# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-018841
**Filing Date:** 2026-2
**Character Count:** 427277
**Document Hash:** 88930face5e3f76cd74404fa26e3e6f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018841.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018841

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 26684814

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Balanced Fund (Series ID: S000019838)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000055675 | Columbia Variable Portfolio - Balanced Fund Class 3 |  |
| C000143976 | Columbia Variable Portfolio - Balanced Fund Class 1 |  |
| C000143977 | Columbia Variable Portfolio - Balanced Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Variable Portfolio - Balanced Fund

- **b. EDGAR series identifier (if any):** S000019838

- **c. LEI of Series:** BP7VEYBDB8571LB64036

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1733001999.14

**Total Liabilities:** $49623936.08

**Net Assets:** $1683378063.06

**Delayed Delivery Securities:** $48922205.78

**Cash Not Reported:** $3912.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 27981.97000000 | **1-Year:** 4660.25000000 | **5-Year:** 21625.86000000 | **10-Year:** 29717.95000000 | **30-Year:** 133049.25000000

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

- **3-Month:** 0.00000000 | **1-Year:** 504.11000000 | **5-Year:** 8332.63000000 | **10-Year:** 4018.05000000 | **30-Year:** 13189.92000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055675 | 1.86%                | -0.25%               | 0.40%                |
| Class ID C000143976 | 1.86%                | -0.25%               | 0.39%                |
| Class ID C000143977 | 1.84%                | -0.26%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20647465.60             | $7989072.26                                |
| Month 2  | $12340044.28             | $-19517082.71                              |
| Month 3  | $16030748.97             | $-10851646.86                              |

**Designated Index Information**

- **Index Name:** 60% SNP500 / 40% LEH_AGG Index

- **Index Identifier:** SNPLEHAGU

### 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 MTG TR ADMT_24-NQM2                              | A&D MTG TR ADMT_24-NQM2                                                          | CUSIP: 00002NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3336498 | PA      | $3384684.67   | 0.20%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                       | ACHV ABS TRUST 2024-1PL                                                          | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72712 | PA      | $73065.40     | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                       | ACHV ABS TRUST 2024-1PL                                                          | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144646 | PA      | $146450.86    | 0.01%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                     | ACHM Trust 2025-HE2                                                              | CUSIP: 00112XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4155617 | PA      | $4169126.56   | 0.25%             | 2055-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                        | AG Issuer LLC                                                                    | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41165.06     | 0.00%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                   | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $114756.72    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                   | A&D Mortgage Trust 2025-NQM3                                                     | CUSIP: 00250FAC7<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |   2337970 | PA      | $2351478.76   | 0.14%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     70290 | PA      | $71569.70     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                  | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     92308 | NS      | $11565269.32  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                           | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     47099 | NS      | $10761650.51  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1194977.49   | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                           | AbbVie Inc                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4131000 | PA      | $4233581.16   | 0.25%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                   | A&D Mortgage Trust 2025-NQM4                                                     | CUSIP: 002941AA0<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-MBS          | CORP              | US        |   2415604 | PA      | $2424184.94   | 0.14%             | 2070-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57602.32     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33672.36     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52533.78     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30669.53     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20749.27     | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31238.90     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21597.53     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19128.37     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                   | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20128.38     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                   | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43866.81     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                   | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61129.34     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78221 | PA      | $78256.97     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1602590.88   | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4125000 | PA      | $4131679.61   | 0.25%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                           | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1504254.60   | 0.09%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                             | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     34896 | NS      | $4748298.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajax Mortgage Loan Trust                             | Ajax Mortgage Loan Trust 2021-A                                                  | CUSIP: 00971AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530303 | PA      | $1395680.99   | 0.08%             | 2065-09-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25075.45     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44235.98     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                              | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     13000 | PA      | $13800.38     | 0.00%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20992.32     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33047.21     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11388.61     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $59105.38     | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30968.68     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32586.62     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103760.55    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15478.73     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $63357.16     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030413<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1825000 | PA      | $1755493.16   | 0.10%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $14149375.04  | 0.84%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4600000 | PA      | $4471361.18   | 0.27%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7395312.48   | 0.44%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $986833.99    | 0.06%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1327794.38   | 0.08%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8800000 | PA      | $8590051.10   | 0.51%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10139825.90  | 0.60%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                   | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6045.29      | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                 | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31060.79     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                 | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26236.66     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     97292 | NS      | $30530229.60  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                         | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    110269 | NS      | $34514197.00  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                       | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    207820 | NS      | $47969012.40  | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                 | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64309.10     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                              | American Airlines Inc 2025 Term Loan B                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |      8955 | PA      | $8994.22      | 0.00%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61594.30     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29850.00     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24445.11     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                              | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69272.45     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                    | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52021.29     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust         | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640313 | PA      | $643570.34    | 0.04%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| American Express Co                                  | American Express Co                                                              | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     20893 | NS      | $7729365.35   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIGAS PART/FIN CORP                               | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $51147.00     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                            | Amgen Inc                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1284461.36   | 0.08%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                     | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51324.89     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                    | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7209.97      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2020-R1                                                 | CUSIP: 034651AA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    217270 | PA      | $208145.48    | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | ANGEL OAK MORTGAGE TRUST AOMT_20-6                                               | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81109 | PA      | $75840.80     | 0.00%             | 2065-05-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2020-6                                                  | CUSIP: 03465AAD1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $343978.60    | 0.02%             | 2065-05-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2022-6                                                  | CUSIP: 03465VAA1<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   3235415 | PA      | $3216909.37   | 0.19%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                             | Angel Oak Mortgage Trust 2025-13                                                 | CUSIP: 034952AC5<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1601998.08   | 0.10%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $71556.59     | 0.00%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| APA CORP                                             | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    482000 | PA      | $481174.46    | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APID_12-11A                                          | APID_12-11A                                                                      | CUSIP: 03763YCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1925000 | PA      | $1926946.18   | 0.11%             | 2034-04-17      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                            | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    240448 | NS      | $65368193.28  | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     35977 | NS      | $9245729.23   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHES BUYER INC                                     | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64781.56     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                     | Arches Buyer Inc                                                                 | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102449.89    | 0.01%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51232.00     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30901.34     | 0.00%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                               | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    103000 | PA      | $96953.27     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                   | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     63000 | PA      | $66036.26     | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                               | Ardonagh Group Finance Ltd                                                       | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     82000 | PA      | $85227.24     | 0.01%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                     | Aretec Group Inc                                                                 | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98443.79     | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                     | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63646.72     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33475.44     | 0.00%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                       | Atlassian Corp                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |     32432 | NS      | $5258524.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24858.54     | 0.00%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62199.58     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                          | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23648.31     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42149.58     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22840.28     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $34081.95     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC             | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3952878.00   | 0.23%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                             | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     35000 | PA      | $34962.79     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                  | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7249.67      | 0.00%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                      | BAE Systems PLC                                                                  | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $514916.03    | 0.03%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                      | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    803000 | PA      | $825940.89    | 0.05%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                  | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22514.31     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX Trust 2023-LIFE                                                               | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1165573.10   | 0.07%             | 2028-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                             | BX 2021-LBA3 Mortgage Trust                                                      | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $2164271.60   | 0.13%             | 2036-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2019-1                                                   | CUSIP: 05683VBA1<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1351742.85   | 0.08%             | 2034-04-19      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    411833 | NS      | $22650815.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                 | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5192100.24   | 0.31%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                          | Bacardi Ltd                                                                      | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    241000 | PA      | $242692.67    | 0.01%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                          | Bacardi Ltd                                                                      | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3323078.58   | 0.20%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                | Basswood Park CLO Ltd                                                            | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000444.00   | 0.18%             | 2034-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                   | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $33346.38     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                                            | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7944.50      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4476.74      | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $11408.68     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     98365 | PA      | $98616.26     | 0.01%             | 2031-12-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAC6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     98365 | PA      | $98699.85     | 0.01%             | 2031-12-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                              | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     69000 | PA      | $75853.62     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                | Becton Dickinson & Co                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |     37347 | NS      | $7247932.29   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BELRON UK FINANCE PLC                                | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15315.12     | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                                        | Blackrock Inc                                                                    | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     15237 | NS      | $16308770.58  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                        | Boeing Co/The                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     57122 | NS      | $12402328.64  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    808000 | PA      | $571845.05    | 0.03%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1538004.67   | 0.09%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                               | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     61845 | NS      | $5896920.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYNE USA INC                                        | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $52267.62     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                               | BP Capital Markets America Inc                                                   | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    840000 | PA      | $537962.88    | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                               | BP Capital Markets America Inc                                                   | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1735533.73   | 0.10%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    340238 | PA      | $343501.53    | 0.02%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2020-RPL1                                        | CUSIP: 10568YAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    171901 | PA      | $169595.45    | 0.01%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2020-NQM1                                        | CUSIP: 105699AA0<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     64349 | PA      | $62926.61     | 0.00%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2021-NQM2                                        | CUSIP: 10569EAC5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     70989 | PA      | $69493.97     | 0.00%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                                    | CUSIP: 10569EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425000 | PA      | $398957.28    | 0.02%             | 2060-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569JAA8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    690298 | PA      | $690261.07    | 0.04%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2024-NQM2                                        | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    891273 | PA      | $902423.97    | 0.05%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2024-NQM3                                        | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1214078 | PA      | $1229823.46   | 0.07%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2021-NQM1                                        | CUSIP: 10569TAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    598433 | PA      | $562248.24    | 0.03%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                      | BRAVO Residential Funding Trust 2021-NQM1                                        | CUSIP: 10569TAC2<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    243808 | PA      | $230224.23    | 0.01%             | 2049-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                         | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     79537 | NS      | $27527755.70  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1505232.69   | 0.09%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    808000 | PA      | $822399.17    | 0.05%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                             | Broadstreet Partners Group LLC                                                   | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92884.08     | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54937.47     | 0.00%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61490.65     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $125319.13    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $135661.82    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $51164.68     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $51178.48     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15138.12     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                              | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $10515.04     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34720.35     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65686.64     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18578.53     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Cigna Group/The                                      | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     19871 | NS      | $5469095.33   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CHNGE Mortgage Trust                                 | CHNGE Mortgage Trust 2022-NQM1                                                   | CUSIP: 12569CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584186 | PA      | $582476.57    | 0.03%             | 2067-06-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2019-AFC1 Trust                                                             | CUSIP: 12596XAA0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    240439 | PA      | $232668.40    | 0.01%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                   | CP Atlas Buyer Inc                                                               | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22809.77     | 0.00%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7705.46      | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13075.68     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     86000 | PA      | $56819.32     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     43000 | PA      | $15781.00     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7378.86      | 0.00%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                 | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $31482.28     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2020-RPL4 Trust                                                             | CUSIP: 126405AA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    449374 | PA      | $408705.97    | 0.02%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                                        | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137339 | PA      | $126284.77    | 0.01%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                                        | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $140805.21    | 0.01%             | 2065-05-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51400.64     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8282.38      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33440.72     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72637.43     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2018-RPL9 Trust                                                             | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1067589 | PA      | $1033910.34   | 0.06%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                  | COMM 2020-CX Mortgage Trust                                                      | CUSIP: 12656KAE7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $438920.53    | 0.03%             | 2046-11-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-RPL2Trust                                                              | CUSIP: 12656TAD0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    751019 | PA      | $572448.31    | 0.03%             | 2060-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-RPL2Trust                                                              | CUSIP: 12656TAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $278379.71    | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2021-2R Mortgage Loan Trust                                                 | CUSIP: 12656YAA5<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    236453 | PA      | $214240.28    | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-AFC1 Trust                                                             | CUSIP: 12657LAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    452910 | PA      | $384065.88    | 0.02%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    797149 | PA      | $798874.54    | 0.05%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                         | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAC8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1187004 | PA      | $1185810.37   | 0.07%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1020010.91   | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                      | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    840000 | PA      | $741450.18    | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                               | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43470.06     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37435.74     | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88024.84     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35858.98     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56439.26     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                             | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     31000 | PA      | $31036.80     | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                | Campbell's Company/The                                                           | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1189165.91   | 0.07%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                             | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1287000 | PA      | $1158494.42   | 0.07%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     68000 | PA      | $70198.11     | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     34000 | PA      | $34999.35     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     82000 | PA      | $84246.80     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                 | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31512.10     | 0.00%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                  | Carrier Global Corp                                                              | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     91824 | NS      | $4851980.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR FINL SERVICE                             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    732000 | PA      | $735756.70    | 0.04%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                 | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AK2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34300.51     | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11439.37     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25357.00     | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31131.66     | 0.00%             | 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        |     15000 | PA      | $14914.63     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20470.46     | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30510.43     | 0.00%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                             | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $9338.39      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                              | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $12161.32     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24780.45     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37687.23     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                 | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21911.60     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $420728.50    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                         | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86849 | NS      | $13236656.09  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                | Chobani Holdco II LLC                                                            | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38200 | PA      | $40909.51     | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                             | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14568.57     | 0.00%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                          | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1554379 | PA      | $1506798.41   | 0.09%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                  | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33189.48     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                     | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40996.09     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                   | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $53041.41     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2617052.31   | 0.16%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189971.67    | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4125.27      | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66434.56     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5235.89      | 0.00%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                            | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     73000 | PA      | $78694.18     | 0.00%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     26000 | PA      | $27161.92     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     43000 | PA      | $44601.96     | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $96432.98     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22008.88     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65564.31     | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62224.76     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40818.09     | 0.00%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41310.94     | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58827.35     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109226.48    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14581.99     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7174.51      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                 | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11386.22     | 0.00%             | 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        |      6000 | PA      | $6237.74      | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                               | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149969.76    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                               | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53382.23     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30508.03     | 0.00%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82363.80     | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20589.54     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62289.56     | 0.00%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC CASL_24-A              | COLLEGE AVE STUDENT LOANS LLC CASL_24-A                                          | CUSIP: 19424RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3257069 | PA      | $3317625.54   | 0.20%             | 2054-06-25      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2022-1 Mortgage Loan Trust                                                  | CUSIP: 19688HAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1582958 | PA      | $1464771.02   | 0.09%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    870879 | PA      | $877981.60    | 0.05%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2025-12 Mortgage Loan Trust                                                 | CUSIP: 19688UAD4<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   1690000 | PA      | $1692075.49   | 0.10%             | 2071-01-26      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                     | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |   4682205 | PA      | $4719576.08   | 0.28%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                        | COLUMBIA SHORT TERM CASH FUND                                                    | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  70814051 | NS      | $70792806.58  | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                         | Comcast Corp                                                                     | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    562000 | PA      | $561379.52    | 0.03%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                             | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21974.76     | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                               | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36092.96     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                             | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40861.50     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                     | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    975000 | PA      | $998448.17    | 0.06%             | 2042-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                       | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    117232 | NS      | $10974087.52  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                             | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    612000 | PA      | $589928.34    | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $25007.59     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     32000 | PA      | $30896.22     | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     22000 | PA      | $22691.11     | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                 | Cross 2024-H2 Mortgage Trust                                                     | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340373 | PA      | $344316.39    | 0.02%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                   | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24501.70     | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                        | DTE Energy Co                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     80953 | NS      | $10441317.94  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                        | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $835827.11    | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                              | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50844.86     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                           | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34238.91     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                              | John Deere Capital Corp                                                          | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1129515.61   | 0.07%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                               | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $97211.61     | 0.01%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                               | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $87772.03     | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dell Technologies Inc                                | Dell Technologies Inc                                                            | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     53528 | NS      | $6738104.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                   | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    164713 | NS      | $18739398.01  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                    | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95736.00     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19434.57     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $27396.55     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                  | Dominion Energy Inc                                                              | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    685000 | PA      | $702362.65    | 0.04%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                         | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |     24903 | NS      | $5640031.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc                                       | DraftKings Inc                                                                   | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Long             | EC               | CORP              | US        |     61395 | NS      | $2115671.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    324326 | PA      | $324557.76    | 0.02%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                     | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1022423.59   | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                              | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    273000 | PA      | $259744.13    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | EFMT 2025-NQM1                                                                   | CUSIP: 26846CAA4<br>LEI: 254900TJEVLCYF1H3X71 | Long             | ABS-MBS          | CORP              | US        |    764881 | PA      | $772387.98    | 0.05%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                             | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21082.88     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                    | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     78777 | NS      | $8272372.77   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                 | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $840355.09    | 0.05%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19239.77     | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                             | eBay Inc                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    112451 | NS      | $9794482.10   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                        | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    134611 | PA      | $148678.48    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEX_25-2NN                                         | EDGEX_25-2NN                                                                     | CUSIP: 28057AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2131980 | PA      | $2135140.42   | 0.13%             | 2032-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                 | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    834000 | PA      | $845152.78    | 0.05%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | EFMT 2025-NQM6                                                                   | CUSIP: 281916AE6<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1850855.44   | 0.11%             | 2070-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20544.36     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                             | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106217.49    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                         | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1176381.00   | 0.07%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102993.86    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                          | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |     10652 | NS      | $8161136.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORP                                            | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16468.68     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                  | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1442007 | PA      | $1431967.56   | 0.09%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                   | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     37688 | NS      | $24877471.92  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                   | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    368000 | PA      | $357669.18    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                   | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    713000 | PA      | $681114.67    | 0.04%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                   | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    648000 | PA      | $622997.07    | 0.04%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35886.35     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 31283HR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6738 | PA      | $7082.71      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 31287RQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6910 | PA      | $7096.34      | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 31287ST49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66940 | PA      | $69520.67     | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                     | FREDDIE MAC GOLD                                                                 | CUSIP: 31287YVF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2386 | PA      | $2477.79      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128KTAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20958 | PA      | $22011.96     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5R93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110720 | PA      | $115592.90    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3131XDG82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318885 | PA      | $311436.41    | 0.02%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                     | FREDDIE MAC FHLMC_326                                                            | CUSIP: 31325VB94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3675860 | PA      | $376136.44    | 0.02%             | 2044-03-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DTMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3745060 | PA      | $3470798.50   | 0.21%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3132DTPP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12620036 | PA      | $12101948.98  | 0.72%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DUT56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4137933 | PA      | $4083233.41   | 0.24%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3132DUY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2933322 | PA      | $2953944.88   | 0.18%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8496833 | PA      | $7223958.98   | 0.43%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Gold Pool                                                            | CUSIP: 3132JBN33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99841 | PA      | $92362.99     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3133KNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4006990 | PA      | $3409208.69   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 3133KPJ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3698256 | PA      | $3628512.62   | 0.22%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136AX4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2890556 | PA      | $360076.81    | 0.02%             | 2057-10-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6      | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6                                  | CUSIP: 3136BQ2R9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5195134 | PA      | $508871.67    | 0.03%             | 2049-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-50                         | FANNIE MAE REMICS FNMA_23-50                                                     | CUSIP: 3136BQLR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3337436 | PA      | $313591.52    | 0.02%             | 2049-07-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-87     | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-87                                 | CUSIP: 3136BTB51<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2518348 | PA      | $2539004.47   | 0.15%             | 2054-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_24-74                                | FANNIE MAE FNMA_24-74                                                            | CUSIP: 3136BTFD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4950219 | PA      | $469962.42    | 0.03%             | 2054-09-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136BU3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4855291 | PA      | $4905859.12   | 0.29%             | 2055-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136BUS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2809503 | PA      | $2820689.48   | 0.17%             | 2054-07-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10     | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10                                 | CUSIP: 3136BUS68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2200750 | PA      | $2195066.44   | 0.13%             | 2055-02-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15     | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15                                 | CUSIP: 3136BVQR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2776581 | PA      | $2834299.26   | 0.17%             | 2055-04-25      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86     | FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-86                                 | CUSIP: 3136BXPP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5867973 | PA      | $5848867.18   | 0.35%             | 2055-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae REMICS                                                                | CUSIP: 3136BXQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7850168 | PA      | $738458.23    | 0.04%             | 2055-10-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31371FGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       113 | PA      | $118.63       | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31374TNX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       470 | PA      | $487.21       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31379YKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8829 | PA      | $9203.34      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4906                        | FREDDIE MAC REMICS FHLMC_4906                                                    | CUSIP: 3137FNWB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2968642 | PA      | $393014.71    | 0.02%             | 2049-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01          | STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                                      | CUSIP: 3137G0WL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1463770 | PA      | $1418104.80   | 0.08%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228    | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228                                | CUSIP: 3137H7VH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3220000 | PA      | $365972.61    | 0.02%             | 2047-01-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5440                               | FREDDIE MAC FHLMC_5440                                                           | CUSIP: 3137HDZC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6698576 | PA      | $627370.56    | 0.04%             | 2054-07-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5462                               | FREDDIE MAC FHLMC_5462                                                           | CUSIP: 3137HFQ24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4165192 | PA      | $4173956.25   | 0.25%             | 2054-10-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HJAU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2997470 | PA      | $3024272.88   | 0.18%             | 2054-10-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HK4A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2884564 | PA      | $2904329.08   | 0.17%             | 2055-03-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2899465 | PA      | $2990869.80   | 0.18%             | 2054-06-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513    | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513                                | CUSIP: 3137HKF33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6488994 | PA      | $6711728.88   | 0.40%             | 2054-11-25      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HKPN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1626876 | PA      | $1670693.93   | 0.10%             | 2055-04-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac REMICS                                                               | CUSIP: 3137HLZE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3009052 | PA      | $3101329.71   | 0.18%             | 2055-06-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573    | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5573                                | CUSIP: 3137HMSM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4981510 | PA      | $306589.55    | 0.02%             | 2055-09-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31380HST5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1287 | PA      | $1320.76      | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31383KD38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12409 | PA      | $13030.85     | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31383RF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5304 | PA      | $5569.76      | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385H7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2064 | PA      | $2152.23      | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31385JNA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8487 | PA      | $8882.10      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138AKT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8526 | PA      | $8498.37      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EHJU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1228 | PA      | $1225.19      | 0.00%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EMT35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4755 | PA      | $4743.07      | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EMT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4755 | PA      | $4743.07      | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EMT50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4755 | PA      | $4743.07      | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138EMT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4755 | PA      | $4743.07      | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3138EPE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17318 | PA      | $17216.45     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138ETFP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46859 | PA      | $46533.16     | 0.00%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138WGC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15072 | PA      | $14281.46     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AW6422 FN 06/44 FIXED 3.5                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3138XWD47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25508 | PA      | $24267.73     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31390CTB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28777 | PA      | $30218.88     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31390GFJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9902 | PA      | $10398.65     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391BUW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3995 | PA      | $4167.18      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391MDQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14091 | PA      | $14797.64     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391TR83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35224 | PA      | $36989.34     | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31391VUW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8464 | PA      | $8888.14      | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140L0PD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5340500 | PA      | $4570282.04   | 0.27%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QNQE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4927311 | PA      | $4037303.74   | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QNTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3844344 | PA      | $3405153.98   | 0.20%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401319 | PA      | $1298696.66   | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QVE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3729060 | PA      | $3845390.07   | 0.23%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 3140QVKW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5559016 | PA      | $5597826.00   | 0.33%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QVWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6833978 | PA      | $6820977.50   | 0.41%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140W0EA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4644472 | PA      | $3812167.03   | 0.23%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140W3G60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5436734 | PA      | $5317314.40   | 0.32%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140XNBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6915590 | PA      | $6966460.70   | 0.41%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31414CBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51112 | PA      | $53113.73     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 31414PKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14004 | PA      | $14517.24     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3678958 | PA      | $3778667.87   | 0.22%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5016689 | PA      | $5091025.07   | 0.30%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                  | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4350718 | PA      | $4467300.27   | 0.27%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 31427NJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2856156 | PA      | $2910435.59   | 0.17%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                 | CUSIP: 31427NWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7295960 | PA      | $6961789.92   | 0.41%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION               | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3142GTT30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3277411 | PA      | $3217857.74   | 0.19%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $63638.17     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4108299 | PA      | $4091099.33   | 0.24%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                   | Ellington Financial Mortgage Trust 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47043 | PA      | $46338.18     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                          | FIGRE Trust 2025-FL1                                                             | CUSIP: 31684QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1189401 | PA      | $1195768.54   | 0.07%             | 2055-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                          | FIGRE Trust 2025-PF2                                                             | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1327109 | PA      | $1319620.20   | 0.08%             | 2055-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                    | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $30727.00     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                             | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52742.42     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    112849 | PA      | $113448.59    | 0.01%             | 2042-09-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    141779 | PA      | $142261.54    | 0.01%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    573276 | PA      | $573317.31    | 0.03%             | 2041-11-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1127076.50   | 0.07%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                  | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    701691 | PA      | $714059.36    | 0.04%             | 2042-06-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36554.61     | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60044.23     | 0.00%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2021-CM2 Trust                                                              | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1387353 | PA      | $1322194.25   | 0.08%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2019-RPL1 Trust                                                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374639 | PA      | $366193.10    | 0.02%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2022-NQM3 Trust                                                             | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4253120 | PA      | $4236467.41   | 0.25%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $51350.26     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                                 | GCAT 2023-NQM2 Trust                                                             | CUSIP: 36169DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1154933 | PA      | $1152344.49   | 0.07%             | 2067-11-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     12000 | PA      | $12288.36     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     37000 | PA      | $38342.06     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                     | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     52000 | PA      | $52711.38     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GITSIT Mortgage Loan Trust                           | GITSIT Mortgage Loan Trust 2025-NPL2                                             | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1740000 | PA      | $1739999.65   | 0.10%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  3 | On Loan: No      |
| General Motors                                       | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675000 | PA      | $2715035.12   | 0.16%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2017-485l                                      | CUSIP: 36252CAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $611483.50    | 0.04%             | 2037-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                  | GS Mortgage-Backed Securities Trust 2020-NQM1                                    | CUSIP: 36259WAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    170725 | PA      | $163807.46    | 0.01%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                               | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    415000 | PA      | $416184.90    | 0.02%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                               | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2223053.82   | 0.13%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                             | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55270.49     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                         | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1123516.98   | 0.07%             | 2038-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                  | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1785190 | PA      | $1784937.57   | 0.11%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                 | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9808.18      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                 | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10201.25     | 0.00%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                 | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10391.70     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                       | GE Vernova Inc                                                                   | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      4528 | NS      | $2959364.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                 | GCAT 2025-NQM5 Trust                                                             | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3291344 | PA      | $3295523.78   | 0.20%             | 2070-08-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                  | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |      7318 | NS      | $2254163.54   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                    | General Mills Inc                                                                | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    435000 | PA      | $438168.10    | 0.03%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61951.48     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                  | Gilead Sciences Inc                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $5685133.68   | 0.34%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $28688.47     | 0.00%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7634.49      | 0.00%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7700.10      | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                           | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5603.17      | 0.00%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A     | GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A                                 | CUSIP: 38138TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1425000 | PA      | $1427324.18   | 0.08%             | 2037-10-20      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD             | GoldenTree Loan Management US CLO 19 Ltd                                         | CUSIP: 38138WAC8<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |   2750000 | PA      | $2753525.50   | 0.16%             | 2037-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2644522.65   | 0.16%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust            | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170951 | PA      | $1186017.77   | 0.07%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22                              | CUSIP: 38381RDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3280521 | PA      | $394118.20    | 0.02%             | 2049-02-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38381USC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3072632 | PA      | $3081650.07   | 0.18%             | 2055-09-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38382F5U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2449438 | PA      | $302890.35    | 0.02%             | 2050-07-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-77                              | CUSIP: 38382FAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3203685 | PA      | $411063.23    | 0.02%             | 2049-05-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55                              | CUSIP: 38382PHU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2546180 | PA      | $340224.62    | 0.02%             | 2051-03-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58                              | CUSIP: 38382RCF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2487900 | PA      | $291345.81    | 0.02%             | 2051-04-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66                              | CUSIP: 38382RE53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4723432 | PA      | $633217.21    | 0.04%             | 2051-04-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74                              | CUSIP: 38382RHM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2947832 | PA      | $394094.48    | 0.02%             | 2051-04-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98                              | CUSIP: 38382TC93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2338237 | PA      | $330326.31    | 0.02%             | 2051-06-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154                             | CUSIP: 38383AET7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5890071 | PA      | $785008.66    | 0.05%             | 2051-09-20      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA_51-56R                                          | GNMA_51-56R                                                                      | CUSIP: 38383BEG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   6377443 | PA      | $646323.84    | 0.04%             | 2055-09-20      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38384JAV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2217078 | PA      | $320460.83    | 0.02%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38384JF25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5852459 | PA      | $695455.91    | 0.04%             | 2051-08-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38384JJ96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7687897 | PA      | $1447720.99   | 0.09%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-126 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-126                             | CUSIP: 38384UXN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7097535 | PA      | $831569.92    | 0.05%             | 2054-08-20      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184                             | CUSIP: 38384XH97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9654388 | PA      | $598470.67    | 0.04%             | 2054-11-20      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159                             | CUSIP: 38384YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15108867 | PA      | $1104440.03   | 0.07%             | 2054-10-20      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197                             | CUSIP: 38385BDH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8295996 | PA      | $749876.77    | 0.04%             | 2054-12-20      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197                             | CUSIP: 38385BEL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9931202 | PA      | $1102510.42   | 0.07%             | 2054-12-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197                             | CUSIP: 38385BEV8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10125557 | PA      | $875426.28    | 0.05%             | 2054-12-20      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association             | Government National Mortgage Association                                         | CUSIP: 38385BPB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2906599 | PA      | $291213.60    | 0.02%             | 2054-12-20      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-204 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-204                             | CUSIP: 38385BSH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7808900 | PA      | $874827.13    | 0.05%             | 2054-12-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39                              | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2372730 | PA      | $2437058.60   | 0.14%             | 2055-03-20      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9341.59      | 0.00%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                       | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28626.08     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust               | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2721654 | PA      | $2737995.98   | 0.16%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                           | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     85000 | PA      | $83953.07     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20568.26     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited      | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1518780 | PA      | $1526125.18   | 0.09%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HCA INC                                              | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3001088.41   | 0.18%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    378000 | PA      | $378985.62    | 0.02%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                     | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41183.79     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                          | Heineken NV                                                                      | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1140000 | PA      | $1129634.52   | 0.07%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35268.81     | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37864.15     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104927.83    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13186.50     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13171.90     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                   | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     23000 | PA      | $20037.93     | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                             | Hess Midstream Operations LP                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20216.12     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61752.49     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                | Hightower Holding LLC                                                            | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62603.76     | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50392.18     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10855.15     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15524.57     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $17874.17     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $59148.90     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42768.32     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14402.95     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23536.03     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                             | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $53335.03     | 0.00%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                         | Hilton Grand Vacations Trust 2019-A                                              | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123544 | PA      | $123106.98    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                       | Home Partners of America 2019-2 Trust                                            | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030332 | PA      | $1002090.98   | 0.06%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                       | Home Partners of America 2021-2 Trust                                            | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6236722 | PA      | $6110205.54   | 0.36%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited      | HOMES 2025-AFC2 Trust                                                            | CUSIP: 43761YAA2<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   1529167 | PA      | $1541219.31   | 0.09%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                          | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     92494 | NS      | $18044654.46  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWDEN UK REFINANCE / US                             | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     30000 | PA      | $30934.09     | 0.00%             | 2032-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43050.58     | 0.00%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57677.40     | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     91000 | PA      | $95494.13     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                  | Hudbay Minerals Inc                                                              | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $72968.20     | 0.00%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                 | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     56000 | PA      | $58982.71     | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     68000 | PA      | $69006.16     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     32000 | PA      | $32993.52     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                    | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17690.46     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                    | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    108000 | PA      | $92931.32     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                     | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5754.50      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      6118 | PA      | $5893.35      | 0.00%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     14410 | PA      | $12592.53     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                              | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     99000 | PA      | $68659.02     | 0.00%             | 2029-03-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                | Innophos Holdings Inc                                                            | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     58550 | PA      | $53113.99     | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                           | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    675000 | PA      | $551570.24    | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     25417 | NS      | $4116537.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                             | International Business Machines Corp                                             | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1690586.18   | 0.10%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc               | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     58948 | NS      | $3972505.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                           | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     21585 | NS      | $14298335.70  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| INVERSION ESCROW ISSUER                              | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64757.98     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                              | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59828.13     | 0.00%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                 | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6640.28      | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                 | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202648.79    | 0.01%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18003.93     | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16616.99     | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                            | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52283.12     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     14000 | PA      | $13981.48     | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     46000 | PA      | $45857.24     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     17000 | PA      | $17465.85     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     15000 | PA      | $15130.93     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| iShares Core MSCI EAFE ETF                           | iShares Core MSCI EAFE ETF                                                       | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |    355182 | NS      | $31774581.72  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| JH NORTH AMERICA HOLDING                             | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10215.39     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                             | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17441.13     | 0.00%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                             | JP Morgan Mortgage Trust 2025-VIS3                                               | CUSIP: 46594EAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3245456 | PA      | $3258185.25   | 0.19%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                  | JPMorgan Chase & Co                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     60976 | NS      | $19647686.72  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    930000 | PA      | $838982.53    | 0.05%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5119000 | PA      | $5254558.70   | 0.31%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36498.19     | 0.00%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    740000 | PA      | $764917.24    | 0.05%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    447000 | PA      | $444129.50    | 0.03%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                 | Jacobs Solutions Inc                                                             | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |     51939 | NS      | $6879839.94   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INTL FIN                                | James Hardie International Finance DAC                                           | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     52000 | PA      | $51999.50     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $32859.79     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $67268.18     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                              | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    660000 | PA      | $633351.93    | 0.04%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50903.02     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                              | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32664.28     | 0.00%             | 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        |     19000 | PA      | $19533.22     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1418457.05   | 0.08%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39855.69     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                             | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     58000 | PA      | $61342.04     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                 | LHOME Mortgage Trust 2024-RTL1                                                   | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $701790.74    | 0.04%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                    | L3Harris Technologies Inc                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3246008.09   | 0.19%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                    | L3Harris Technologies Inc                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390648.08    | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     42000 | PA      | $41548.34     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |     61000 | PA      | $64677.67     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                    | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     43997 | NS      | $7531406.46   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21920.96     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                  | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51967.99     | 0.00%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                          | Legacy Mortgage Asset Trust 2021-GS1                                             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    898709 | PA      | $899380.44    | 0.05%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                          | Legacy Mortgage Asset Trust 2021-GS2                                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1603414 | PA      | $1603962.59   | 0.10%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                        | Lendbuzz Securitization Trust 2023-3                                             | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419973 | PA      | $427522.78    | 0.03%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35898.88     | 0.00%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                              | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61734.49     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                              | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44527.32     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                 | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14254.60     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                       | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     25953 | NS      | $27891170.04  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LITHIA MOTORS INC                                    | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19214.33     | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                 | Lockheed Martin Corp                                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807777.53    | 0.05%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44682.81     | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    590000 | PA      | $462743.87    | 0.03%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                       | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    378000 | PA      | $297927.09    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     53094 | PA      | $51858.61     | 0.00%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AB3<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      9949 | PA      | $9722.07      | 0.00%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-INV1 Trust                                                              | CUSIP: 552747AC1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     16636 | PA      | $16263.34     | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AD8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $439639.96    | 0.03%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2021-NQM1 Trust                                                              | CUSIP: 55283FAA6<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    334793 | PA      | $316852.51    | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2022-NQM2 Trust                                                              | CUSIP: 55285QAA0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   3852771 | PA      | $3878414.26   | 0.23%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2023-NQM4 Trust                                                              | CUSIP: 55286LAA0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    301210 | PA      | $303644.57    | 0.02%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                          | MMP Capital 2025-A LLC                                                           | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1323258 | PA      | $1333704.71   | 0.08%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                      | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75582.68     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3603841.20   | 0.21%             | 2032-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAB6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   2009088 | PA      | $2008091.45   | 0.12%             | 2030-11-21      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                             | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26336.90     | 0.00%             | 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        |     15000 | PA      | $9912.99      | 0.00%             | 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        |     93000 | PA      | $65686.53     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                               | Marlette Funding Trust 2024-1                                                    | CUSIP: 57108VAB8<br>LEI: 549300JRCMNFIBT50883 | Long             | ABS-O            | CORP              | US        |    808962 | PA      | $812366.03    | 0.05%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                             | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72991.81     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                             | Mars Inc                                                                         | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1391040.18   | 0.08%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                             | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1875184.28   | 0.11%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                               | Marvell Technology Inc                                                           | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49249 | NS      | $4185180.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                       | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     18796 | NS      | $10730260.48  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74936.21     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                 | Matador Resources Co                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17995.99     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8000.14      | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54171.47     | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21792.78     | 0.00%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3664.69      | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30319.66     | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                          | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126550.44    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                           | MFA 2025-NQM3 Trust                                                              | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1544651 | PA      | $1550082.79   | 0.09%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36893.91     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                             | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22777.04     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                       | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    404000 | PA      | $403157.43    | 0.02%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                             | Met Tower Global Funding                                                         | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1046271.22   | 0.06%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                             | Met Tower Global Funding                                                         | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1069088.10   | 0.06%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                         | METLIFE SECURITIZATION TRUST 2018-1                                              | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264103 | PA      | $258599.14    | 0.02%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                       | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    158425 | NS      | $76617498.50  | 4.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Mill City Mortgage Trust                             | Mill City Mortgage Loan Trust 2018-3                                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284208 | PA      | $281480.07    | 0.02%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                             | Mill City Mortgage Loan Trust 2021-NMR1                                          | CUSIP: 59982HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1057445.59   | 0.06%             | 2060-11-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                               | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93031.20     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     63887 | NS      | $11341859.11  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1516262.66   | 0.09%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                       | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    646000 | PA      | $653661.37    | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                            | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAD6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2216326.95   | 0.13%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                              | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    633000 | PA      | $641595.99    | 0.04%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                              | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1043198.52   | 0.06%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1352453 | PA      | $1363817.39   | 0.08%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust       | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510324 | PA      | $2511155.25   | 0.15%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                               | MPOWER Education Trust 2024-A                                                    | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525286 | PA      | $541913.38    | 0.03%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                               | MPOWER Education Trust 2025-1                                                    | CUSIP: 62477DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    978928 | PA      | $981727.00    | 0.06%             | 2042-12-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    159000 | PA      | $159885.41    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                       | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73455.48     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                       | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30785.98     | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     49000 | PA      | $50189.86     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $59793.22     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     37000 | PA      | $36991.15     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                      | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     33000 | PA      | $33915.93     | 0.00%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21056.65     | 0.00%             | 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        |     28000 | PA      | $26764.23     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20553.10     | 0.00%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6541.08      | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41835.54     | 0.00%             | 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        |     12000 | PA      | $12324.05     | 0.00%             | 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        |     47000 | PA      | $47221.53     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36307.78     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36487.70     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1550000 | PA      | $1494556.22   | 0.09%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68329.32     | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27167.00     | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19653.97     | 0.00%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                              | NYMT Loan Trust 2025-INV2                                                        | CUSIP: 62957JAC5<br>LEI: 254900EYRFLK2LMLVT67 | Long             | ABS-MBS          | CORP              | US        |   2142929 | PA      | $2146747.25   | 0.13%             | 2060-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                       | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92326.00     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                     | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61668.82     | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                 | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93238.80     | 0.01%             | 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        |     27000 | PA      | $27671.35     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Netflix Inc                                          | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     33326 | NS      | $3124645.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enva 2018-A, LLC                                     | NetCredit Combined Receivables 2024 LLC                                          | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10053 | PA      | $10062.48     | 0.00%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TR                     | NEW RESIDENTIAL MORTGAGE LOAN TR                                                 | CUSIP: 64829HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96064 | PA      | $92482.99     | 0.01%             | 2056-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27070.83     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28336.61     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                    | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27234.73     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    996000 | PA      | $1007738.06   | 0.06%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2380412.68   | 0.14%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33629.77     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94305.12     | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                             | NIKE Inc                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     31042 | NS      | $1977685.82   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                         | NiSource Inc                                                                     | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    585000 | PA      | $568687.99    | 0.03%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                              | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25007.82     | 0.00%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                      | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     76000 | PA      | $80953.75     | 0.00%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                | Norfolk Southern Corp                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    868000 | PA      | $864064.40    | 0.05%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                | Northrop Grumman Corp                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    309000 | PA      | $306856.06    | 0.02%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                | Northrop Grumman Corp                                                            | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1624688.13   | 0.10%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                  | NOVA Chemicals Corp                                                              | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12557.55     | 0.00%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                  | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $81159.61     | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                  | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $13850.95     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52192.60     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49115.49     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11416.34     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34491.37     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25261.66     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                          | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    463255 | NS      | $86397057.50  | 5.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2023-NQM1 Trust                                                              | CUSIP: 670855AA3<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    620292 | PA      | $619077.53    | 0.04%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 4 Ltd                                                         | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1377384.25   | 0.08%             | 2038-01-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Funding 6 Ltd                                                         | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2603432.00   | 0.15%             | 2037-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2023-NQM8 Trust                                                              | CUSIP: 67118CAA9<br>LEI: 254900L7QTAO1E3CDI14 | Long             | ABS-MBS          | CORP              | US        |   1026966 | PA      | $1038398.24   | 0.06%             | 2063-09-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM8                                | OBX TRUST OBX_23-NQM8                                                            | CUSIP: 67118CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    845747 | PA      | $855456.57    | 0.05%             | 2063-09-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                             | OBX 2025-NQM13 Trust                                                             | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   2389306 | PA      | $2409533.29   | 0.14%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    820000 | PA      | $781907.27    | 0.05%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                             | Oceanview Mortgage Loan Trust 2020-1                                             | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127590 | PA      | $121452.71    | 0.01%             | 2050-05-28      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| OAKC_21-8A                                           | OAKC_21-8A                                                                       | CUSIP: 67707GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    650000 | PA      | $651519.70    | 0.04%             | 2038-01-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                       | Ohio Edison Co                                                                   | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1196383.45   | 0.07%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Okta Inc                                             | Okta Inc                                                                         | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     96466 | NS      | $8341415.02   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40755.05     | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45660.63     | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69607.78     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                             | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42241.79     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     55000 | PA      | $52375.08     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     31000 | PA      | $31626.66     | 0.00%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                   | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1054665.26   | 0.06%             | 2036-01-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                   | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $401246.24    | 0.02%             | 2036-01-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18817.69     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32784.02     | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59963.73     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15663.81     | 0.00%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71461.97     | 0.00%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48183.00     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58469.40     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43635.81     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                     | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3625000 | PA      | $3696528.86   | 0.22%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                       | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     95000 | PA      | $98945.19     | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                           | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     41000 | PA      | $41996.44     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                  | Oportun Funding Trust 2024-3                                                     | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18626 | PA      | $18634.12     | 0.00%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                         | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     11000 | PA      | $11002.75     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                         | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      9000 | PA      | $9070.73      | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                          | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1509905.45   | 0.09%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17535.52     | 0.00%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                             | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21546.14     | 0.00%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31023.95     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23422.03     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $22431.20     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $30652.34     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                            | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26039.05     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527123.37    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                  | PRKCM_21-AFC2 TRUST                                                              | CUSIP: 69361JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1472532.80   | 0.09%             | 2056-11-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                          | PRKCM 2021-AFC2 Trust                                                            | CUSIP: 69361JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1475000 | PA      | $1096215.13   | 0.07%             | 2056-11-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                  | PRKCM_21-AFC2 TRUST                                                              | CUSIP: 69361JAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $919598.81    | 0.05%             | 2056-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PACCAR Inc                                           | PACCAR Inc                                                                       | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     36549 | NS      | $4002480.99   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2023-NQM3 Trust                                                             | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128924 | PA      | $130215.74    | 0.01%             | 2068-11-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2537458 | PA      | $2561095.27   | 0.15%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4   | PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_25-RCF4                               | CUSIP: 69382WAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $667200.28    | 0.04%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2025-NQM6 Trust                                                             | CUSIP: 69383RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2999456.40   | 0.18%             | 2070-12-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2024-NQM1 Trust                                                             | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416645 | PA      | $421834.12    | 0.03%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                | PRPM 2024-RCF2 LLC                                                               | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675477 | PA      | $665466.64    | 0.04%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                               | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1756665.06   | 0.10%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Trust 2023-8                                                      | CUSIP: 694960AA3<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |     57995 | PA      | $58743.19     | 0.00%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Trust 2024-2                                                      | CUSIP: 694961AA1<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    155509 | PA      | $156229.99    | 0.01%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2024-5                                              | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    269582 | PA      | $271349.39    | 0.02%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2025-R2                                             | CUSIP: 69544VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835636 | PA      | $1842018.98   | 0.11%             | 2032-10-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Selection Trust                                                   | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1197351 | PA      | $1204554.22   | 0.07%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Selection Trust                                                   | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1406491 | PA      | $1415782.07   | 0.08%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Trust 2024-3                                                      | CUSIP: 69547XAA0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    919713 | PA      | $925135.29    | 0.05%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Trust 2024-1                                                      | CUSIP: 69548AAA9<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    129955 | PA      | $131120.70    | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6              | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    264524 | PA      | $266075.83    | 0.02%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2025-5                                              | CUSIP: 69548WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1999923 | PA      | $2012201.05   | 0.12%             | 2033-03-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya Ai Debt Grantor Trust 2025-6                                              | CUSIP: 69549BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1643770.10   | 0.10%             | 2033-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                       | Pagaya AI Debt Grantor Trust 2025-R3                                             | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1068109 | PA      | $1069391.87   | 0.06%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust          | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                               | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1304269.59   | 0.08%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                               | Palo Alto Networks Inc                                                           | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     22268 | NS      | $4101765.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTHER ESCROW ISSUER                                | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70484.05     | 0.00%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     42000 | PA      | $42016.88     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                               | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     21000 | PA      | $20491.12     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                 | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4799 | NS      | $4218129.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                               | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $42605.30     | 0.00%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                          | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     76531 | NS      | $10983729.12  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    868000 | PA      | $876079.34    | 0.05%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63536.61     | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24626.25     | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pinterest Inc                                        | Pinterest Inc                                                                    | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |    118183 | NS      | $3059757.87   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72047.85     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21803.00     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34052.67     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                      | Prestige Auto Receivables Trust 2024-1                                           | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414799 | PA      | $415124.00    | 0.02%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_24-1            | PRESTIGE AUTO RECEIVABLES TRUST PART_24-1                                        | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1128165.08   | 0.07%             | 2029-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                             | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36996.11     | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                             | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $77419.84     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                                 | CUSIP: 74256LFB0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    297000 | PA      | $303438.28    | 0.02%             | 2029-11-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                             | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    492000 | PA      | $498420.12    | 0.03%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                           | Progress Residential 2024-SFR1 Trust                                             | CUSIP: 74331QAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1531936 | PA      | $1486166.48   | 0.09%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                           | PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8                                   | CUSIP: 74333TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1797194.69   | 0.11%             | 2038-10-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $79067.14     | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                  | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    125924 | NS      | $10111697.20  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                                       | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33127 | NS      | $3884472.02   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS INC                                | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24584.32     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19732.27     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45973.76     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12559.00     | 0.00%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30349.06     | 0.00%             | 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        |     74000 | PA      | $77003.98     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41767.20     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     20000 | PA      | $20608.09     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     23000 | PA      | $23864.90     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                        | Radnor RE 2021-2 Ltd                                                             | CUSIP: 75049GAB5<br>LEI: 254900JO0CMUL2VM8206 | Long             | ABS-MBS          | CORP              | BM        |    199563 | PA      | $200961.77    | 0.01%             | 2031-11-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                             | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     27773 | NS      | $5093568.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                             | RTX Corp                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3218813.33   | 0.19%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                             | RTX Corp                                                                         | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1358221.40   | 0.08%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                  | Reach ABS Trust 2025-1                                                           | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423012 | PA      | $424269.96    | 0.03%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I           | Research-Driven Pagaya Motor Asset Trust IV                                      | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    171540 | PA      | $170413.38    | 0.01%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I           | Research-Driven Pagaya Motor Trust 2024-1                                        | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184413 | PA      | $185242.81    | 0.01%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE TRUST RMLT_20-1                 | RESIDENTIAL MORTGAGE TRUST RMLT_20-1                                             | CUSIP: 76119CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11150 | PA      | $11080.21     | 0.00%             | 2060-01-26      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                  | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20317.08     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                               | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62733.65     | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                    | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $52215.22     | 0.00%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                    | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31618.13     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                          | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43959.55     | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20681.46     | 0.00%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                       | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26112.04     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $124492.45    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                             | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21105.23     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    307000 | PA      | $316053.90    | 0.02%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1440000 | PA      | $1453450.68   | 0.09%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    254000 | PA      | $257211.15    | 0.02%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                 | Royal Bank of Canada                                                             | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    487000 | PA      | $484646.10    | 0.03%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                       | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47035.86     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                       | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     12719 | NS      | $6646822.21   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SBNA Auto Lease Trust                                | SBNA Auto Lease Trust 2024-A                                                     | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1305368.48   | 0.08%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                | SBNA Auto Lease Trust 2023-A                                                     | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    601162 | PA      | $603237.68    | 0.04%             | 2027-04-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41053.34     | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35260.56     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16727.09     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                             | SPGN 2022-TFLM Mortgage Trust                                                    | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3318089.65   | 0.20%             | 2039-02-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| STAR_22-SFR3                                         | STAR_22-SFR3                                                                     | CUSIP: 78474PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1901580.42   | 0.11%             | 2039-05-17      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                       | Salesforce Inc                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     35854 | NS      | $9498083.14   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein Inc                                     | Henry Schein Inc                                                                 | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     77603 | NS      | $5865234.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                              | Charles Schwab Corp/The                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     54808 | NS      | $5475867.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INT                             | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41568.58     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                             | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $93294.78     | 0.01%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43167.99     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9418.36      | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd              | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     19000 | PA      | $20169.68     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd              | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     12000 | PA      | $12762.90     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                  | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40068.72     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     43000 | PA      | $43717.89     | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     26000 | PA      | $27327.52     | 0.00%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                             | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     15000 | PA      | $15098.07     | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $87790.20     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                             | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $47244.99     | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21029.04     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                  | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18148.83     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    104000 | PA      | $99888.71     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                               | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41366.67     | 0.00%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                             | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52902.96     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                             | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57692.88     | 0.00%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                              | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520262.66    | 0.03%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Block Inc                                            | Block Inc                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     89316 | NS      | $5813578.44   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71745.99     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32639.12     | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25655.22     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                             | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37110.98     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                             | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19410.96     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                             | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45856.00     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                           | Stanley Black & Decker Inc                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     79309 | NS      | $5891072.52   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR PARENT INC                                      | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     88000 | PA      | $94050.09     | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                       | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     95542 | NS      | $8045591.82   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Mortgage Residential Trust                  | Starwood Mortgage Residential Trust 2019-INV1                                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81470 | PA      | $80878.30     | 0.00%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1        | Starwood Mortgage Residential Trust 2020-INV                                     | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47561 | PA      | $46314.52     | 0.00%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4        | STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4                                    | CUSIP: 85573PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525000 | PA      | $407908.94    | 0.02%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40138.66     | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60427.07     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                            | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39994.65     | 0.00%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                               | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $28323.96     | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                              | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86114.02     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                        | Synaptics Inc                                                                    | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15492.38     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                         | Synopsys Inc                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     17176 | NS      | $8067910.72   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                             | Synergy Infrastructure Holdings LLC                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $40546.30     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Inc                                      | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     20405 | NS      | $4143031.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                    | Take-Two Interactive Software Inc                                                | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     19428 | NS      | $4974150.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                              | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42834.78     | 0.00%             | 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        |     42000 | PA      | $43449.43     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                         | Tapestry Inc                                                                     | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     31731 | NS      | $4054269.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMM                                 | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30537.52     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36998.25     | 0.00%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37150.40     | 0.00%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26625.64     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21605.14     | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61349.17     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36037.82     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96353.41     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41933.90     | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                    | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73849.15     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                            | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     31257 | NS      | $14056898.04  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                | Texas Instruments Inc                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     80481 | NS      | $13962648.69  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     19973 | NS      | $11573354.85  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                               | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85090.03     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2014630.76   | 0.12%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     22967 | PA      | $22827.92     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2018-6                                                 | CUSIP: 89176LAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     89007 | PA      | $88599.16     | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2019-HY1                                               | CUSIP: 89177EAA7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    181499 | PA      | $181675.52    | 0.01%             | 2048-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                            | Towd Point Mortgage Trust 2019-HY2                                               | CUSIP: 89177HAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    242732 | PA      | $248268.78    | 0.01%             | 2058-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20384.89     | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     68000 | PA      | $71143.15     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20648.57     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104029.76    | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31729.19     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102570.61    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11410.20     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54209.98     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                              | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71710.43     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                | Transocean Aquila Ltd                                                            | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     33985 | PA      | $34822.22     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                             | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     11000 | PA      | $11065.18     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                             | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     18000 | PA      | $17813.28     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                             | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     34000 | PA      | $34728.80     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                | Tricon American Homes 2020-SFR1                                                  | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $641254.71    | 0.04%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                | TRICON AMERICAN HOMES TAH_20-SFR2                                                | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1021943.81   | 0.06%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                           | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     42000 | PA      | $29427.56     | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                           | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15914.41     | 0.00%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UKG INC                                              | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83422.88     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51698.91     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33538.76     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33020.54     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                     | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52608.49     | 0.00%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                     | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $62895.95     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     32822 | NS      | $2681885.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6256.49      | 0.00%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44966.17     | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $559757.87    | 0.03%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                               | U.S. Treasury Bonds                                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $5675476.56   | 0.34%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55599.48     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                             | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7016.43      | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                           | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2559459.54   | 0.15%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6613.71      | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                               | UnitedHealth Group Inc                                                           | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510472.69    | 0.03%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14411.05     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19298.42     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28991.74     | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                       | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830633 | PA      | $835019.51    | 0.05%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust                            | Upgrade Receivables Trust 2024-1                                                 | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20160 | PA      | $20165.29     | 0.00%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                       | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1106475 | PA      | $1107767.56   | 0.07%             | 2033-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                         | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336037 | PA      | $336185.17    | 0.02%             | 2026-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                         | Upstart Securitization Trust                                                     | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222668 | PA      | $222559.57    | 0.01%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41424.58     | 0.00%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                              | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    138000 | PA      | $124968.79    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                     | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23883.09     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                               | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4952.71      | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27021.72     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27372.59     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58351.52     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124870.38    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17308.28     | 0.00%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22490.44     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20664.63     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45492.99     | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36909.64     | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58961.92     | 0.00%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48736.69     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14528.29     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26855.86     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                               | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52900.63     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                           | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    290624 | NS      | $11837115.52  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Master Trust                                 | Verizon Master Trust                                                             | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1674572.79   | 0.10%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2025-7                                                | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   3365250 | PA      | $3379516.69   | 0.20%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                           | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     29394 | NS      | $13326063.84  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                             | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62126.51     | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2021-R1                                               | CUSIP: 92538BAB9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     53120 | PA      | $52292.10     | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2021-R1                                               | CUSIP: 92538BAC7<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     67286 | PA      | $66269.75     | 0.00%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2657850 | PA      | $2550026.65   | 0.15%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2023-1                                                | CUSIP: 92539BAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    922156 | PA      | $920205.08    | 0.05%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2023-INV1                                             | CUSIP: 92539FAA1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   1929839 | PA      | $1925985.40   | 0.11%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2023-6                                                | CUSIP: 92539XAB0<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-MBS          | CORP              | US        |    369450 | PA      | $373030.07    | 0.02%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2023-8                                                | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    298388 | PA      | $301263.13    | 0.02%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |   1432725 | PA      | $1441736.21   | 0.09%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    979835 | PA      | $991678.98    | 0.06%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   1103439 | PA      | $1118977.11   | 0.07%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     56000 | PA      | $59933.08     | 0.00%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                   | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     76000 | PA      | $77276.19     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                             | Virgin Media Finance PLC                                                         | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     27000 | PA      | $23803.80     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                             | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $41388.57     | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                             | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $28771.21     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                             | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     57664 | NS      | $20223341.44  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VISIO_19-2                                           | VISIO_19-2                                                                       | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22079 | PA      | $21930.75     | 0.00%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                          | VISIO_20-1R                                                                      | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53011 | PA      | $51369.53     | 0.00%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                          | VISIO_20-1R                                                                      | CUSIP: 92837MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61846 | PA      | $60044.51     | 0.00%             | 2055-11-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17009.92     | 0.00%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38983.72     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79532.78     | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76864.66     | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2        | VISTA POINT SECURITIZATION TRUST VSTA_25-CES2                                    | CUSIP: 92842UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1936775 | PA      | $1947421.95   | 0.12%             | 2055-08-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST VSTA_25-CES2        | VISTA POINT SECURITIZATION TRUST VSTA_25-CES2                                    | CUSIP: 92842UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1450000 | PA      | $1467435.24   | 0.09%             | 2055-08-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                     | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     63000 | PA      | $58214.22     | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                | VOLT CII LLC                                                                     | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284845 | PA      | $284874.24    | 0.02%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                        | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38646.34     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                   | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41366.26     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    124000 | PA      | $117745.80    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12985.95     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13326.00     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85123.47     | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                          | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    102862 | NS      | $11459855.42  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                          | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    641000 | PA      | $659269.85    | 0.04%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                 | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     26346 | NS      | $5788479.66   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE PRO USA INC                                    | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54678.41     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                             | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $102607.10    | 0.01%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                     | Wells Fargo & Co                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    176590 | NS      | $16458188.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2078747.94   | 0.12%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29447.15     | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11371.98     | 0.00%             | 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        |     47000 | PA      | $49223.94     | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65739.77     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    764000 | PA      | $809864.05    | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                       | Westlake Flooring Master Trust                                                   | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $826319.09    | 0.05%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WEX INC                                              | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52260.33     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                       | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7999.24      | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                       | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7758.71      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                             | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65119.64     | 0.00%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12375.58     | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31026.79     | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                             | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41983.08     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                              | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29721.63     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                 | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52680.79     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                     | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25752.26     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32493.34     | 0.00%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24140.94     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                               | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51500.99     | 0.00%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16147.07     | 0.00%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89340.60     | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                        | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69821.17     | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     58177 | NS      | $5231275.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                              | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $93591.76     | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                      | DCERT BUYER INC                                                                  | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     12000 | PA      | $10747.56     | 0.00%             | 2029-02-19      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                        | TRUIST INSURANCE HOLDINGS LLC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13036 | PA      | $13176.97     | 0.00%             | 2032-03-08      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                | ELLUCIAN HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     20000 | PA      | $20131.20     | 0.00%             | 2032-11-14      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                  | Ascend Learning LLC 2025 Repriced Term Loan B                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     52170 | PA      | $52291.22     | 0.00%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -211 | NC      | $34231.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                              | Aon PLC                                                                          | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     28517 | NS      | $10063078.96  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                       | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10601 | NS      | $3376524.51   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                                  | TE Connectivity PLC                                                              | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     51714 | NS      | $11765452.14  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -346 | NC      | $-14138.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       787 | NC      | $-541661.54   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       276 | NC      | $-292710.70   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US ULTRA 10YR NOTE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        31 | NC      | $-12905.67    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                               | US ULTRA T-BOND MAR 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       224 | NC      | $-442342.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager