GmbH                                                                             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    352000 | PA      | $358061.44    | 0.04%             | 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        |    148000 | PA      | $157799.67    | 0.02%             | 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        |    202000 | PA      | $210173.93    | 0.02%             | 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        |    234000 | PA      | $245800.72    | 0.03%             | 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        |    331000 | PA      | $319626.84    | 0.04%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| CHEFS WAREHOUSE INC                                                                       | Chefs' Warehouse, Inc., Convertible                                                            | CUSIP: 163086AE1<br>LEI: 549300JYEDC8C547E980 | Long             | DBT              | CORP              | US        |    170000 | PA      | $261069.00    | 0.03%             | 2028-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                                          | Chemours Company                                                                               | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    575000 | PA      | $536182.51    | 0.06%             | 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        |    146000 | PA      | $146560.82    | 0.02%             | 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        |    146000 | PA      | $134741.99    | 0.02%             | 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        |    259000 | PA      | $274408.23    | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                       | Cheniere Energy, Inc.                                                                          | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163812.28    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                                                   | Chimera Investment Corporation                                                                 | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |       547 | NS      | $6755.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE MORTGAGE TRUST                                                                      | CHNGE Mortgage Trust 2023-2                                                                    | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    272654 | PA      | $272902.95    | 0.03%             | 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        |    362626 | PA      | $364038.92    | 0.04%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                                                              | Churchill Downs, Inc.                                                                          | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156464.11    | 0.02%             | 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        |    283000 | PA      | $291606.31    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                         | Cisco Systems, Inc.                                                                            | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307579.35    | 0.04%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                                | Citadel, LP                                                                                    | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    320000 | PA      | $339575.22    | 0.04%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc., 6.250%                                                                        | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |      6300 | NS      | $158067.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    589000 | PA      | $589388.83    | 0.07%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    815000 | PA      | $807686.04    | 0.09%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282199.70    | 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        |    145000 | PA      | $150144.26    | 0.02%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    148000 | PA      | $155184.66    | 0.02%             | 2028-11-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    128000 | PA      | $132477.18    | 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        |    185000 | PA      | $193702.10    | 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        |    375000 | PA      | $390938.89    | 0.05%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    596000 | PA      | $608205.53    | 0.07%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                             | Citigroup, Inc.                                                                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346213.18    | 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        |    183751 | PA      | $182806.16    | 0.02%             | 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        |    761251 | PA      | $687147.30    | 0.08%             | 2037-04-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                               | Citibank NA                                                                                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263149.25    | 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        |    156000 | PA      | $165170.01    | 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        |    151000 | PA      | $155549.33    | 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        |    401000 | PA      | $409644.05    | 0.05%             | 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        |      2150 | NS      | $56437.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                              | Citizens Financial Group, Inc.                                                                 | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    197000 | PA      | $195830.12    | 0.02%             | 2026-10-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                              | SM Energy Company                                                                              | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117339.97    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                              | SM Energy Company                                                                              | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    501000 | PA      | $526229.36    | 0.06%             | 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        |    198000 | PA      | $186868.86    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                                         | Clean Harbors, Inc.                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    167000 | PA      | $170997.48    | 0.02%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                                        | Clear Channel Outdoor Holdings, Inc.                                                           | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    258000 | PA      | $271639.69    | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    389000 | PA      | $382764.76    | 0.04%             | 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        |    182000 | PA      | $174505.53    | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    239000 | PA      | $248370.47    | 0.03%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                      | Cleveland-Cliffs, Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    141000 | PA      | $147139.28    | 0.02%             | 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        |    182000 | PA      | $159003.01    | 0.02%             | 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        |    401000 | PA      | $404918.29    | 0.05%             | 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        |     75000 | PA      | $75660.75     | 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        |     81000 | PA      | $81058.02     | 0.01%             | 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        |    333000 | PA      | $337329.00    | 0.04%             | 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        |    188000 | PA      | $189467.23    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                                                 | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115607.57    | 0.01%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                                                 | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    144000 | PA      | $140238.39    | 0.02%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                                                 | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    158000 | PA      | $142251.26    | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC (PRE-REINCORPORATION)                                                 | Coinbase Global, Inc., Convertible                                                             | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    144000 | PA      | $122026.62    | 0.01%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOAN SERVICING LLC                                                    | College Avenue Student Loans, LLC 2017-A                                                       | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127708 | PA      | $128813.61    | 0.02%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                                                          | COLT Mortgage Loan Trust 2024-INV3                                                             | CUSIP: 196919AD6<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |    913888 | PA      | $920433.91    | 0.11%             | 2069-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                    | Columbia Pipelines Holding Company, LLC                                                        | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $168380.65    | 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        |    317000 | PA      | $330196.23    | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                                             | Columbus McKinnon Corporation/NY                                                               | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    333000 | PA      | $334731.60    | 0.04%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                       | Comcast Corporation                                                                            | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16471.35     | 0.00%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                       | Comcast Corporation                                                                            | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    483000 | PA      | $452757.08    | 0.05%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                       | Comcast Corporation                                                                            | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391283.92    | 0.05%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMERICA INCORPORATED                                                                     | Comerica, Inc.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96169.56     | 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        |  17979313 | NS      | $17979313.00  | 2.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY                                                                 | Commercial Metals Company                                                                      | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    167000 | PA      | $170625.44    | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                            | Commonwealth Bank of Australia                                                                 | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    177000 | PA      | $161258.88    | 0.02%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                                    | Comstock Resources, Inc.                                                                       | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    439000 | PA      | $428331.55    | 0.05%             | 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        |    252000 | PA      | $252312.48    | 0.03%             | 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        |    497000 | PA      | $505972.21    | 0.06%             | 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        |    163000 | PA      | $170661.82    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                               | Consolidated Edison Company of New York, Inc.                                                  | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    482000 | PA      | $479778.67    | 0.06%             | 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        |    110000 | PA      | $110522.90    | 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        |    163000 | PA      | $165914.24    | 0.02%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                       | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    153000 | PA      | $162389.99    | 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        |    244000 | PA      | $240697.66    | 0.03%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                       | Constellation Energy Generation, LLC                                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136578.79    | 0.02%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | Corebridge Financial, Inc., 6.375%                                                             | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |      5800 | NS      | $138678.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                  | Corebridge Financial, Inc.                                                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136596.15    | 0.02%             | 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        |    161000 | PA      | $172042.75    | 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        |    147000 | PA      | $153566.75    | 0.02%             | 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        |    290000 | PA      | $296280.13    | 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        |    278000 | PA      | $270287.78    | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                             | CoreWeave, Inc., Convertible                                                                   | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    175000 | PA      | $201779.41    | 0.02%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE STRATEGIC VALUE FUND INC                                                      | Cornerstone Strategic Investment Fund, Inc.                                                    | CUSIP: 21924B302<br>LEI: 549300H6BMBD46PC0Z18 | Long             |  | RF                | US        |     44143 | NS      | $366386.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CODELCO INC                                                                               | Corporacion Nacional del Cobre de Chile                                                        | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $402000.00    | 0.05%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                                | COPT Defense Properties, LP                                                                    | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    292000 | PA      | $291366.07    | 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        |     47000 | PA      | $54924.68     | 0.01%             | 2028-09-15      | Fixed         | 5.25%                 | No            |                  2 | 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        |    187000 | PA      | $189278.27    | 0.02%             | 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        |    141000 | PA      | $145515.18    | 0.02%             | 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        |    332000 | PA      | $321401.17    | 0.04%             | 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        |     30000 | PA      | $23868.57     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                        | Credit Agricole SA                                                                             | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    147000 | PA      | $140231.47    | 0.02%             | 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        |    339000 | PA      | $337904.19    | 0.04%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                        | Credit Agricole SA                                                                             | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    487000 | PA      | $486823.22    | 0.06%             | 2037-01-12      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                              | UBS Group AG                                                                                   | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    269000 | PA      | $267652.64    | 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        |    138000 | PA      | $33120.00     | 0.00%             | N/A             | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST                                                                   | Home Equity Asset Trust 2003-2                                                                 | CUSIP: 22541NP52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    913092 | PA      | $888863.38    | 0.10%             | 2033-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                                    | Credit Suisse Group AG                                                                         | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    222000 | PA      | $53280.00     | 0.01%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                          | Crown Castle, Inc.                                                                             | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202463.75    | 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        |    114000 | PA      | $115945.62    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US BORROWER LLC                                                       | Cushman & Wakefield US Borrower, LLC                                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90563.67     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                            | DCLI Bidco, LLC                                                                                | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    261000 | PA      | $265559.93    | 0.03%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                        | DTE Energy Company                                                                             | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165790.16    | 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        |    170000 | PA      | $176382.82    | 0.02%             | 2035-01-16      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                                  | Dana, Inc.                                                                                     | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    144000 | PA      | $136186.59    | 0.02%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    206000 | PA      | $188961.95    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    319000 | PA      | $328583.40    | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                                | DaVita, Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    186000 | PA      | $190908.17    | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                                                | Deere & Company                                                                                | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217992.81    | 0.03%             | 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        |    198000 | PA      | $207073.32    | 0.02%             | 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        |    186000 | PA      | $191268.08    | 0.02%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                                  | Dell, Inc.                                                                                     | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    231000 | PA      | $246460.59    | 0.03%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                       | Delta Air Lines, Inc.                                                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    580000 | PA      | $593909.14    | 0.07%             | 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        |    276000 | PA      | $276702.09    | 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        |    419000 | PA      | $439652.93    | 0.05%             | 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        |    415680 | PA      | $364032.97    | 0.04%             | 2035-06-25      | Fixed         | 5.25%                 | 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        |    280000 | PA      | $276053.00    | 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        |    500000 | PA      | $512347.22    | 0.06%             | 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        |    400000 | PA      | $404675.43    | 0.05%             | 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        |    499000 | PA      | $581913.05    | 0.07%             | 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        |    209000 | PA      | $194553.61    | 0.02%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                                                  | Diamond Foreign Asset Company/Diamond Finance, LLC                                             | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    141000 | PA      | $149929.53    | 0.02%             | 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        |    381000 | PA      | $364009.05    | 0.04%             | 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        |    141000 | PA      | $149329.43    | 0.02%             | 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        |    146000 | PA      | $150847.20    | 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        |    512000 | PA      | $514493.95    | 0.06%             | 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        |     93000 | PA      | $94215.03     | 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        |    226000 | PA      | $232800.11    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                         | Capital One Financial Corporation                                                              | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     72000 | PA      | $79456.17     | 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        |    277000 | PA      | $280464.99    | 0.03%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                       | Dominion Energy, Inc.                                                                          | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142885.97    | 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        |    230000 | PA      | $239531.52    | 0.03%             | 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        |    230000 | PA      | $248713.26    | 0.03%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                                   | DraftKings Holdings, Inc., Convertible                                                         | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |    595000 | PA      | $538789.99    | 0.06%             | 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        |   1003000 | PA      | $957082.45    | 0.11%             | 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        |    278000 | PA      | $281574.25    | 0.03%             | 2030-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                   | Dryden 85 CLO, Ltd. 2020-85A                                                                   | CUSIP: 26246BBA1<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-O            | CORP              | KY        |   2865000 | PA      | $2867518.34   | 0.34%             | 2037-07-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                   | Dryden 72 CLO, Ltd. 2019-72A                                                                   | CUSIP: 26252NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $951577.00    | 0.11%             | 2032-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    328000 | PA      | $304528.08    | 0.04%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                          | Duke Energy Corporation                                                                        | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    223000 | PA      | $217439.27    | 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        |    142000 | PA      | $141614.77    | 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        |    219000 | PA      | $227431.50    | 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        |    158000 | PA      | $167365.64    | 0.02%             | 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        |    272000 | PA      | $268767.41    | 0.03%             | 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        |    273000 | PA      | $285621.75    | 0.03%             | 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        |    480000 | PA      | $464592.34    | 0.05%             | 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        |    164000 | PA      | $160019.63    | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                          | ERP Operating, LP                                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    414000 | PA      | $423879.17    | 0.05%             | 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        |    334000 | PA      | $341526.44    | 0.04%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                            | EPR Properties                                                                                 | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    541000 | PA      | $536529.17    | 0.06%             | 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        |    512000 | PA      | $540873.80    | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | 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        |     55900 | NS      | $551733.00    | 0.06%             |  |  |  | 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        |     24847 | NS      | $240767.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                                                 | Edgewell Personal Care Company                                                                 | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    431000 | PA      | $431139.64    | 0.05%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | Edison International                                                                           | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237812.11    | 0.03%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                      | Edison International                                                                           | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    151000 | PA      | $157273.45    | 0.02%             | 2054-06-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| EDUCATION FUNDING TRUST                                                                   | Education Funding Trust 2020-A                                                                 | CUSIP: 28141PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460797 | PA      | $443372.30    | 0.05%             | 2041-07-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                                     | eG Global Finance plc                                                                          | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $97414.29     | 0.01%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                              | Embecta Corporation                                                                            | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169281.53    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                         | EMRLD Borrower, LP/Emerald Co-Issuer, Inc.                                                     | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $577572.97    | 0.07%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                              | Enbridge, Inc.                                                                                 | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $293539.40    | 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        |    290000 | PA      | $316359.26    | 0.04%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                              | Enbridge, Inc.                                                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $81791.88     | 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        |    244000 | PA      | $246734.24    | 0.03%             | 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        |        12 | NS      | $662.40       | 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        |    129000 | PA      | $143319.00    | 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        |    261000 | PA      | $273649.83    | 0.03%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                                     | Encompass Health Corporation                                                                   | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278683.19    | 0.03%             | 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        |    324000 | PA      | $311392.74    | 0.04%             | 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        |     64000 | PA      | $66104.51     | 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        |    169000 | PA      | $182864.09    | 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        |    161000 | PA      | $153500.17    | 0.02%             | 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        |    128000 | PA      | $136779.65    | 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        |    161000 | PA      | $155813.27    | 0.02%             | 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        |    465000 | PA      | $465022.32    | 0.05%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                             | Enel Finance International NV                                                                  | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    340000 | PA      | $348919.19    | 0.04%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                                                  | Endo Finance Holdings, LP                                                                      | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $320606.42    | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ENTERGY CORP                                                                              | Entergy Corporation                                                                            | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11425.38     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                              | Entergy Corporation                                                                            | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89086.42     | 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        |    175000 | PA      | $174876.36    | 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        |    330000 | PA      | $331929.40    | 0.04%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                         | Enterprise Products Operating, LLC                                                             | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    264000 | PA      | $256782.40    | 0.03%             | 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        |     75000 | PA      | $72609.38     | 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        |    247000 | PA      | $258126.12    | 0.03%             | 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        |    186000 | PA      | $198839.02    | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                                   | Essential Properties, LP                                                                       | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160544.95    | 0.02%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| EURONET WORLDWIDE INC.                                                                    | Euronet Worldwide, Inc., Convertible                                                           | CUSIP: 298736AM1<br>LEI: YG3575C4DSHJPA5KET68 | Long             | DBT              | CORP              | US        |    123000 | PA      | $110161.88    | 0.01%             | 2030-10-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                                | Evergy, Inc., Convertible                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    141000 | PA      | $179070.00    | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                         | Eversource Energy                                                                              | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    246000 | PA      | $247866.25    | 0.03%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                                      | Excelerate Energy, LP                                                                          | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    119000 | PA      | $127256.34    | 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        |    147000 | PA      | $145631.51    | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                        | Exelon Corporation                                                                             | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    663000 | PA      | $641778.86    | 0.08%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                        | Exelon Corporation, Convertible                                                                | CUSIP: 30161NBT7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123196.80    | 0.01%             | 2029-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                         | Expedia Group, Inc.                                                                            | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    512000 | PA      | $522925.93    | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EZCORP INC.                                                                               | EZCORP, Inc., Convertible                                                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $272970.00    | 0.03%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                                           | FMC Corporation                                                                                | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    160000 | PA      | $128324.66    | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                                | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    101000 | PA      | $100991.81    | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                                | Fortescue Treasury, Pty. Ltd.                                                                  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     91000 | PA      | $93633.47     | 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        |    146000 | PA      | $142594.60    | 0.02%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                        | Meta Platforms, Inc.                                                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    333000 | PA      | $305706.74    | 0.04%             | 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        |    407000 | PA      | $391384.86    | 0.05%             | 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        |    407000 | PA      | $387253.35    | 0.05%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRTKL TRUST                                                                               | FRTKL Trust 2021-SFR1                                                                          | CUSIP: 30322DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490451.00    | 0.06%             | 2038-09-17      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                           | Fair Isaac Corporation                                                                         | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    324000 | PA      | $330134.94    | 0.04%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                 | FORVIA SE                                                                                      | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $320270.82    | 0.04%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                 | FORVIA SE                                                                                      | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    251000 | PA      | $257360.59    | 0.03%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | 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        |    817444 | PA      | $72418.05     | 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        |    851177 | PA      | $828064.18    | 0.10%             | 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: 3132DTHZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    765097 | PA      | $722381.96    | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                                    | Federal Home Loan Mortgage Corporation Conventional 30-Yr. Pass Through                        | CUSIP: 3132DVJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12172196 | PA      | $12796551.86  | 1.50%             | 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        |    202643 | PA      | $205093.53    | 0.02%             | 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        |    970487 | PA      | $1002236.94   | 0.12%             | 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        |    423285 | PA      | $348679.87    | 0.04%             | 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: 313385VR4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99233.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS OFFICE OF FINANCE                                                 | Federal Home Loan Bank Discount Notes                                                          | CUSIP: 313385VY9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99163.50     | 0.01%             |  |  |  | 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        |   3205942 | PA      | $2759713.98   | 0.32%             | 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        |   1754134 | PA      | $1635096.36   | 0.19%             | 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        |   1195153 | PA      | $1151430.41   | 0.14%             | 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        |   2897685 | PA      | $2925686.77   | 0.34%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |     98445 | PA      | $1220.92      | 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        |    107670 | PA      | $1099.40      | 0.00%             | 2027-07-25      | Fixed         | 3.00%                 | 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        |    388425 | PA      | $5629.52      | 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        |    284288 | PA      | $3714.82      | 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        |    102277 | PA      | $1400.76      | 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        |    103485 | PA      | $1765.69      | 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        |    507668 | PA      | $33748.78     | 0.00%             | 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        |    239984 | PA      | $2882.11      | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | Federal National Mortgage Association - REMIC 2013-18                                          | CUSIP: 3136ACZY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    230048 | PA      | $3434.30      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | Federal National Mortgage Association - REMIC 2013-87                                          | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    222258 | PA      | $4539.59      | 0.00%             | 2028-06-25      | 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        |   1827342 | PA      | $243022.07    | 0.03%             | 2050-12-25      | Fixed         | 2.00%                 | 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        |   1300000 | PA      | $1291500.47   | 0.15%             | 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        |   1850000 | PA      | $1814484.07   | 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        |   1000000 | PA      | $979449.40    | 0.11%             | 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        |     61000 | PA      | $61457.50     | 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        |     69192 | PA      | $615.29       | 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        |    141794 | PA      | $2079.71      | 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        |    620655 | PA      | $44117.15     | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | 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        |    497476 | PA      | $17594.18     | 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        |   2724272 | PA      | $356423.64    | 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        |   8848173 | PA      | $735920.28    | 0.09%             | 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        |  11195710 | PA      | $1076438.40   | 0.13%             | 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        |    496544 | PA      | $493516.44    | 0.06%             | 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        |    818596 | PA      | $695162.87    | 0.08%             | 2053-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                                                    | Federal Home Loan Mortgage Corporation - REMIC 5473                                            | CUSIP: 3137HHGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |   1250000 | PA      | $1257988.25   | 0.15%             | 2054-09-25      | Fixed         | 5.00%                 | 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        |   1550000 | PA      | $1562765.96   | 0.18%             | 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        |   1325000 | PA      | $1321687.90   | 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        |   1000000 | PA      | $981902.10    | 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        |   1348723 | PA      | $1389538.34   | 0.16%             | 2026-02-25      | Floating      | 7.70%                 | 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        |    974057 | PA      | $885480.14    | 0.10%             | 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        |   1051983 | PA      | $992253.46    | 0.12%             | 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        |   1828909 | PA      | $1512787.29   | 0.18%             | 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        |   1993767 | PA      | $1630705.91   | 0.19%             | 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        |    328640 | PA      | $270717.08    | 0.03%             | 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        |    180986 | PA      | $164786.85    | 0.02%             | 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: 3140QKC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1814480 | PA      | $1611652.38   | 0.19%             | 2051-04-01      | Fixed         | 3.00%                 | 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        |    394354 | PA      | $323181.56    | 0.04%             | 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        |   2920343 | PA      | $2613960.49   | 0.31%             | 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: 3140QPX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4048671 | PA      | $3985142.90   | 0.47%             | 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        |   1096349 | PA      | $1084115.69   | 0.13%             | 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: 3140QS2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3097725 | PA      | $3057820.45   | 0.36%             | 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        |   1254584 | PA      | $1268580.63   | 0.15%             | 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        |   1605488 | PA      | $1323114.62   | 0.16%             | 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        |    211414 | PA      | $174152.45    | 0.02%             | 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: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1516489 | PA      | $1292139.86   | 0.15%             | 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        |   2111526 | PA      | $1828979.83   | 0.21%             | 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        |    391828 | PA      | $322760.32    | 0.04%             | 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        |   2634079 | PA      | $2355780.33   | 0.28%             | 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        |   1116718 | PA      | $1072880.39   | 0.13%             | 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        |    731976 | PA      | $686884.56    | 0.08%             | 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        |   1550368 | PA      | $1449633.41   | 0.17%             | 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        |    210413 | PA      | $196757.66    | 0.02%             | 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        |   2038124 | PA      | $1966573.31   | 0.23%             | 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        |    237023 | PA      | $239758.25    | 0.03%             | 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: 3140XJYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2927327 | PA      | $2893679.87   | 0.34%             | 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: 3140XM5S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1544886 | PA      | $1430545.60   | 0.17%             | 2052-08-01      | Fixed         | 3.50%                 | 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        |    275851 | PA      | $278844.05    | 0.03%             | 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        |    446648 | PA      | $416279.16    | 0.05%             | 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        |   3627569 | PA      | $3522775.01   | 0.41%             | 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        |    574682 | PA      | $538141.80    | 0.06%             | 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        |   3248490 | PA      | $3349696.78   | 0.39%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                     | Federal National Mortgage Association Conventional 30-Yr. Pass Through                         | CUSIP: 3140XQDT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904897 | PA      | $855786.32    | 0.10%             | 2047-12-01      | Fixed         | 3.50%                 | 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        |    836539 | PA      | $801523.05    | 0.09%             | 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        |   2890712 | PA      | $2364314.69   | 0.28%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MACYS RETAIL HOLDINGS LLC                                                                 | Macy's Retail Holdings, LLC                                                                    | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $313714.60    | 0.04%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                                         | FedEx Freight Holding Company, Inc.                                                            | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    360000 | PA      | $358997.40    | 0.04%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                                 | Fells Point Funding Trust                                                                      | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $266620.91    | 0.03%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                       | Fifth Third Bancorp, 4.950%                                                                    | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      7000 | NS      | $139090.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                       | Fifth Third Bancorp                                                                            | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146950.40    | 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        |    398000 | PA      | $397954.49    | 0.05%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                             | FirstCash, Inc.                                                                                | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    239000 | PA      | $240116.61    | 0.03%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC (DELAWARE)                                                  | First Citizens BancShares, Inc./NC                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    586000 | PA      | $586583.80    | 0.07%             | 2035-09-05      | Variable      | 5.60%                 | 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        |     82911 | PA      | $78164.07     | 0.01%             | 2035-07-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $178576.67    | 0.02%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                                | First Quantum Minerals, Ltd.                                                                   | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    167000 | PA      | $175449.87    | 0.02%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82297.89     | 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        |    341000 | PA      | $350412.19    | 0.04%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    341000 | PA      | $344776.03    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                | Fiserv, Inc.                                                                                   | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    304000 | PA      | $300576.96    | 0.04%             | 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        |     49000 | PA      | $50813.00     | 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        |    159000 | PA      | $173071.50    | 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        |    159000 | PA      | $175456.50    | 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        |    220000 | PA      | $232158.17    | 0.03%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                   | Flagstar Mortgage Trust 2021-6INV                                                              | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1464469 | PA      | $1230154.28   | 0.14%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                   | Flagstar Mortgage Trust 2021-9INV                                                              | CUSIP: 33851MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    610737 | PA      | $558031.38    | 0.07%             | 2041-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                                   | Flagstar Mortgage Trust 2020-1INV                                                              | CUSIP: 33851YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1261707 | PA      | $1108393.57   | 0.13%             | 2050-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                         | Flash Compute, LLC                                                                             | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83000 | PA      | $83281.62     | 0.01%             | 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        |    344000 | PA      | $424358.40    | 0.05%             | 2029-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                      | Flutter Treasury DAC                                                                           | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    209000 | PA      | $211707.25    | 0.02%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                             | Ford Motor Credit Company, LLC                                                                 | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241661.46    | 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        |    275000 | PA      | $297139.46    | 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        |    266000 | PA      | $270363.74    | 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        |    331000 | PA      | $338429.63    | 0.04%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                               | FTAI Aviation Investors, LLC                                                                   | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188180.67    | 0.02%             | 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        |    259000 | PA      | $272511.51    | 0.03%             | 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        |    206000 | PA      | $216802.02    | 0.03%             | 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        |    300000 | PA      | $321138.05    | 0.04%             | 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      | $209769.71    | 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        |    365000 | PA      | $358574.99    | 0.04%             | 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        |    179000 | PA      | $189250.97    | 0.02%             | 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        |    254000 | PA      | $265704.32    | 0.03%             | 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        |    183000 | PA      | $186666.77    | 0.02%             | 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        |    181000 | PA      | $179619.75    | 0.02%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                     | GFL Environmental, Inc.                                                                        | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    409000 | PA      | $402534.24    | 0.05%             | 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        |    185000 | PA      | $194787.80    | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                                                      | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     12000 | PA      | $12415.03     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                                                      | GGAM Finance, Ltd.                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $294437.00    | 0.03%             | 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        |    735398 | PA      | $708170.83    | 0.08%             | 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        |   1000000 | PA      | $1000554.70   | 0.12%             | 2055-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                                                      | GMAC Mortgage Corporation Loan Trust 2005-HE1                                                  | CUSIP: 361856EB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40629 | PA      | $18803.77     | 0.00%             | 2035-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORPORATION LOAN TRUST                                                      | GMACM Mortgage Loan Trust 2005-AR6                                                             | CUSIP: 36185MBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11988 | PA      | $9816.63      | 0.00%             | 2035-11-19      | Variable      | 3.70%                 | 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        |    280045 | PA      | $251453.19    | 0.03%             | 2035-05-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                        | Ally Financial, Inc.                                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    541000 | PA      | $613438.97    | 0.07%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |   1102229 | PA      | $1109599.23   | 0.13%             | 2053-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS US INC                                                         | GFL Environmental Holdings US, Inc.                                                            | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    333000 | PA      | $333766.62    | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                                                   | Gap, Inc.                                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123638.07    | 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        |    118000 | PA      | $109393.27    | 0.01%             | 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        |    256000 | PA      | $271028.74    | 0.03%             | 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        |   1268729 | PA      | $1289048.69   | 0.15%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                | GCAT Trust 2024-INV1                                                                           | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1547133 | PA      | $1584482.22   | 0.19%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                         | General Mills, Inc.                                                                            | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62708.68     | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                         | General Motors Company                                                                         | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404963.54    | 0.05%             | 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        |     81000 | PA      | $80535.23     | 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        |     70000 | PA      | $70342.59     | 0.01%             | 2030-09-30      | Variable      | 5.70%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259000.39    | 0.03%             | 2028-06-23      | 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        |    121000 | PA      | $127176.31    | 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        |    306000 | PA      | $321139.24    | 0.04%             | 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        |    412000 | PA      | $418631.86    | 0.05%             | 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        |    184000 | PA      | $191681.68    | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                                      | General Motors Financial Company, Inc.                                                         | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    249000 | PA      | $250076.90    | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GENESIS ENERGY LP                                                                         | Genesis Energy LP/Genesis Energy Finance Corporation                                           | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $308355.84    | 0.04%             | 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        |    238000 | PA      | $248356.09    | 0.03%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GENMAB A/S                                                                                | Genmab AS/Genmab Finance, LLC                                                                  | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    454000 | PA      | $465367.20    | 0.05%             | 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        |    296000 | PA      | $305914.00    | 0.04%             | 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        |     87000 | PA      | $88814.64     | 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        |    185000 | PA      | $187325.90    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                      | Glencore Funding, LLC                                                                          | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220094.26    | 0.03%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | 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        |    325000 | PA      | $316241.45    | 0.04%             | 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        |    213000 | PA      | $215511.00    | 0.03%             | 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        |    247000 | PA      | $218471.50    | 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        |    534000 | PA      | $552759.95    | 0.06%             | 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        |    180000 | PA      | $171042.71    | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                | goeasy, Ltd.                                                                                   | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     82000 | PA      | $84303.05     | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                                | goeasy, Ltd.                                                                                   | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     92000 | PA      | $91096.06     | 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        |    368000 | PA      | $345906.49    | 0.04%             | 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        |    354000 | PA      | $361725.42    | 0.04%             | 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        |    147000 | PA      | $149774.25    | 0.02%             | 2034-11-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    238000 | PA      | $234681.29    | 0.03%             | 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        |    294000 | PA      | $292237.84    | 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        |    148000 | PA      | $134792.90    | 0.02%             | 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        |    146000 | PA      | $130561.59    | 0.02%             | 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        |    300000 | PA      | $297554.91    | 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        |    141000 | PA      | $138980.24    | 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        |    284000 | PA      | $285772.89    | 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        |    330000 | PA      | $327035.35    | 0.04%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295516.56    | 0.03%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                               | Goldman Sachs Group, Inc.                                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    344000 | PA      | $340792.48    | 0.04%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                     | Goldman Sachs BDC, Inc.                                                                        | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    177000 | PA      | $180557.82    | 0.02%             | 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        |    503000 | PA      | $501610.57    | 0.06%             | 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        |    220000 | PA      | $220044.43    | 0.03%             | 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        |    203000 | PA      | $203269.95    | 0.02%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                                         | Golub Capital Private Credit Fund                                                              | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133282.45    | 0.02%             | 2031-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY (THE)                                                      | Goodyear Tire & Rubber Company                                                                 | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179415.77    | 0.02%             | 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        |    185000 | PA      | $181176.42    | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                                                            | Gray Media, Inc.                                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    177000 | PA      | $181207.82    | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREENBRIER CO INC                                                                         | Greenbrier Companies, Inc., Convertible                                                        | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |    226000 | PA      | $254995.80    | 0.03%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                                | Grifols SA                                                                                     | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    170000 | PA      | $167482.06    | 0.02%             | 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        |    110000 | PA      | $112917.31    | 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        |    206000 | PA      | $195492.13    | 0.02%             | 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        |    274000 | PA      | $294590.83    | 0.03%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    414000 | PA      | $427373.18    | 0.05%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    390000 | PA      | $407845.00    | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA, Inc.                                                                                      | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    426000 | PA      | $422022.34    | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                   | HCA, Inc.                                                                                      | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168699.60    | 0.02%             | 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        |    413000 | PA      | $416896.20    | 0.05%             | 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        |    176000 | PA      | $161089.56    | 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      | $207926.95    | 0.02%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    176000 | PA      | $181834.58    | 0.02%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                         | HSBC Holdings plc                                                                              | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    417000 | PA      | $427395.43    | 0.05%             | 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        |    570000 | PA      | $585478.38    | 0.07%             | 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        |   1320690 | PA      | $1320531.59   | 0.16%             | 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        |   1605366 | PA      | $1617873.38   | 0.19%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC                                                              | Hartford Insurance Group, Inc.                                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    136000 | PA      | $129540.84    | 0.02%             | 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        |    148000 | PA      | $141981.27    | 0.02%             | 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        |    431000 | PA      | $436923.23    | 0.05%             | 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        |     52000 | PA      | $70428.80     | 0.01%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY INC                                                             | Hawaiian Electric Company, Inc.                                                                | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94414.62     | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                             | Healthcare Realty Holdings, LP                                                                 | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $505605.51    | 0.06%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HECLA MINING COMPANY                                                                      | Hecla Mining Company                                                                           | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119150.31    | 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        |    152000 | PA      | $168315.39    | 0.02%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    295000 | PA      | $305293.14    | 0.04%             | 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        |    238000 | PA      | $251878.02    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                                                         | Herc Holdings, Inc.                                                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46326.60     | 0.01%             | 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        |     46000 | PA      | $46233.13     | 0.01%             | 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        |     33000 | PA      | $33158.40     | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC                                                               | Hertz Vehicle Financing III, LLC 2024-1A                                                       | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $613218.96    | 0.07%             | 2029-01-25      | Fixed         | 6.12%                 | 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        |   1350000 | PA      | $1366831.40   | 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      | $760530.38    | 0.09%             | 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        |   1250000 | PA      | $1246769.00   | 0.15%             | 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        |    266000 | PA      | $259829.54    | 0.03%             | 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        |      3517 | NS      | $213024.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                             | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    314000 | PA      | $319729.86    | 0.04%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                             | Hewlett Packard Enterprise Company                                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267244.94    | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                                       | Highwoods Realty, LP                                                                           | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    243000 | PA      | $243718.12    | 0.03%             | 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        |    286000 | PA      | $286068.64    | 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        |    180000 | PA      | $177105.15    | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                       | Hilcorp Energy I, LP/Hilcorp Finance Company                                                   | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $265668.84    | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                                     | Hilton Domestic Operating Company, Inc.                                                        | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    513000 | PA      | $514002.40    | 0.06%             | 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        |     90000 | PA      | $85909.25     | 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        |    150000 | PA      | $138862.07    | 0.02%             | 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        |    185000 | PA      | $188468.75    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                                     | Amrize Finance US, LLC                                                                         | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    267000 | PA      | $276164.73    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD                                                                               | Home Re, Ltd. 2026-1                                                                           | CUSIP: 436956AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1300000 | PA      | $1301744.47   | 0.15%             | 2036-01-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                            | Home Depot, Inc.                                                                               | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    208000 | PA      | $196050.08    | 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        |    181000 | PA      | $173751.63    | 0.02%             | 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        |    181000 | PA      | $173289.64    | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST                                                            | Home Partners of America Trust 2021-1                                                          | CUSIP: 437300AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1219414 | PA      | $1107143.71   | 0.13%             | 2041-09-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| HOME RE LTD                                                                               | Home Re, Ltd. 2023-1                                                                           | CUSIP: 43731BAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1032306 | PA      | $1057597.73   | 0.12%             | 2033-10-25      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST                                                                               | HOMES Trust 2023-NQM1                                                                          | CUSIP: 43761JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    875000 | PA      | $872176.03    | 0.10%             | 2068-01-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| HOME OWNER MORTGAGE ENHANCED SECURITIES LTD                                               | HOMES Trust 2026-NQM1                                                                          | CUSIP: 437922AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $825639.29    | 0.10%             | 2070-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                               | Honeywell International, Inc.                                                                  | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308418.19    | 0.04%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                       | Hotwire Funding, LLC 2024-1A                                                                   | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1371510.90   | 0.16%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                                      | Howard Midstream Energy Partners, LLC                                                          | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $219711.44    | 0.03%             | 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        |    279000 | PA      | $286365.60    | 0.03%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                                      | Howmet Aerospace, Inc.                                                                         | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169814.28    | 0.02%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                 | Huntington Bancshares, Inc./OH, 4.500%                                                         | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |      7000 | NS      | $124040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                 | Huntington Bancshares, Inc./OH                                                                 | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143933.34    | 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        |    326000 | PA      | $340856.73    | 0.04%             | 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        |    221000 | PA      | $219278.30    | 0.03%             | 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        |    794687 | PA      | $803266.25    | 0.09%             | 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        |    221000 | PA      | $218652.77    | 0.03%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | Hyundai Capital America                                                                        | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115304.39    | 0.01%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                   | Hyundai Capital America                                                                        | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    166000 | PA      | $176060.21    | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                              | Hyundai Capital Services, Inc.                                                                 | CUSIP: 44920UAU2<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $202033.24    | 0.02%             | 2027-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE LTD                                                         | IBM International Capital, Private Ltd.                                                        | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $232039.21    | 0.03%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                         | Iliad Holding SAS                                                                              | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    476000 | PA      | $509710.32    | 0.06%             | 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        |    104000 | PA      | $106595.84    | 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        |    309000 | PA      | $258804.19    | 0.03%             | 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        |    530000 | PA      | $510968.34    | 0.06%             | 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        |     60000 | PA      | $60001.92     | 0.01%             | 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        |    606000 | PA      | $599508.47    | 0.07%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                               | Crescent Energy Finance, LLC                                                                   | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    241000 | PA      | $239043.71    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                               | Crescent Energy Finance, LLC                                                                   | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    268000 | PA      | $268670.00    | 0.03%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TRUST                                                          | IndyMac INDA Mortgage Loan Trust 2006-AR1                                                      | CUSIP: 45662BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1387822 | PA      | $1063449.45   | 0.12%             | 2036-08-25      | Variable      | 3.48%                 | 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        |    282002 | PA      | $105472.18    | 0.01%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                                           | Installed Building Products, Inc.                                                              | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67385.13     | 0.01%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                              | Insulet Corporation                                                                            | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    112000 | PA      | $116558.85    | 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        |    565000 | PA      | $493396.51    | 0.06%             | 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        |    136000 | PA      | $160820.00    | 0.02%             | 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        |    404000 | PA      | $384608.00    | 0.05%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                                                                          | InterDigital, Inc.                                                                             | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        71 | NS      | $23177.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                                                                          | InterDigital, Inc., Convertible                                                                | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $245050.00    | 0.03%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                                      | International Business Machines Corporation                                                    | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    366000 | PA      | $365424.72    | 0.04%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                                      | International Business Machines Corporation                                                    | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    363000 | PA      | $361861.61    | 0.04%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                    | Brightstar Lottery plc                                                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    482000 | PA      | $481246.25    | 0.06%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                               | ION Platform Finance US, Inc.                                                                  | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    307000 | PA      | $269243.33    | 0.03%             | 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        |    294000 | PA      | $283516.37    | 0.03%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                 | IQVIA, Inc.                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    372000 | PA      | $386489.40    | 0.05%             | 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        |    122000 | PA      | $121928.87    | 0.01%             | 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        |    319000 | PA      | $314946.66    | 0.04%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623628.50    | 0.07%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                         | Iron Mountain, Inc.                                                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12872.57     | 0.00%             | 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        |    364000 | PA      | $347844.84    | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISHARES S&P US PREFERRED STOCK                                                            | iShares Preferred and Income Securities ETF                                                    | CUSIP: 464288687<br>LEI: 549300YX74JNY54XCY80 | Long             |  | RF                | US        |     10000 | NS      | $316900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ITC HOLDINGS CORP                                                                         | ITC Holdings Corporation                                                                       | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143701.97    | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                          | JBS NV/JBS USA Foods Group Holdings. Inc./JBS USA Food Company Holdings                        | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    173000 | PA      | $162442.31    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST                                                          | J.P. Morgan Alternative Loan Trust 2006-A1                                                     | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269504 | PA      | $200356.61    | 0.02%             | 2036-03-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                  | J.P. Morgan Mortgage Trust 2007-A1                                                             | CUSIP: 46630GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130808 | PA      | $126831.42    | 0.01%             | 2035-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    442000 | PA      | $441728.20    | 0.05%             | 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        |    589000 | PA      | $593434.05    | 0.07%             | 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        |    146000 | PA      | $139619.08    | 0.02%             | 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        |    141000 | PA      | $129309.48    | 0.02%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74198.31     | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    147000 | PA      | $149359.13    | 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        |    142000 | PA      | $149844.13    | 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        |    172000 | PA      | $177892.70    | 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        |    159000 | PA      | $173486.09    | 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        |     81000 | PA      | $83432.08     | 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        |    273000 | PA      | $289078.15    | 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        |    385000 | PA      | $387955.09    | 0.05%             | 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        |    262000 | PA      | $272495.49    | 0.03%             | 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        |    452000 | PA      | $445575.19    | 0.05%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239367.83    | 0.03%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company                                                                       | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    464000 | PA      | $462100.13    | 0.05%             | 2037-02-05      | Variable      | 5.19%                 | 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        |    373895 | PA      | $324856.32    | 0.04%             | 2052-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                                 | Jabil, Inc.                                                                                    | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160270.86    | 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        |    704948 | PA      | $704818.56    | 0.08%             | 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        |    582506 | PA      | $580449.18    | 0.07%             | 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        |    385000 | PA      | $380118.20    | 0.04%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                                     | Jane Street Group/JSG Finance, Inc.                                                            | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    292000 | PA      | $287475.87    | 0.03%             | 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        |    113000 | PA      | $118809.67    | 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        |    188000 | PA      | $191479.32    | 0.02%             | 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        |    334000 | PA      | $347406.33    | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                          | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Company Holdings                        | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    342000 | PA      | $359387.28    | 0.04%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                          | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Company Holdings                        | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    446000 | PA      | $450834.64    | 0.05%             | 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        |    235000 | PA      | $259756.68    | 0.03%             | 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        |    214000 | PA      | $278628.00    | 0.03%             | 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        |    223000 | PA      | $219413.71    | 0.03%             | 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        |    151000 | PA      | $146405.87    | 0.02%             | 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        |    274000 | PA      | $271517.49    | 0.03%             | 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        |    147000 | PA      | $146363.80    | 0.02%             | 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        |    368000 | PA      | $386133.20    | 0.05%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDINGS LLC                                                            | Jefferson Capital Holdings, LLC                                                                | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $136973.30    | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                      | Jersey Central Power & Light Company                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    288000 | PA      | $259874.97    | 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        |    210000 | PA      | $214431.00    | 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        |    326000 | PA      | $349635.00    | 0.04%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                            | Ziff Davis, Inc., Convertible                                                                  | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89930.00     | 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        |    145000 | PA      | $150875.55    | 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        |     14500 | NS      | $269410.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company, 4.625%                                                               | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     12375 | NS      | $246262.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                       | JPMorgan Chase & Company, 4.750%                                                               | CUSIP: 48128B622<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     12500 | NS      | $254375.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| K HOVNANIAN ENTERPRISES INC                                                               | K Hovnanian Enterprises, Inc.                                                                  | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    138000 | PA      | $141376.17    | 0.02%             | 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        |      6130 | NS      | $300002.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR STATIC CLO I LTD                                                                      | KKR Static CLO I, Ltd. 2022-1A                                                                 | CUSIP: 48255QAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1994208.00   | 0.23%             | 2031-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                                                   | KB Home                                                                                        | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438065.14    | 0.05%             | 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        |    344000 | PA      | $360431.16    | 0.04%             | 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      | $1002210.00   | 0.12%             | 2036-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                                | Kenvue, Inc.                                                                                   | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    509000 | PA      | $519575.65    | 0.06%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                   | KeyCorp, 6.200%                                                                                | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     10650 | NS      | $269658.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYCORP                                                                                   | KeyCorp, 5.650%                                                                                | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |      3500 | NS      | $76790.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                                              | KeyBank NA                                                                                     | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217445.89    | 0.03%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                          | Kilroy Realty, LP                                                                              | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    449000 | PA      | $452455.73    | 0.05%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                         | Kinder Morgan, Inc.                                                                            | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    348000 | PA      | $349738.02    | 0.04%             | 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        |    183000 | PA      | $175064.68    | 0.02%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| KIOXIA HOLDINGS CORP                                                                      | Kioxia Holdings Corporation                                                                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    281000 | PA      | $293422.43    | 0.03%             | 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        |       346 | NS      | $8127.54      | 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        |      7000 | PA      | $7313.39      | 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        |    185000 | PA      | $189492.36    | 0.02%             | 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        |     93000 | PA      | $96094.67     | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                      | Kraft Heinz Foods Company                                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    164000 | PA      | $149575.62    | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                 | Kroger Company                                                                                 | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122688.94    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                                     | L Brands, Inc.                                                                                 | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    248000 | PA      | $250814.30    | 0.03%             | 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        |    369000 | PA      | $377894.38    | 0.04%             | 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        |    270000 | PA      | $366390.00    | 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        |   2050000 | PA      | $2053882.70   | 0.24%             | 2036-04-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                      | LHOME Mortgage Trust 2023-RTL4                                                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1210151 | PA      | $1211759.31   | 0.14%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                      | LHOME Mortgage Trust 2024-RTL1                                                                 | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1709580.18   | 0.20%             | 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        |   1000000 | PA      | $1009801.30   | 0.12%             | 2029-05-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                      | LHOME Mortgage Trust 2024-RTL2                                                                 | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1225000 | PA      | $1236231.41   | 0.15%             | 2029-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                      | LHOME Mortgage Trust 2024-RTL4                                                                 | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1625000 | PA      | $1633427.41   | 0.19%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LOREAL SA                                                                                 | L'Oreal SA                                                                                     | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203559.55    | 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        |    501000 | PA      | $508564.26    | 0.06%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                  | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    176000 | PA      | $169909.59    | 0.02%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                                  | Lamb Weston Holdings, Inc.                                                                     | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181015.98    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                               | Crescent Energy Finance, LLC                                                                   | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    299000 | PA      | $297485.15    | 0.03%             | 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        |    150000 | PA      | $152753.63    | 0.02%             | 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        |    164000 | PA      | $167905.35    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LENNAR CORPORATION                                                                        | Lennar Corporation                                                                             | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    411000 | PA      | $423612.03    | 0.05%             | 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        |     94000 | PA      | $87196.36     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                                     | Level 3 Financing, Inc.                                                                        | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    418000 | PA      | $430745.24    | 0.05%             | 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        |    418000 | PA      | $432966.49    | 0.05%             | 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        |    252000 | PA      | $257980.91    | 0.03%             | 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        |    101000 | PA      | $99956.66     | 0.01%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                             | Life Time, Inc.                                                                                | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    263000 | PA      | $269651.27    | 0.03%             | 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        |    172000 | PA      | $184527.62    | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                      | LifePoint Health, Inc.                                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    136000 | PA      | $143482.68    | 0.02%             | 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        |    337000 | PA      | $358700.78    | 0.04%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                     | Eli Lilly & Company                                                                            | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    328000 | PA      | $303183.14    | 0.04%             | 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        |    216000 | PA      | $214919.23    | 0.03%             | 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        |    435000 | PA      | $440755.53    | 0.05%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                                     | Bath & Body Works, Inc.                                                                        | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147504.90    | 0.02%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                              | Lincoln National Corporation                                                                   | CUSIP: 534187BN8<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     74000 | PA      | $64299.85     | 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        |    185000 | PA      | $193128.35    | 0.02%             | 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        |    189000 | PA      | $188641.92    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                             | Live Nation Entertainment, Inc.                                                                | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    201000 | PA      | $200937.81    | 0.02%             | 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        |    134000 | PA      | $197194.40    | 0.02%             | 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        |    170000 | PA      | $179945.00    | 0.02%             | 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        |    208000 | PA      | $207542.40    | 0.02%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | Lloyds Banking Group plc                                                                       | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $262054.87    | 0.03%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                  | Lloyds Banking Group plc                                                                       | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299009.86    | 0.04%             | 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        |    220000 | PA      | $204327.84    | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                            | Long Beach Mortgage Loan Trust 2004-5                                                          | CUSIP: 542514HF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930617 | PA      | $983342.72    | 0.12%             | 2034-09-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                                     | Long Ridge Energy, LLC                                                                         | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    282000 | PA      | $299579.07    | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                                                       | Lowe's Companies, Inc.                                                                         | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82987.03     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                                    | Lumen Technologies, Inc.                                                                       | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    104562 | PA      | $104562.00    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                      | M&T Bank Corporation                                                                           | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    427000 | PA      | $419386.12    | 0.05%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                                                | MFA Trust 2022-CHM1                                                                            | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220290 | PA      | $218265.06    | 0.03%             | 2056-09-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                                                 | MGM Resorts International                                                                      | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    361000 | PA      | $369232.61    | 0.04%             | 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        |    377000 | PA      | $634092.45    | 0.07%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX, LP                                                                                       | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82264.89     | 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        |    130000 | PA      | $132820.76    | 0.02%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                   | MPLX, LP                                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    503000 | PA      | $508453.44    | 0.06%             | 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        |    214000 | PA      | $229270.40    | 0.03%             | 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        |    554000 | PA      | $562286.12    | 0.07%             | 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        |     69000 | PA      | $72482.29     | 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        |    197000 | PA      | $199459.53    | 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        |     92000 | PA      | $97149.42     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                                                                  | WarnerMedia Holdings, Inc.                                                                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    328000 | PA      | $288640.00    | 0.03%             | 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        |    184000 | PA      | $122291.64    | 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        |    616000 | PA      | $432740.00    | 0.05%             | 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        |    797000 | PA      | $773126.35    | 0.09%             | 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        |    128000 | PA      | $126603.98    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COMPANIES INC                                                                    | Michaels Companies, Inc.                                                                       | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     83000 | PA      | $80867.61     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                              | Magnera Corporation                                                                            | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    252000 | PA      | $238143.35    | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO LTD                                                                          | Marathon CLO, Ltd. 2021-16A                                                                    | CUSIP: 56580KAW5<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-O            | CORP              | KY        |   1550000 | PA      | $1550737.80   | 0.18%             | 2034-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESORTS INC                                                            | Marriott Ownership Resorts, Inc.                                                               | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    739000 | PA      | $703152.88    | 0.08%             | 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        |    108000 | PA      | $103734.00    | 0.01%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                                  | Mars, Inc.                                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67583.38     | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                            | Marsh & McLennan Companies, Inc.                                                               | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    151000 | PA      | $135521.49    | 0.02%             | 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        |    282000 | PA      | $290092.87    | 0.03%             | 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        |    165000 | PA      | $168151.60    | 0.02%             | 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        |    147000 | PA      | $136245.45    | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                            | Mastercard, Inc.                                                                               | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163108.96    | 0.02%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                                               | Match Group Holdings II, LLC                                                                   | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    392000 | PA      | $369483.25    | 0.04%             | 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        |    167000 | PA      | $167620.10    | 0.02%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                        | Mattamy Group Corporation                                                                      | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    227000 | PA      | $223043.09    | 0.03%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING CO                                                     | Mauser Packaging Solutions Holding Company                                                     | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100856.25    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                                 | McGraw-Hill Education, Inc.                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    361000 | PA      | $362599.95    | 0.04%             | 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        |   2006949 | PA      | $2010016.15   | 0.24%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                                     | McDonald's Corporation                                                                         | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156202.61    | 0.02%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                 | Melco Resorts Finance, Ltd.                                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    246000 | PA      | $243462.01    | 0.03%             | 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        |    460000 | PA      | $482346.74    | 0.06%             | 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        |    251000 | PA      | $250406.69    | 0.03%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCER INTERNATIONAL INC.                                                                 | Mercer International, Inc.                                                                     | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    216000 | PA      | $133469.27    | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                                                                            | Merck & Company, Inc.                                                                          | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    371000 | PA      | $364513.07    | 0.04%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                       | Meritage Homes Corporation, Convertible                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92342.73     | 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        |    357000 | PA      | $364211.65    | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NOTE ASSET                                                      | Merrill Lynch Alternative Note Asset Trust 2007-F1                                             | CUSIP: 59023YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    503701 | PA      | $156706.51    | 0.02%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                                      | Methanex Corporation                                                                           | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     51000 | PA      | $45831.34     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHANEX CORPORATION                                                                      | Methanex Corporation                                                                           | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $181039.50    | 0.02%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| METHANEX US OPERATIONS INC                                                                | Methanex US Operations, Inc.                                                                   | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $193868.61    | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | MetLife, Inc., 4.750%                                                                          | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      3500 | NS      | $70000.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE INC                                                                               | MetLife, Inc.                                                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    292000 | PA      | $306410.20    | 0.04%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                               | MetLife, Inc.                                                                                  | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223809.74    | 0.03%             | 2028-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: —       |
| METLIFE INC                                                                               | MetLife, Inc.                                                                                  | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162790.61    | 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        |   2000000 | PA      | $2029665.60   | 0.24%             | 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        |    650000 | PA      | $655217.62    | 0.08%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                                                                | MFA Trust 2024-RTL1                                                                            | CUSIP: 59319NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1804744.08   | 0.21%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                         | Microchip Technology, Inc., Convertible, 7.500%                                                | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |      5714 | NS      | $381923.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                         | Microchip Technology, Inc., Convertible                                                        | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    229000 | PA      | $235364.24    | 0.03%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                     | Micron Technology, Inc.                                                                        | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    344000 | PA      | $366168.47    | 0.04%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                                     | Micron Technology, Inc.                                                                        | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    203000 | PA      | $214279.52    | 0.03%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                                                 | Mid-America Apartments, LP                                                                     | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296447.10    | 0.03%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                | MidAmerican Energy Company                                                                     | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    638000 | PA      | $605952.98    | 0.07%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                   | Millrose Properties, Inc.                                                                      | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $237819.61    | 0.03%             | 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        |    124000 | PA      | $125398.60    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                     | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    122000 | PA      | $126469.68    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                                     | Mineral Resources, Ltd.                                                                        | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    288000 | PA      | $302517.88    | 0.04%             | 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        |    157000 | PA      | $165000.03    | 0.02%             | 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        |    233000 | PA      | $300570.00    | 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        |    215000 | PA      | $240891.40    | 0.03%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                        | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    290000 | PA      | $286632.01    | 0.03%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                        | Mitsubishi UFJ Financial Group, Inc.                                                           | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $524272.36    | 0.06%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    288000 | PA      | $258191.58    | 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        |    158000 | PA      | $167063.37    | 0.02%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                                | Mizuho Financial Group, Inc.                                                                   | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205263.61    | 0.02%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                                     | Molina Healthcare, Inc.                                                                        | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136529.78    | 0.02%             | 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        |    216000 | PA      | $217523.88    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOODYS CORPORATION                                                                        | Moody's Corporation                                                                            | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139450.58    | 0.02%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    284000 | PA      | $249729.73    | 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        |    141000 | PA      | $128516.33    | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148070.83    | 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        |    102000 | PA      | $104068.12    | 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        |    155000 | PA      | $159030.81    | 0.02%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $187379.33    | 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        |    129000 | PA      | $136450.15    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    258000 | PA      | $254582.61    | 0.03%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    199000 | PA      | $207176.06    | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    453000 | PA      | $447447.69    | 0.05%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley, 7.125%                                                                         | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     13100 | NS      | $334574.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley, 5.850%                                                                         | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      5500 | NS      | $135410.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley, 4.250%                                                                         | CUSIP: 61762V861<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      8650 | NS      | $154402.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                            | Morgan Stanley                                                                                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    174000 | PA      | $172907.64    | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                                       | CUSIP: 617948AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1111877 | PA      | $1120292.04   | 0.13%             | 2070-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST                                                                          | MortgageIT Securities Corporation Mortgage Loan Trust 2007-1                                   | CUSIP: 61915YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1384720 | PA      | $1224392.27   | 0.14%             | 2047-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE                                                                             | Mosaic Company                                                                                 | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    505000 | PA      | $506376.06    | 0.06%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS INC                                                                | Mueller Water Products, Inc.                                                                   | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    177000 | PA      | $172255.99    | 0.02%             | 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        |    144000 | PA      | $140791.72    | 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        |    311000 | PA      | $311537.41    | 0.04%             | 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        |    150454 | PA      | $148239.72    | 0.02%             | 2029-02-19      | Fixed         | 15.00%                | No            |                  2 | On Loan: —       |
| NBN CO LTD                                                                                | NBN Company, Ltd.                                                                              | CUSIP: 62878U2K7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |    388000 | PA      | $386075.54    | 0.05%             | 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        |    272000 | PA      | $268484.59    | 0.03%             | 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        |    149000 | PA      | $146842.17    | 0.02%             | 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        |    598000 | PA      | $612833.99    | 0.07%             | 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        |    231000 | PA      | $232276.28    | 0.03%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | 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        |    147000 | PA      | $152546.16    | 0.02%             | 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        |    378000 | PA      | $395636.72    | 0.05%             | 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        |    230000 | PA      | $230685.17    | 0.03%             | 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        |    156000 | PA      | $149488.86    | 0.02%             | 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        |    221000 | PA      | $243374.26    | 0.03%             | 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        |    151000 | PA      | $153897.39    | 0.02%             | 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        |    151000 | PA      | $155015.54    | 0.02%             | 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        |     92000 | PA      | $91653.05     | 0.01%             | 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        |    620000 | PA      | $624111.84    | 0.07%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                                    | NXP BV/NXP Funding, LLC/NXP USA, Inc.                                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    147000 | PA      | $147404.52    | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                                     | Nabors Industries, Inc.                                                                        | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    459000 | PA      | $484717.77    | 0.06%             | 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        |    273000 | PA      | $278106.19    | 0.03%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST                                                                   | NYMT Loan Trust 2025-INV2                                                                      | CUSIP: 62957JAG6<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-CBDO         | CORP              | US        |   2172321 | PA      | $2182789.67   | 0.26%             | 2060-10-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                               | Nationwide Building Society                                                                    | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $514342.66    | 0.06%             | 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        |    148000 | PA      | $158613.97    | 0.02%             | 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        |    425000 | PA      | $447413.23    | 0.05%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                              | Navient Corporation                                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107308.95    | 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        |    467000 | PA      | $479518.40    | 0.06%             | 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        |    137000 | PA      | $144849.22    | 0.02%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                      | Neptune Bidco US, Inc.                                                                         | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    233000 | PA      | $237256.01    | 0.03%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | 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        |    409000 | PA      | $409109.61    | 0.05%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                                                        | New Home Company, Inc.                                                                         | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    186000 | PA      | $193746.53    | 0.02%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                        | Rithm Capital Corporation                                                                      | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |      1935 | NS      | $21168.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                                                        | Rithm Capital Corporation                                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92968.97     | 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        |    184000 | PA      | $188145.52    | 0.02%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                       | New Residential Mortgage Loan Trust 2024-RPL1                                                  | CUSIP: 64832AAC1<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1457797.68   | 0.17%             | 2064-01-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                              | New York Life Global Funding                                                                   | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170534.69    | 0.02%             | 2034-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                         | Newell Brands, Inc.                                                                            | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    183000 | PA      | $154528.27    | 0.02%             | 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        |    186000 | PA      | $187569.65    | 0.02%             | 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        |    276000 | PA      | $276293.11    | 0.03%             | 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        |    175000 | PA      | $172975.29    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                         | Nexstar Media, Inc.                                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    282000 | PA      | $280297.34    | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY INC                                                                        | Nextera Energy, Inc., Convertible, 7.234%                                                      | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      4620 | NS      | $235989.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                                        | NextEra Energy, Inc., Convertible, 7.299%                                                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |      3979 | NS      | $220715.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                       | NextEra Energy Capital Holdings, Inc.                                                          | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    147000 | PA      | $135188.47    | 0.02%             | 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        |    180000 | PA      | $176959.22    | 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        |    106000 | PA      | $140821.00    | 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        |    256000 | PA      | $272006.91    | 0.03%             | 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        |    250000 | PA      | $259685.35    | 0.03%             | 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        |    388000 | PA      | $390301.99    | 0.05%             | 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        |    700000 | PA      | $724866.15    | 0.09%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    148000 | PA      | $141902.70    | 0.02%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145810.28    | 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        |    162000 | PA      | $167398.00    | 0.02%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    382000 | PA      | $379866.43    | 0.04%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                              | NiSource, Inc.                                                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    361000 | PA      | $363058.92    | 0.04%             | 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        |    367000 | PA      | $346464.49    | 0.04%             | 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        |    370000 | PA      | $371268.73    | 0.04%             | 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        |    370000 | PA      | $368972.88    | 0.04%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                      | Noble Finance II, LLC                                                                          | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $186599.44    | 0.02%             | 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        |    218000 | PA      | $207824.72    | 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        |    269000 | PA      | $283384.02    | 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        |    232000 | PA      | $230573.38    | 0.03%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                              | Norfolk Southern Corporation                                                                   | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    364000 | PA      | $371770.51    | 0.04%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                                  | Northern Oil and Gas, Inc.                                                                     | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    272000 | PA      | $281177.28    | 0.03%             | 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        |    489000 | PA      | $494696.80    | 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        |    166000 | PA      | $160673.75    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                                     | Northrop Grumman Corporation                                                                   | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82791.05     | 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        |    327000 | PA      | $308120.81    | 0.04%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                                     | Northwestern Mutual Life Insurance Company                                                     | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     92000 | PA      | $97881.82     | 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        |    220000 | PA      | $225482.62    | 0.03%             | 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        |     94000 | PA      | $94452.99     | 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        |    144000 | PA      | $144953.28    | 0.02%             | 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        |    429000 | PA      | $380902.82    | 0.04%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                              | Novelis Corporation                                                                            | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150246.17    | 0.02%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUVEEN FLOATING RATE INCOME FUND                                                          | Nuveen Floating Rate Income Fund/Closed-End Fund                                               | CUSIP: 67072T108<br>LEI: HJXCPP3KYE3BVU373P27 | Long             |  | RF                | US        |      2088 | NS      | $16432.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN PREFERRED & INCOME OPPORTUNITIES FUND                                              | Nuveen Preferred Income Opportunities Fund                                                     | CUSIP: 67073B106<br>LEI: SQSNUOAGTXNFWCFS1I50 | Long             |  | RF                | US        |     43198 | NS      | $352495.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN CREDIT STRATEGIES INCOME FUND                                                      | Nuveen Credit Strategies Income Fund                                                           | CUSIP: 67073D102<br>LEI: W4CSTD4RDGQSJ4FOVO30 | Long             |  | RF                | US        |    121978 | NS      | $629406.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVEEN GLOBAL HIGH INCOME FUND                                                            | Nuveen Global High Income Fund                                                                 | CUSIP: 67075G103<br>LEI: 549300I4IAH7O6ZZEH53 | Long             |  | RF                | US        |      1232 | NS      | $15929.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLM LTD                                                                                  | OZLM XVII, Ltd. 2017-17A                                                                       | CUSIP: 67111NAW4<br>LEI: 549300EERMFPZ487P195 | Long             | ABS-O            | CORP              | KY        |   1600000 | PA      | $1599129.60   | 0.19%             | 2030-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                          | Occidental Petroleum Corporation                                                               | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $380803.17    | 0.04%             | 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        |   2125000 | PA      | $2126629.88   | 0.25%             | 2035-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS                                                               | Octagon Investment Partners 51, Ltd. 2021-1A                                                   | CUSIP: 675943AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3000516.00   | 0.35%             | 2034-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURANCE INC                                                               | Constellation Insurance, Inc.                                                                  | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    202000 | PA      | $206080.24    | 0.02%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                                                      | OI European Group BV                                                                           | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    394000 | PA      | $381271.71    | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                                 | Olin Corporation                                                                               | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192063.29    | 0.02%             | 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        |    156000 | PA      | $155392.92    | 0.02%             | 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        |    560000 | PA      | $569408.32    | 0.07%             | 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        |    209000 | PA      | $263776.59    | 0.03%             | 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        |    360000 | PA      | $351640.72    | 0.04%             | 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        |    291000 | PA      | $283203.45    | 0.03%             | 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: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    127000 | PA      | $125105.35    | 0.01%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                                                         | 1011778 B.C., ULC/New Red Finance, Inc.                                                        | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    190000 | PA      | $194781.79    | 0.02%             | 2029-06-15      | Fixed         | 6.12%                 | 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        |    328000 | PA      | $333550.42    | 0.04%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    157000 | PA      | $163050.22    | 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        |    246000 | PA      | $247103.59    | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                 | ONEOK, Inc.                                                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    344000 | PA      | $321430.56    | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    248000 | PA      | $241180.84    | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                      | OneMain Finance Corporation                                                                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    187000 | PA      | $191122.42    | 0.02%             | 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        |    787000 | PA      | $815017.99    | 0.10%             | 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        |    374000 | PA      | $399893.52    | 0.05%             | 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        |    347000 | PA      | $356111.18    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                             | Open Text Holdings, Inc.                                                                       | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $449592.49    | 0.05%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                              | FiberCop SPA                                                                                   | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    630000 | PA      | $611788.07    | 0.07%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    141000 | PA      | $147060.34    | 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        |    556000 | PA      | $545420.85    | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    356000 | PA      | $286030.13    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    495000 | PA      | $494386.27    | 0.06%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    271000 | PA      | $262361.08    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                        | Oracle Corporation                                                                             | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $274221.81    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                 | Orange SA                                                                                      | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    613000 | PA      | $607853.24    | 0.07%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                                              | Organon & Company/Organon Foreign Debt Co-Issuer BV                                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $124564.08    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | 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        |    491000 | PA      | $445903.12    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | 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        |    260000 | PA      | $253879.34    | 0.03%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                        | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    271000 | PA      | $271779.94    | 0.03%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                                                        | Owens-Brockway Glass Container, Inc.                                                           | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    146000 | PA      | $148907.17    | 0.02%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME CORP                                                               | Blue Owl Credit Income Corporation                                                             | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    209000 | PA      | $208705.98    | 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        |     80000 | PA      | $82098.82     | 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        |    281000 | PA      | $280585.36    | 0.03%             | 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        |    192000 | PA      | $192259.58    | 0.02%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PG&E CORPORATION                                                                          | PG&E Corporation                                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148683.90    | 0.02%             | 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        |    532000 | PA      | $540246.00    | 0.06%             | 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        |     43787 | NS      | $639290.20    | 0.08%             |  |  |  | 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        |     45301 | NS      | $582570.86    | 0.07%             |  |  |  | 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      | $198993.90    | 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        |    236000 | PA      | $243749.30    | 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        |    169000 | PA      | $174943.65    | 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        |    170000 | PA      | $191052.96    | 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        |    148000 | PA      | $140123.29    | 0.02%             | 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        |    143000 | PA      | $160660.50    | 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        |    314000 | PA      | $320210.13    | 0.04%             | 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        |    122000 | PA      | $123234.55    | 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        |    281000 | PA      | $283891.77    | 0.03%             | 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        |   2100000 | PA      | $2101331.40   | 0.25%             | 2034-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2024-RCF1                                                                            | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    998593 | PA      | $988730.05    | 0.12%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                               | PRKCM Trust 2023-AFC4                                                                          | CUSIP: 69380GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    444324 | PA      | $449539.18    | 0.05%             | 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        |   1350000 | PA      | $1369333.08   | 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        |   1300000 | PA      | $1251482.70   | 0.15%             | 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        |   1471295 | PA      | $1472700.52   | 0.17%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRP ADVISORS LLC                                                                          | PRPM, LLC 2025-8                                                                               | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1577097 | PA      | $1588180.16   | 0.19%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                                      | PRET, LLC 2025-NPL2                                                                            | CUSIP: 69392JAB5<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003580.20   | 0.24%             | 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        |    875000 | PA      | $828468.90    | 0.10%             | 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        |    700000 | PA      | $700175.77    | 0.08%             | 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        |   1250000 | PA      | $1244190.50   | 0.15%             | 2055-12-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC                                                      | PRET, LLC 2026-NPL2                                                                            | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500272.70    | 0.06%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                               | PRKCM Trust 2023-AFC2                                                                          | CUSIP: 693964AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183229 | PA      | $183280.18    | 0.02%             | 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        |   1035000 | PA      | $1031639.87   | 0.12%             | 2068-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                            | PMT Loan Trust 2025-INV1                                                                       | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1582035 | PA      | $1607372.37   | 0.19%             | 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        |    164000 | PA      | $174769.41    | 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        |    341000 | PA      | $352259.64    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | 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        |    689505 | PA      | $693131.39    | 0.08%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST                                                            | Pagaya AI Debt Grantor Trust 2024-8                                                            | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358583 | PA      | $360080.12    | 0.04%             | 2032-01-15      | Fixed         | 5.33%                 | 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        |    400562 | PA      | $402186.33    | 0.05%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD                                                            | Palmer Square Loan Funding, Ltd. 2024-1A                                                       | CUSIP: 69703NAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $1757638.75   | 0.21%             | 2032-10-15      | Floating      | 6.22%                 | No            |                  2 | 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        |   1250000 | PA      | $1250876.25   | 0.15%             | 2033-01-15      | Floating      | 5.37%                 | 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        |   1450000 | PA      | $1437609.75   | 0.17%             | 2033-02-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                               | Ovintiv, Inc.                                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    354000 | PA      | $391172.84    | 0.05%             | 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        |   1500000 | PA      | $1505515.50   | 0.18%             | 2038-04-20      | Floating      | 5.85%                 | 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        |    289000 | PA      | $282716.48    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                                    | Patrick Industries, Inc., Convertible                                                          | CUSIP: 703343AG8<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $300622.50    | 0.04%             | 2028-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| PAYCHEX INC                                                                               | Paychex, Inc.                                                                                  | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    164000 | PA      | $170043.81    | 0.02%             | 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        |    322000 | PA      | $310303.07    | 0.04%             | 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        |    190000 | PA      | $371070.00    | 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        |    237000 | PA      | $230288.39    | 0.03%             | 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        |    198000 | PA      | $194238.00    | 0.02%             | 2030-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94980.43     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202982.09    | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                           | PennyMac Financial Services, Inc.                                                              | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    279000 | PA      | $285126.56    | 0.03%             | 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        |     94000 | PA      | $94858.69     | 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        |    148000 | PA      | $146748.09    | 0.02%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                                | Performance Food Group, Inc.                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    396000 | PA      | $387744.27    | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                           | Permian Resources Operating, LLC                                                               | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    151000 | PA      | $155552.80    | 0.02%             | 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        |    302000 | PA      | $292928.61    | 0.03%             | 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        |    250000 | PA      | $245881.73    | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY INC                                                     | Petco Health and Wellness Company, Inc.                                                        | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83217.37     | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | 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        |    492000 | PA      | $504526.81    | 0.06%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                                | Pfizer, Inc.                                                                                   | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    228000 | PA      | $228726.73    | 0.03%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                           | Philip Morris International, Inc.                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    256000 | PA      | $264272.03    | 0.03%             | 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        |    170000 | PA      | $170922.76    | 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        |    271000 | PA      | $282124.01    | 0.03%             | 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        |    298000 | PA      | $312311.43    | 0.04%             | 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        |     33906 | NS      | $168173.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO INCOME STRATEGY FUND II                                                             | PIMCO Income Strategy Fund II                                                                  | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             |  | RF                | US        |     36130 | NS      | $267362.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO DYNAMIC INCOME FUND                                                                 | Pimco Dynamic Income Fund                                                                      | CUSIP: 72201Y101<br>LEI: F0MWMXS5YG3P711FB044 | Long             |  | RF                | US        |     26756 | NS      | $488297.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                         | Pinnacle West Capital Corporation, Convertible                                                 | CUSIP: 723484AK7<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     49000 | PA      | $53508.00     | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC (PRE-MERGER)                                              | Pinnacle Financial Partners, Inc., 8.397%                                                      | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4000 | NS      | $103960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                         | Pioneer Natural Resources Company                                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    184000 | PA      | $166893.04    | 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        |     92000 | PA      | $91872.41     | 0.01%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                            | PMT Loan Trust 2025-INV5                                                                       | CUSIP: 729907AM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1150548.21   | 0.14%             | 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      | $1015491.50   | 0.12%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                            | PMT Loan Trust 2025-INV2                                                                       | CUSIP: 73015JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1794029.13   | 0.21%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                            | PMT Loan Trust 2026-J1                                                                         | CUSIP: 73015MAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1603095.29   | 0.19%             | 2057-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                                                | Point Securitization Trust 2025-2                                                              | CUSIP: 73071PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249742 | PA      | $1254006.49   | 0.15%             | 2055-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| POINT SECURITIZATION TRUST                                                                | Point Securitization Trust 2025-1                                                              | CUSIP: 73072DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1218126 | PA      | $1230170.79   | 0.14%             | 2055-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    425000 | PA      | $402629.79    | 0.05%             | 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        |    330000 | PA      | $362340.00    | 0.04%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    249000 | PA      | $250781.84    | 0.03%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                                                         | Post Holdings, Inc.                                                                            | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    273000 | PA      | $273246.72    | 0.03%             | 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        |    165000 | PA      | $171138.17    | 0.02%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORPORATION                                                            | Precision Drilling Corporation                                                                 | CUSIP: 740212AM7<br>LEI: 8945003E8R4T2TZ7G795 | Long             | DBT              | CORP              | CA        |    211000 | PA      | $213393.80    | 0.03%             | 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        |    646393 | PA      | $648730.78    | 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        |    950000 | PA      | $958611.85    | 0.11%             | 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        |   1512225 | PA      | $1518063.37   | 0.18%             | 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        |    600000 | PA      | $624750.00    | 0.07%             | 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        |    446000 | PA      | $431890.21    | 0.05%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                                    | Progress Software Corporation, Convertible                                                     | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |    254000 | PA      | $255651.00    | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                               | Prologis, LP                                                                                   | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    192000 | PA      | $182502.21    | 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        |    265000 | PA      | $272848.90    | 0.03%             | 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        |    162000 | PA      | $164720.55    | 0.02%             | 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        |    476000 | PA      | $477583.71    | 0.06%             | 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        |    108000 | PA      | $116671.47    | 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        |   1377646 | PA      | $1378419.05   | 0.16%             | 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        |    100000 | PA      | $93330.47     | 0.01%             | 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        |    141000 | PA      | $139261.94    | 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        |    217000 | PA      | $231401.86    | 0.03%             | 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        |    402000 | PA      | $423231.23    | 0.05%             | 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        |   1750000 | PA      | $1751938.83   | 0.21%             | 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        |   1325000 | PA      | $1222923.46   | 0.14%             | 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        |   1064736 | PA      | $1065829.45   | 0.13%             | 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        |     11475 | NS      | $193237.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                            | Public Storage, 4.625%                                                                         | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |      2450 | NS      | $46770.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                                            | Public Storage, 4.700%                                                                         | CUSIP: 74460W594<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               | CORP              | US        |       625 | NS      | $11918.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                                                     | Qnity Electronics, Inc.                                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    461000 | PA      | $469627.15    | 0.06%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                                                 | QXO Building Products, Inc.                                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    279000 | PA      | $287503.92    | 0.03%             | 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        |    169000 | PA      | $163230.78    | 0.02%             | 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        |    388000 | PA      | $364223.13    | 0.04%             | 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        |    705000 | PA      | $731149.60    | 0.09%             | 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        |    332122 | PA      | $265850.50    | 0.03%             | 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        |   1108398 | PA      | $1111395.16   | 0.13%             | 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        |     90000 | PA      | $89928.48     | 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        |    182000 | PA      | $179365.24    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                      | RLJ Lodging Trust, LP                                                                          | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    166000 | PA      | $157527.33    | 0.02%             | 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        |   1250000 | PA      | $1262836.88   | 0.15%             | 2032-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                                        | RWE Finance US, LLC                                                                            | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147512.43    | 0.02%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                                    | Radiology Partners, Inc.                                                                       | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    142000 | PA      | $149095.76    | 0.02%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RADNOR RE LTD                                                                             | Radnor Re, Ltd. 2024-1                                                                         | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1562149 | PA      | $1571518.40   | 0.18%             | 2034-09-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                         | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    269000 | PA      | $286554.12    | 0.03%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                         | Rakuten Group, Inc.                                                                            | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $347309.66    | 0.04%             | 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        |    250000 | PA      | $258746.78    | 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        |    158850 | PA      | $135906.39    | 0.02%             | 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        |    429000 | PA      | $448309.54    | 0.05%             | 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        |    344000 | PA      | $344731.01    | 0.04%             | 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        |    927373 | PA      | $930541.24    | 0.11%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                  | RTX Corporation                                                                                | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    246000 | PA      | $257777.00    | 0.03%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                 | Realty Income Corporation, Convertible                                                         | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113851.97    | 0.01%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                                        | Regency Centers, LP                                                                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    243000 | PA      | $249311.18    | 0.03%             | 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        |      2650 | NS      | $65481.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                                    | Regions Financial Corporation, 4.450%                                                          | CUSIP: 7591EP886<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      7000 | NS      | $121450.00    | 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        |    157000 | PA      | $166953.64    | 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        |    267000 | PA      | $277674.76    | 0.03%             | 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        |    389900 | PA      | $131842.44    | 0.02%             | 2036-08-25      | Variable      | 5.80%                 | 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        |    225347 | PA      | $200933.51    | 0.02%             | 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        |    184000 | PA      | $186900.02    | 0.02%             | 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        |    160000 | PA      | $145979.60    | 0.02%             | 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        |     56000 | PA      | $56028.00     | 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        |    112000 | PA      | $112548.80    | 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        |    332222 | PA      | $270310.20    | 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        |    188000 | PA      | $195488.44    | 0.02%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                           | RingCentral, Inc.                                                                              | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    485000 | PA      | $509205.22    | 0.06%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROC SECURITIES TRUST                                                                      | Roc Mortgage Trust 2024-RTL1                                                                   | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1763968.85   | 0.21%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                                        | Roche Holdings, Inc.                                                                           | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177837.81    | 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        |    250000 | PA      | $242099.79    | 0.03%             | 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        |    282000 | PA      | $279054.74    | 0.03%             | 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        |    167000 | PA      | $170976.10    | 0.02%             | 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        |    277000 | PA      | $287376.70    | 0.03%             | 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        |     93000 | PA      | $97183.79     | 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        |    113000 | PA      | $103759.90    | 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        |    222000 | PA      | $221445.83    | 0.03%             | 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        |    339000 | PA      | $337946.73    | 0.04%             | 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        |   1675000 | PA      | $1675443.88   | 0.20%             | 2034-07-20      | Floating      | 5.62%                 | 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        |   2500000 | PA      | $2504047.50   | 0.29%             | 2038-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                 | Rogers Communications, Inc.                                                                    | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $204787.66    | 0.02%             | 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        |    266000 | PA      | $271440.04    | 0.03%             | 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        |    141000 | PA      | $146255.35    | 0.02%             | 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        |    153000 | PA      | $160443.03    | 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        |    161000 | PA      | $158544.12    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                      | Royal Bank of Canada                                                                           | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206824.60    | 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        |    147000 | PA      | $149487.95    | 0.02%             | 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        |    238000 | PA      | $245128.86    | 0.03%             | 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        |    306000 | PA      | $307593.08    | 0.04%             | 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        |    214000 | PA      | $217555.36    | 0.03%             | 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        |     95000 | PA      | $92551.61     | 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        |    124000 | PA      | $122626.17    | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                          | Ryder System, Inc.                                                                             | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254686.62    | 0.03%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                                                                  | SESI, LLC                                                                                      | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |    186000 | PA      | $187548.45    | 0.02%             | 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        |     54000 | PA      | $55720.49     | 0.01%             | 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        |    220000 | PA      | $222578.84    | 0.03%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                              | SM Energy Company                                                                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    127000 | PA      | $127325.42    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SS&C TECHNOLOGIES INC                                                                     | SS&C Technologies, Inc.                                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    174000 | PA      | $173849.46    | 0.02%             | 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        |     94000 | PA      | $97047.86     | 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        |    512000 | PA      | $481438.05    | 0.06%             | 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        |    278000 | PA      | $265054.93    | 0.03%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                            | Sabre GLBL, Inc.                                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    186000 | PA      | $150427.50    | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | 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        |   1650000 | PA      | $1664167.56   | 0.20%             | 2030-07-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                                                   | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                              | CUSIP: 795935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1760921.93   | 0.21%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                               | San Diego Gas & Electric Company                                                               | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    164000 | PA      | $158925.58    | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                                                | Santander Mortgage Asset Receivable Trust 2025-NQM5                                            | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |    614698 | PA      | $617325.54    | 0.07%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                                | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134935.15    | 0.02%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA INC                                                                | Santander Holdings USA, Inc.                                                                   | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    331000 | PA      | $338513.98    | 0.04%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD.                                                                       | Santos Finance, Ltd.                                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    219000 | PA      | $219617.97    | 0.03%             | 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        |    108000 | PA      | $110489.72    | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| SAUDI ARABIAN OIL CO                                                                      | Saudi Arabian Oil Company                                                                      | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $198280.00    | 0.02%             | 2031-02-02      | Fixed         | 4.38%                 | 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        |    335413 | PA      | $307126.16    | 0.04%             | 2035-08-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORP                                                                | Schlumberger Holdings Corporation                                                              | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93919.61     | 0.01%             | 2029-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                                          | Charles Schwab Corporation, 4.450%                                                             | CUSIP: 808513865<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      3500 | NS      | $66780.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORPORATION (THE)                                                          | Charles Schwab Corporation                                                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302788.44    | 0.04%             | 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        |    158000 | PA      | $171575.62    | 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        |    506000 | PA      | $501516.71    | 0.06%             | 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        |    165000 | PA      | $169397.25    | 0.02%             | 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        |    239000 | PA      | $220574.20    | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SCULPTOR CLO LTD                                                                          | Sculptor CLO XXVIII, Ltd. 28A                                                                  | CUSIP: 81124LAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1600000 | PA      | $1600118.40   | 0.19%             | 2035-01-20      | Floating      | 5.62%                 | 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        |    170220 | PA      | $192419.24    | 0.02%             | 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        |    126000 | PA      | $128684.43    | 0.02%             | 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        |    290000 | PA      | $294328.54    | 0.03%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                                                                | Select Medical Corporation                                                                     | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    169000 | PA      | $164011.73    | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SEMTECH CORPORATION                                                                       | Semtech Corporation, Convertible                                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     76000 | PA      | $166288.00    | 0.02%             | 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        |    193000 | PA      | $217093.44    | 0.03%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                                    | Sempra                                                                                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151707.40    | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                    | Sempra                                                                                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147695.94    | 0.02%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                    | Sempra                                                                                         | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150129.13    | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                    | Sempra                                                                                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150648.00    | 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        |    269000 | PA      | $263357.99    | 0.03%             | 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        |    192000 | PA      | $187744.09    | 0.02%             | 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        |    104000 | PA      | $97459.42     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                                  | Sensata Technologies, Inc.                                                                     | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74169.58     | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                    | Sequoia Mortgage Trust 2007-1                                                                  | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150708 | PA      | $98525.03     | 0.01%             | 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        |   1600000 | PA      | $1540920.80   | 0.18%             | 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        |    180000 | PA      | $168382.06    | 0.02%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                                         | Service Corporation International/US                                                           | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    127000 | PA      | $120855.80    | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                                         | Service Corporation International/US                                                           | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    286000 | PA      | $290536.82    | 0.03%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHENTEL ISSUER LLC                                                                        | Shentel Issuer, LLC 2025-1A                                                                    | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1269921.75   | 0.15%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                                       | Shift4 Payments, Inc., Convertible                                                             | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $336175.00    | 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        |    385000 | PA      | $392773.92    | 0.05%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                                        | Siemens Funding BV                                                                             | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    293000 | PA      | $305217.32    | 0.04%             | 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        |   1750000 | PA      | $1750929.25   | 0.21%             | 2034-04-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LLC                                                                       | Signal Peak CLO 1, Ltd. 2014-1A                                                                | CUSIP: 82666TAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1625000 | PA      | $1612050.38   | 0.19%             | 2034-04-17      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                                                         | Simmons Foods, Inc.                                                                            | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $272750.11    | 0.03%             | 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        |    164000 | PA      | $179135.97    | 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        |     91000 | PA      | $94132.22     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                       | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122592.48    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                       | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317466.39    | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                       | Sirius XM Radio, LLC                                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    305000 | PA      | $278573.05    | 0.03%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET LENDING PARTNERS                                                             | Sixth Street Lending Partners                                                                  | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250733.45    | 0.03%             | 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        |     90000 | PA      | $91965.87     | 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        |    122000 | PA      | $123054.02    | 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        |    249000 | PA      | $251329.16    | 0.03%             | 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        |    570000 | PA      | $607674.15    | 0.07%             | 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        |    117000 | PA      | $106727.40    | 0.01%             | 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        |    360000 | PA      | $310027.76    | 0.04%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| SNAP INC                                                                                  | Snap, Inc.                                                                                     | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188908.06    | 0.02%             | 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        |    492000 | PA      | $502179.23    | 0.06%             | 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        |    340000 | PA      | $341587.14    | 0.04%             | 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        |    188000 | PA      | $209234.98    | 0.02%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                                                             | SoftBank Corporation                                                                           | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $500763.45    | 0.06%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                           | Solstice Advanced Materials, Inc.                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    183000 | PA      | $183967.34    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                                | Sotera Health Holdings, LLC                                                                    | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    192000 | PA      | $202025.28    | 0.02%             | 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        |    326000 | PA      | $337359.98    | 0.04%             | 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        |     12000 | NS      | $246600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company, Convertible, 7.125%                                                          | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      4865 | NS      | $249331.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                                    | Southern Company                                                                               | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    376000 | PA      | $373106.57    | 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        |    425000 | PA      | $450283.15    | 0.05%             | 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        |    107000 | PA      | $114757.50    | 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        |    394000 | PA      | $388704.83    | 0.05%             | 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        |    224000 | PA      | $224112.00    | 0.03%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                                     | Southwest Airlines Company                                                                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148773.38    | 0.02%             | 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        |    182000 | PA      | $175630.00    | 0.02%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                                    | Spirit AeroSystems, Inc.                                                                       | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    582000 | PA      | $585765.91    | 0.07%             | 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        |    220000 | PA      | $266425.00    | 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        |        35 | NS      | $2115.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc., Convertible                                                                       | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55620.00     | 0.01%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177682.49    | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    453000 | PA      | $470645.94    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189318.80    | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                 | Block, Inc.                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189995.81    | 0.02%             | 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        |    132000 | PA      | $132412.24    | 0.02%             | 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        |    419000 | PA      | $428283.78    | 0.05%             | 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        |    181000 | PA      | $180824.23    | 0.02%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED PLC                                                                    | Standard Chartered plc                                                                         | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197354.12    | 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        |    435000 | PA      | $446310.10    | 0.05%             | 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        |    181000 | PA      | $180053.71    | 0.02%             | 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        |    181000 | PA      | $167033.99    | 0.02%             | 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        |    185000 | PA      | $177044.17    | 0.02%             | 2030-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                               | Staples, Inc.                                                                                  | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    228000 | PA      | $224040.21    | 0.03%             | 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        |    170000 | PA      | $179430.24    | 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        |    140000 | PA      | $139079.51    | 0.02%             | 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        |    174000 | PA      | $179916.00    | 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        |    237000 | PA      | $246821.04    | 0.03%             | 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        |    277000 | PA      | $278453.42    | 0.03%             | 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        |     92000 | PA      | $93156.26     | 0.01%             | 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        |    141000 | PA      | $146253.38    | 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        |  36753835 | NS      | $36753834.70  | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STATION CASINOS LLC                                                                       | Station Casinos, LLC                                                                           | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    147000 | PA      | $141120.16    | 0.02%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| STELLANTIS FINANCE US INC                                                                 | Stellantis Finance US, Inc.                                                                    | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208424.68    | 0.02%             | 2035-03-18      | Fixed         | 6.45%                 | 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        |    228000 | PA      | $231590.53    | 0.03%             | 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        |    295000 | PA      | $303089.58    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                                 | Stonebriar ABF Issuer, LLC                                                                     | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $149592.96    | 0.02%             | 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        |    351000 | PA      | $362126.35    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                                 | Stonepeak Nile Parent, LLC                                                                     | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    142000 | PA      | $150007.95    | 0.02%             | 2032-03-15      | Fixed         | 7.25%                 | 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        |     80375 | PA      | $70901.20     | 0.01%             | 2035-07-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                                       | Stryker Corporation                                                                            | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    333000 | PA      | $341180.15    | 0.04%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE CO                                                                | Sumitomo Life Insurance Company                                                                | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $298138.11    | 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        |    283000 | PA      | $266862.55    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                               | Sunnova Hestia I Issuer, LLC 2023-GRID1                                                        | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236978 | PA      | $232922.20    | 0.03%             | 2050-12-20      | Fixed         | 5.75%                 | 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        |   1261068 | PA      | $1228098.68   | 0.14%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | Sunoco, LP                                                                                     | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    334000 | PA      | $347303.55    | 0.04%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                 | Sunoco, LP                                                                                     | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    370000 | PA      | $370985.31    | 0.04%             | 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        |    246000 | PA      | $246009.10    | 0.03%             | 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        |    167000 | PA      | $168137.73    | 0.02%             | 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        |    258000 | PA      | $291285.33    | 0.03%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                              | Synopsys, Inc.                                                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    308000 | PA      | $303747.95    | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK (TENNESSEE)                                                                 | Pinnacle Bank/Nashville, TN                                                                    | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158198.52    | 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        |    188000 | PA      | $199670.67    | 0.02%             | 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        |   1000000 | PA      | $1002556.00   | 0.12%             | 2032-01-16      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                         | Sysco Corporation                                                                              | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    128000 | PA      | $135596.72    | 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        |    137000 | PA      | $142909.77    | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TCW CLO                                                                                   | TCW CLO, Ltd. 2018-1A                                                                          | CUSIP: 87240UBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1250000 | PA      | $1250588.75   | 0.15%             | 2035-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TCW GEM LTD                                                                               | TCW CLO, Ltd. 2024-3A                                                                          | CUSIP: 87252VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3090000 | PA      | $3099112.41   | 0.36%             | 2037-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                          | T-Mobile USA, Inc.                                                                             | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    338000 | PA      | $329944.52    | 0.04%             | 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        |    160000 | PA      | $150570.58    | 0.02%             | 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        |    344000 | PA      | $311277.79    | 0.04%             | 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        |    240000 | PA      | $246688.06    | 0.03%             | 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        |    360000 | PA      | $356869.81    | 0.04%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TVC MORTGAGE TRUST                                                                        | TVC Mortgage Trust 2024-RRTL1                                                                  | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1554510.81   | 0.18%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                                         | Take-Two Interactive Software, Inc.                                                            | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    172000 | PA      | $178688.64    | 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        |    297000 | PA      | $303980.80    | 0.04%             | 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      | $201277.68    | 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        |    280000 | PA      | $275610.16    | 0.03%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    328000 | PA      | $346076.08    | 0.04%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                                   | Talen Energy Supply, LLC                                                                       | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92224.86     | 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        |     91000 | PA      | $93297.16     | 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        |    177000 | PA      | $176938.88    | 0.02%             | 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        |    269000 | PA      | $278864.77    | 0.03%             | 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        |    464000 | PA      | $472217.90    | 0.06%             | 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        |    102000 | PA      | $106278.90    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                                      | Tanger Properties, LP, Convertible                                                             | CUSIP: 875484AM9<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31555.20     | 0.00%             | 2031-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                               | Targa Resources Partners, LP                                                                   | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $358312.59    | 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        |    248000 | PA      | $263237.62    | 0.03%             | 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        |    137000 | PA      | $140619.54    | 0.02%             | 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        |    350000 | PA      | $350273.00    | 0.04%             | 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        |     92000 | PA      | $94256.39     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC                                                            | Telephone and Data Systems, Inc., 6.000%                                                       | CUSIP: 879433761<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EP               | CORP              | US        |      5000 | NS      | $101400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                                                | TELUS Corporation                                                                              | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    501000 | PA      | $512387.73    | 0.06%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    545000 | PA      | $535543.05    | 0.06%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    404000 | PA      | $419615.81    | 0.05%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                     | Tenet Healthcare Corporation                                                                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    274000 | PA      | $276820.93    | 0.03%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                                               | Tenneco, Inc.                                                                                  | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    386000 | PA      | $388297.09    | 0.05%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                                              | Terawulf, Inc., Convertible                                                                    | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     43000 | PA      | $78681.40     | 0.01%             | 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        |     91000 | PA      | $118937.00    | 0.01%             | 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        |     95000 | PA      | $89357.00     | 0.01%             | 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        |    502000 | PA      | $502564.75    | 0.06%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                                     | Texas Instruments, Inc.                                                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    167000 | PA      | $158176.89    | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                               | Textron, Inc.                                                                                  | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16933.32     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                    | Williams Companies, Inc.                                                                       | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    370000 | PA      | $378550.85    | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                                                     | Thrivent Core Short-Term Reserve Fund                                                          | CUSIP: 88588C207<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    800000 | NS      | $8008000.00   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| THRIVENT MUTUAL FUNDS                                                                     | Thrivent Core Emerging Markets Debt Fund                                                       | CUSIP: 88588C306<br>LEI: N/A                  | Long             |  | RF                | US        |   7677987 | NS      | $68180524.38  | 8.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                  | Cloud Software Group, Inc.                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1116000.96   | 0.13%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                                                      | Toorak Mortgage Trust 2024-1                                                                   | CUSIP: 89053DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1017577 | PA      | $1019263.72   | 0.12%             | 2031-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP                                                                      | Toorak Mortgage Trust 2025-RRTL1                                                               | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1761464.60   | 0.21%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                     | Topaz Solar Farms, LLC                                                                         | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $150446.96    | 0.02%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                             | TopBuild Corporation                                                                           | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115962.98    | 0.01%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                                 | Toronto-Dominion Bank                                                                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    177000 | PA      | $179898.55    | 0.02%             | 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      | $167631.84    | 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        |    489000 | PA      | $475474.03    | 0.06%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                             | TotalEnergies Capital USA, LLC                                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270054.46    | 0.03%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                  | Toyota Motor Credit Corporation                                                                | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411687.37    | 0.05%             | 2036-01-11      | 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        |    179000 | PA      | $183405.88    | 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        |    158000 | PA      | $158126.40    | 0.02%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                         | TransCanada Trust                                                                              | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    247000 | PA      | $247586.63    | 0.03%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176928.25    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    604000 | PA      | $633420.24    | 0.07%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    515000 | PA      | $532496.10    | 0.06%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    331000 | PA      | $337253.58    | 0.04%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45472.64     | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                             | TransDigm, Inc.                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269104.16    | 0.03%             | 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        |    164250 | PA      | $171219.78    | 0.02%             | 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        |    124000 | PA      | $126339.88    | 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        |    199000 | PA      | $201596.47    | 0.02%             | 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        |      5324 | NS      | $177076.24    | 0.02%             |  |  |  | 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        |    353624 | PA      | $356593.88    | 0.04%             | 2033-11-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                  | Tricon Residential Trust 2024-SFR2                                                             | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1264811.63   | 0.15%             | 2040-06-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                                                     | Tripadvisor, Inc.                                                                              | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |       333 | NS      | $4425.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                                                               | Truist Bank                                                                                    | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    147000 | PA      | $134592.10    | 0.02%             | 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        |    121000 | PA      | $115163.14    | 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        |    330000 | PA      | $332274.92    | 0.04%             | 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        |    234000 | PA      | $245058.55    | 0.03%             | 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        |    345000 | PA      | $355485.44    | 0.04%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation                                                                   | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365930.45    | 0.04%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation, 4.750%                                                           | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      7000 | NS      | $137340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                     | Truist Financial Corporation                                                                   | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372404.26    | 0.04%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                    | 200 Park Funding Trust                                                                         | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $247815.53    | 0.03%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                                             | Coherent Corporation                                                                           | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169296.98    | 0.02%             | 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      | $209525.74    | 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      | $196722.64    | 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        |    210000 | PA      | $212140.74    | 0.02%             | 2030-08-05      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UGI CORPORATION                                                                           | UGI Corporation, Convertible                                                                   | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     92000 | PA      | $139058.00    | 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        |    187000 | PA      | $186849.26    | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                                | U.S. Bancorp, 4.000%                                                                           | CUSIP: 902973718<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      8600 | NS      | $141728.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                                     | Uber Technologies, Inc., Convertible                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    218000 | PA      | $279264.69    | 0.03%             | 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        |    315000 | PA      | $313343.56    | 0.04%             | 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        |    148000 | PA      | $147260.00    | 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        |    335000 | PA      | $331426.72    | 0.04%             | 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        |    344000 | PA      | $345506.38    | 0.04%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                                     | Unilever Capital Corporation                                                                   | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232952.24    | 0.03%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                 | Union Pacific Corporation                                                                      | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199265.67    | 0.02%             | 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        |    482000 | PA      | $481550.78    | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                              | United Airlines Holdings, Inc.                                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252482.76    | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                               | Mexico Government International Bond                                                           | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    339000 | PA      | $332220.00    | 0.04%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                        | United Rentals North America, Inc.                                                             | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    406000 | PA      | $406089.32    | 0.05%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                                        | United Rentals North America, Inc.                                                             | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    340000 | PA      | $328511.72    | 0.04%             | 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        |    274000 | PA      | $273838.88    | 0.03%             | 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        |    218000 | PA      | $219761.60    | 0.03%             | 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        |     82000 | PA      | $86900.76     | 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        |    224000 | PA      | $234888.87    | 0.03%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Bills                                                                            | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    400000 | PA      | $398758.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Bills                                                                            | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    200000 | PA      | $198720.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6850000 | PA      | $6709414.44   | 0.79%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1761689.46   | 0.21%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2105468.75   | 0.25%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $4762054.66   | 0.56%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $513359.38    | 0.06%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2208164.07   | 0.26%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $703035.16    | 0.08%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2703585.92   | 0.32%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3973125.00   | 0.47%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $7934203.13   | 0.93%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5952656.28   | 0.70%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                                    | U.S. Treasury Notes                                                                            | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19942187.60  | 2.34%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                  | RTX Corporation                                                                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    798000 | PA      | $722621.12    | 0.08%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                                             | United Wholesale Mortgage, LLC                                                                 | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    282000 | PA      | $278617.24    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                                    | UnitedHealth Group, Inc.                                                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    486000 | PA      | $455775.70    | 0.05%             | 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        |    440000 | PA      | $439043.70    | 0.05%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    245000 | PA      | $234012.88    | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                              | Univision Communications, Inc.                                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273538.08    | 0.03%             | 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        |     74000 | PA      | $76367.78     | 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        |    179000 | PA      | $186671.40    | 0.02%             | 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        |   1209768 | PA      | $1213926.11   | 0.14%             | 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        |   1234264 | PA      | $1237043.62   | 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        |    353000 | PA      | $350240.78    | 0.04%             | 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        |   1297561 | PA      | $1298844.57   | 0.15%             | 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        |    117000 | PA      | $121144.02    | 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        |    276000 | PA      | $279587.17    | 0.03%             | 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        |   1237936 | PA      | $1238636.26   | 0.15%             | 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        |    793901 | PA      | $794403.66    | 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        |    388000 | PA      | $350347.67    | 0.04%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                               | Valaris, Ltd.                                                                                  | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    181000 | PA      | $189128.71    | 0.02%             | 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        |     28831 | NS      | $2307921.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| VAR ENERGI ASA                                                                            | Var Energi ASA                                                                                 | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $312029.41    | 0.04%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | 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        |    614728 | PA      | $635923.39    | 0.07%             | 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        |    777639 | PA      | $791516.10    | 0.09%             | 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        |    547041 | PA      | $560990.01    | 0.07%             | 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        |    116000 | PA      | $164256.00    | 0.02%             | 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        |    186000 | PA      | $207409.16    | 0.02%             | 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        |    257000 | PA      | $266714.17    | 0.03%             | 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        |    475000 | PA      | $497923.46    | 0.06%             | 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        |    127000 | PA      | $130721.35    | 0.02%             | 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        |    127000 | PA      | $131524.99    | 0.02%             | 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        |    667000 | PA      | $682806.00    | 0.08%             | 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        |    503000 | PA      | $514475.95    | 0.06%             | 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        |    360000 | PA      | $380626.56    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                                                    | Venture Global LNG, Inc.                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    648000 | PA      | $570060.68    | 0.07%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERDE CLO LTD                                                                             | VERDE CLO, Ltd. 2019-1A                                                                        | CUSIP: 92338BBC8<br>LEI: 254900DT3DF8KM5RRZ79 | Long             | ABS-O            | CORP              | KY        |   2100000 | PA      | $2104088.70   | 0.25%             | 2032-04-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    383000 | PA      | $387989.42    | 0.05%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    524000 | PA      | $528663.91    | 0.06%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                                | Verizon Communications, Inc.                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133260.21    | 0.02%             | 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        |    209000 | PA      | $206746.78    | 0.02%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                      | Verisk Analytics, Inc.                                                                         | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    217000 | PA      | $220209.15    | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                | Verus Securitization Trust 2025-3                                                              | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-CBDO         | CORP              | US        |   1423368 | PA      | $1439058.49   | 0.17%             | 2070-05-25      | Variable      | 5.78%                 | 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        |    518553 | PA      | $520816.57    | 0.06%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                | Verus Securitization Trust 2021-8                                                              | CUSIP: 92538GAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    598498 | PA      | $545008.80    | 0.06%             | 2066-11-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                | Verus Securitization Trust 2021-7                                                              | CUSIP: 92538QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1523099 | PA      | $1356668.56   | 0.16%             | 2066-10-25      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                | Verus Securitization Trust 2023-1                                                              | CUSIP: 92539BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    759752 | PA      | $757401.37    | 0.09%             | 2067-12-25      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                                | Viasat, Inc.                                                                                   | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188099.83    | 0.02%             | 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        |    221000 | PA      | $210054.27    | 0.02%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                       | Viavi Solutions, Inc., Convertible                                                             | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    154000 | PA      | $288957.58    | 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        |    286000 | PA      | $268954.40    | 0.03%             | 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        |    496000 | PA      | $501283.33    | 0.06%             | 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        |     88000 | PA      | $86050.11     | 0.01%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICTRA HOLDINGS LLC                                                                       | Victra Holdings, LLC/Victra Finance Corporation                                                | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $250542.84    | 0.03%             | 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        |    551000 | PA      | $558599.20    | 0.07%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DAC                                             | Virgin Media O2 Vendor Financing Notes VI DAC                                                  | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $198251.76    | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                                                  | Virgin Media Finance plc                                                                       | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    214000 | PA      | $186987.06    | 0.02%             | 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        |    460000 | PA      | $453703.38    | 0.05%             | 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        |    322000 | PA      | $322000.00    | 0.04%             | 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        |    286000 | PA      | $269679.18    | 0.03%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VISHAY INTERTECHNOLOGY INC.                                                               | Vishay Intertechnology, Inc., Convertible                                                      | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |    433000 | PA      | $436247.50    | 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        |     11067 | NS      | $176961.33    | 0.02%             |  |  |  | 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        |    113000 | PA      | $113193.34    | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                               | Vistra Corporation                                                                             | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    182000 | PA      | $185355.53    | 0.02%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                               | Vistra Corporation                                                                             | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    448000 | PA      | $454775.55    | 0.05%             | 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        |     40673 | NS      | $548272.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                             | Vistra Operations Company, LLC                                                                 | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    172000 | PA      | $172144.04    | 0.02%             | 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        |    507000 | PA      | $501977.86    | 0.06%             | 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        |    158000 | PA      | $164372.77    | 0.02%             | 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        |      9286 | NS      | $236328.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE LLC                                                                                | VMware, LLC                                                                                    | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    554000 | PA      | $563363.78    | 0.07%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                                | VMware, LLC                                                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    189000 | PA      | $168262.27    | 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        |    352000 | PA      | $371177.31    | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                        | Vodafone Group plc                                                                             | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    193000 | PA      | $181616.20    | 0.02%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                        | Vodafone Group plc                                                                             | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $214317.63    | 0.03%             | 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        |    192000 | PA      | $197451.84    | 0.02%             | 2032-04-15      | Fixed         | 7.75%                 | 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        |    205970 | PA      | $206104.10    | 0.02%             | 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        |    267221 | PA      | $267574.04    | 0.03%             | 2051-12-26      | Fixed         | 9.44%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                             | VoltaGrid, LLC                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138755.15    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VONTIVE MORTGAGE TRUST                                                                    | Vontive Mortgage Trust 2025-RTL1                                                               | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1359429.86   | 0.16%             | 2030-03-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                         | Vornado Realty, LP                                                                             | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    332000 | PA      | $335795.34    | 0.04%             | 2033-02-01      | Fixed         | 5.75%                 | 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        |     75432 | NS      | $436751.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                      | WEC Energy Group, Inc., Convertible                                                            | CUSIP: 92939UAP1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    117000 | PA      | $136246.50    | 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        |    120000 | PA      | $143804.87    | 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        |     75000 | PA      | $76762.50     | 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        |    175000 | PA      | $175935.09    | 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        |    270000 | PA      | $268508.57    | 0.03%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | 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        |    282113 | PA      | $248314.35    | 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      | $65174.39     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                                         | Waste Pro USA, Inc.                                                                            | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169515.23    | 0.02%             | 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        |    185000 | PA      | $193933.65    | 0.02%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                               | Wayfair, LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    123000 | PA      | $128607.32    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                                               | Wayfair, LLC                                                                                   | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190177.25    | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, Convertible, 7.500%                                                     | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       539 | NS      | $665104.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159822.70    | 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        |     82040 | NS      | $561974.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, 4.700%                                                                  | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7000 | NS      | $136150.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, 4.750%                                                                  | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     10000 | NS      | $197000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    294000 | PA      | $292410.55    | 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        |    649000 | PA      | $652132.42    | 0.08%             | 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        |    138000 | PA      | $137272.36    | 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        |    218000 | PA      | $220520.58    | 0.03%             | 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        |    108000 | PA      | $111693.76    | 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        |    157000 | PA      | $163614.63    | 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        |    166000 | PA      | $182646.90    | 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        |    636000 | PA      | $659820.41    | 0.08%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469099.28    | 0.06%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150758.71    | 0.02%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, 4.375%                                                                  | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     14375 | NS      | $262918.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company, 4.250%                                                                  | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7500 | NS      | $133275.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                     | Wells Fargo & Company                                                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    289000 | PA      | $307797.72    | 0.04%             | 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        |    130000 | PA      | $258375.00    | 0.03%             | 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        |    133000 | PA      | $202625.50    | 0.02%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189708.05    | 0.02%             | 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        |    129000 | PA      | $134791.46    | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                    | WESCO Distribution, Inc.                                                                       | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166603.20    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                                                     | Western Alliance Bank                                                                          | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202529.00    | 0.02%             | 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        |    139725 | NS      | $526763.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ASSET DIVERSIFIED INCOME FUND                                                     | Western Asset Diversified Income Fund                                                          | CUSIP: 95790K109<br>LEI: 549300M67UHXW4GHZ644 | Long             |  | RF                | US        |     15427 | NS      | $214435.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                               | Western Digital Corporation, Convertible                                                       | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     92000 | PA      | $611147.28    | 0.07%             | 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        |    254000 | PA      | $254122.35    | 0.03%             | 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        |    221000 | PA      | $217921.44    | 0.03%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                     | Whirlpool Corporation                                                                          | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98679.19     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                                    | Williams Companies, Inc.                                                                       | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    147000 | PA      | $134550.60    | 0.02%             | 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        |    195000 | PA      | $202536.68    | 0.02%             | 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        |    164000 | PA      | $164481.40    | 0.02%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD                                                                        | Wind River CLO, Ltd. 2022-1A                                                                   | CUSIP: 97316YAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1501932.00   | 0.18%             | 2035-07-20      | Floating      | 5.52%                 | 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        |    245000 | PA      | $256643.63    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                                        | Uniti Services, LLC                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    232000 | PA      | $239529.15    | 0.03%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                                                  | Winnebago Industries, Inc., Convertible                                                        | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    205000 | PA      | $198337.50    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                          | WULF Compute, LLC                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $189829.64    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                                 | Wyeth, LLC                                                                                     | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    382000 | PA      | $427844.15    | 0.05%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                  | Wynn Resorts Finance, LLC/Wynn Resorts Capital Corporation                                     | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $151448.62    | 0.02%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | 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        |    165000 | PA      | $177775.46    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                            | Wynn Macau, Ltd.                                                                               | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    320000 | PA      | $324357.97    | 0.04%             | 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        |    285000 | PA      | $288123.62    | 0.03%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                    | XHR, LP                                                                                        | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207016.30    | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                    | XHR, LP                                                                                        | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97078.59     | 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        |    177000 | PA      | $180410.79    | 0.02%             | 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        |    210000 | PA      | $208968.93    | 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        |    249000 | PA      | $257167.59    | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                         | Xerox Corporation                                                                              | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    149000 | PA      | $122842.66    | 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        |    536000 | PA      | $534684.44    | 0.06%             | 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        |    303000 | PA      | $310086.87    | 0.04%             | 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        |    188000 | PA      | $188495.38    | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                              | ZF North America Capital, Inc.                                                                 | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    237000 | PA      | $236327.70    | 0.03%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                           | Zayo Issuer, LLC 2025-3A                                                                       | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1559732.61   | 0.18%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                        | Zegona Finance plc                                                                             | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $179219.61    | 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        |    198000 | PA      | $186924.73    | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NATIONAL ASSOCIATION                                                 | Zions Bancorp NA                                                                               | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601454.52    | 0.07%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                | Zoetis, Inc., Convertible                                                                      | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    241000 | PA      | $246422.50    | 0.03%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | 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      | $199345.35    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | 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        |   9405000 | OU      | $-110863.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Thrivent Mutual Funds

**Signature:** Sarah L. Bergstrom

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

**Title:** Treasurer and Principal Accounting Officer