# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001410368-26-018881
**Filing Date:** 2026-2
**Character Count:** 333439
**Document Hash:** 736802c474c8375b39ea9463a8c03744
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-018881.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-018881

**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:** 26684861

**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

### CTIVP - TCW Core Plus Bond Fund (Series ID: S000028698)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000087814 | CTIVP - TCW Core Plus Bond Fund Class 1 |  |
| C000087815 | CTIVP - TCW Core Plus Bond 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:** CTIVP - TCW Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000028698

- **c. LEI of Series:** 7J8XS1OPHZ7H8XMH2936

**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:** $3240767285.12

**Total Liabilities:** $318112061.82

**Net Assets:** $2922655223.30

**Delayed Delivery Securities:** $306753277.22

**Stand-by Commitments:** $1378138.40

**Cash Not Reported:** $1209504.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 145691.27000000 | **1-Year:** 18291.82000000 | **5-Year:** 61010.56000000 | **10-Year:** 176806.83000000 | **30-Year:** 551401.81000000

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

- **3-Month:** 91.83000000 | **1-Year:** 5157.77000000 | **5-Year:** 19138.58000000 | **10-Year:** 31564.43000000 | **30-Year:** 65842.33000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087814 | 0.65%                | 0.65%                | -0.21%               |
| Class ID C000087815 | 0.54%                | 0.65%                | -0.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2655589.98              | $6175620.25                                |
| Month 2  | $3696888.34              | $2141448.58                                |
| Month 3  | $-838037.80              | $-13363940.19                              |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                         | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                       | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     94547 | PA      | $94606.55     | 0.00%             | 2028-12-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                 | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $226498.61    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    184339 | PA      | $184676.61    | 0.01%             | 2028-07-31      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                               | ADMI Corp 2021 Term Loan B2                                                     | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    175672 | PA      | $165790.80    | 0.01%             | 2027-12-23      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6350000 | PA      | $6156456.72   | 0.21%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                         | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7600000 | PA      | $7463855.12   | 0.26%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                                        | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6150000 | PA      | $6154407.09   | 0.21%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                         | Allegro CLO X Ltd                                                               | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |   2879317 | PA      | $2879314.11   | 0.10%             | 2032-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                     | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2345714.28   | 0.08%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12725000 | PA      | $10283339.98  | 0.35%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12175000 | PA      | $10290728.58  | 0.35%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16625000 | PA      | $14702085.00  | 0.50%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10550000 | PA      | $9752568.33   | 0.33%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34625000 | PA      | $31899633.70  | 1.09%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15400000 | PA      | $14605738.22  | 0.50%             | 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        |  15950000 | PA      | $15569467.61  | 0.53%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10675000 | PA      | $10644976.56  | 0.36%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25349.56     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                    | Alpha Generation LLC Term Loan B                                                | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    615945 | PA      | $617546.83    | 0.02%             | 2031-09-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     62630 | PA      | $64422.42     | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     83975 | PA      | $80533.33     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2006-HY12                                                | CUSIP: 02146PAF2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   2235481 | PA      | $2090461.22   | 0.07%             | 2036-08-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                             | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1189000 | PA      | $915326.31    | 0.03%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4567458.94   | 0.16%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |   3650000 | PA      | $3328173.19   | 0.11%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4390000 | PA      | $4358396.60   | 0.15%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2050080.19   | 0.07%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2345853.79   | 0.08%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1905000 | PA      | $1703106.64   | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   8468000 | PA      | $7770045.08   | 0.27%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    488000 | PA      | $504781.56    | 0.02%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    544000 | PA      | $579666.05    | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2534276.81   | 0.09%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | AMMC Clo 28 Ltd                                                                 | CUSIP: 03166HAA4<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |   9100000 | PA      | $9123559.90   | 0.31%             | 2037-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                        | AmWINS Group Inc 2025 Term Loan B                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    351173 | PA      | $352051.15    | 0.01%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2022-1                                                 | CUSIP: 03464BAA6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   6158815 | PA      | $5868217.20   | 0.20%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   3636678 | PA      | $3117324.40   | 0.11%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1606695.19   | 0.05%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1414237.29   | 0.05%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2800553.70   | 0.10%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                    | Appalachian Power Co                                                            | CUSIP: 037735BZ9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3412400.13   | 0.12%             | 2033-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                    | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4218978.24   | 0.14%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                        | Arches Buyer Inc 2021 Term Loan B                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    261127 | PA      | $261487.72    | 0.01%             | 2027-12-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    445000 | PA      | $406961.68    | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                 | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |    401000 | PA      | $434450.66    | 0.01%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                           | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1673555.52   | 0.06%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                           | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1524209.16   | 0.05%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RET7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3767676.61   | 0.13%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2035000 | PA      | $2011938.36   | 0.07%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1492000 | PA      | $1447425.04   | 0.05%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                          | BCAP LLC Trust 2007-AA1                                                         | CUSIP: 05530PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3695362 | PA      | $3390243.79   | 0.12%             | 2037-03-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                       | BCPE North Star US HoldCo 2 Inc Term Loan                                       | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    388845 | PA      | $386737.93    | 0.01%             | 2028-06-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                      | BX Trust 2019-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1277480.59   | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                             | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6757056.60   | 0.23%             | 2036-08-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2022-CSMO                                          | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6925000 | PA      | $6924995.85   | 0.24%             | 2027-06-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2022-CSMO                                          | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4080000 | PA      | $4087556.57   | 0.14%             | 2027-06-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VOLT                                                              | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4394514.08   | 0.15%             | 2044-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2021-6 Ltd                                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8754830.00   | 0.30%             | 2034-10-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4972000 | PA      | $4949292.00   | 0.17%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11220000 | PA      | $11075401.11  | 0.38%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1792638.07   | 0.06%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3624044.33   | 0.12%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2581586.58   | 0.09%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   7482000 | PA      | $6850386.61   | 0.23%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer US Finance II LLC                                                         | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    442000 | PA      | $375086.94    | 0.01%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $421097.15    | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $643850.08    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2809887.72   | 0.10%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2981000 | PA      | $2976904.79   | 0.10%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    271000 | PA      | $271084.48    | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                         | Blackhawk Network Holdings Inc 2025 Term Loan B                                 | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    500000 | PA      | $501875.00    | 0.02%             | 2029-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO XXX Ltd                                                        | CUSIP: 09630QAW1<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   7775000 | PA      | $7789189.38   | 0.27%             | 2035-04-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                           | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    925000 | PA      | $934652.95    | 0.03%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                           | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1682000 | PA      | $1733100.31   | 0.06%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2025-VLT7                                                              | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4206901.02   | 0.14%             | 2044-07-15      | Floating      | 5.75%                 | 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        |    500000 | PA      | $495892.36    | 0.02%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc Term Loan B                                                     | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166308 | PA      | $44487.34     | 0.00%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4425531.77   | 0.15%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2019-R4                                                               | CUSIP: 12556FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4432860 | PA      | $4201528.08   | 0.14%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2020-R3                                                               | CUSIP: 12559NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4338758 | PA      | $4292947.37   | 0.15%             | 2060-01-26      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2020-R6                                                               | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400105 | PA      | $3169786.08   | 0.11%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2020-R7                                                               | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5062393 | PA      | $4718823.68   | 0.16%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2021-R3                                                               | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6052120 | PA      | $5649790.58   | 0.19%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2023-R1                                                               | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11104219 | PA      | $11166335.17  | 0.38%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM TRUST 2025-R1                                                               | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8173789 | PA      | $8149679.25   | 0.28%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust 2021-R5                                                               | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6333347 | PA      | $5639974.00   | 0.19%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3131000 | PA      | $2068619.82   | 0.07%             | 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        |    600000 | PA      | $220199.98    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $243402.53    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2097175.00   | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8820641 | PA      | $8085539.10   | 0.28%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3767962 | PA      | $3649094.94   | 0.12%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CSMCM Trust Certificates                                                | CSMCM 2021-RPL11 Trust                                                          | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352273 | PA      | $277397.01    | 0.01%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2021-RPL11 Trust                                                           | CUSIP: 12659AAH9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8339556 | PA      | $7002075.30   | 0.24%             | 2061-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    775000 | PA      | $762678.67    | 0.03%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1053120.14   | 0.04%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    670000 | PA      | $632784.55    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    374000 | PA      | $385194.67    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1709655.54   | 0.06%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2005-76                                                  | CUSIP: 12668BDC4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1669097 | PA      | $1571040.39   | 0.05%             | 2036-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                     | Calpine Corporation 2024 Term Loan B10                                          | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    883867 | PA      | $883769.83    | 0.03%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                | Castlelake Aircraft Structured Trust 2025-2                                     | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2751638 | PA      | $2783504.95   | 0.10%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                  | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2214943.58   | 0.08%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1218112.33   | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1046752.35   | 0.04%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165000 | PA      | $875970.00    | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $17432.68     | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1505092.13   | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1337615.02   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1697985.11   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust Series 2025-2                                 | CUSIP: 16159VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9369197 | PA      | $9421970.22   | 0.32%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195147.54    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3055369.12   | 0.10%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LOAN TR                                        | CITIMORTGAGE ALTERNATIVE LOAN TR                                                | CUSIP: 18974BAM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    761835 | PA      | $676409.19    | 0.02%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3095892.45   | 0.11%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710000 | PA      | $2638665.75   | 0.09%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                 | Colombia Government International Bonds                                         | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    922000 | PA      | $982146.99    | 0.03%             | 2035-11-14      | Fixed         | 8.00%                 | 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        | 305961863 | NS      | $305870074.86 | 10.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753XAB0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5134848.00   | 0.18%             | 2042-03-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC        | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2590000 | PA      | $2650646.15   | 0.09%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  42125000 | PA      | $36329521.70  | 1.24%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23100000 | PA      | $21018278.59  | 0.72%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15975000 | PA      | $15088262.74  | 0.52%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14975000 | PA      | $14584246.09  | 0.50%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38575000 | PA      | $38483825.29  | 1.32%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14500000 | PA      | $14640597.66  | 0.50%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSFB_04-AR5                                                             | CSFB_04-AR5                                                                     | CUSIP: 22541SHZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23796 | PA      | $23879.99     | 0.00%             | 2034-06-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2024-H7 Mortgage Trust                                                    | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6693957 | PA      | $6754652.78   | 0.23%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3399068 | PA      | $3420912.03   | 0.12%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1194000 | PA      | $1067200.02   | 0.04%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                   | CWABS Asset-Backed Certificates Trust 2006-14                                   | CUSIP: 23243LAD4<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |   1046607 | PA      | $1028334.91   | 0.04%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                      | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4380000 | PA      | $4468587.55   | 0.15%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                     | DBGS 2021-W52 Mortgage Trust                                                    | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5725000 | PA      | $5719776.51   | 0.20%             | 2039-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                          | DTI Holdco Inc 2025 Term Loan B                                                 | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    212352 | PA      | $197525.70    | 0.01%             | 2029-04-26      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                                           | DailyPay Securitization Trust 2025-1                                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2840000 | PA      | $2856936.06   | 0.10%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                     | DataBank Issuer                                                                 | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4230787.45   | 0.14%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                 | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3685000 | PA      | $3640224.61   | 0.12%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                 | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6040200 | PA      | $5817818.83   | 0.20%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3170658.80   | 0.11%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 40 Senior Loan Fund                                                      | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   2522091 | PA      | $2523117.13   | 0.09%             | 2031-08-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 45 Senior Loan Fund                                                      | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   7800000 | PA      | $7803634.80   | 0.27%             | 2030-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387744.12    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                 | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    385000 | PA      | $415703.08    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                        | EOC Borrower LLC Term Loan A                                                    | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    152450 | PA      | $152450.49    | 0.01%             | 2028-03-24      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                    | East Ohio Gas Co/The                                                            | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1822213.01   | 0.06%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    280000 | PA      | $299075.39    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                        | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    810000 | PA      | $940099.06    | 0.03%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                          | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1442943.58   | 0.05%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2458000 | PA      | $2178484.00   | 0.07%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp                                                                    | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3522812.10   | 0.12%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3156389.58   | 0.11%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2885246.09   | 0.10%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    723000 | PA      | $642312.31    | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    820000 | PA      | $819371.30    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8960000 | PA      | $8614280.45   | 0.29%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                | Farmers Exchange Capital                                                        | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3382922.84   | 0.12%             | 2028-07-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                 | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3751578.87   | 0.13%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUU87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245495 | PA      | $241910.84    | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                | CUSIP: 3128K9Q49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6307 | PA      | $6678.17      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128K9SR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5099 | PA      | $5328.92      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270418 | PA      | $274953.19    | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7HE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71657 | PA      | $72361.02     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128M96X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2445559 | PA      | $2390004.15   | 0.08%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4093841 | PA      | $3908197.51   | 0.13%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    932163 | PA      | $889892.70    | 0.03%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164575 | PA      | $160781.85    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1947335 | PA      | $1833637.38   | 0.06%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322843 | PA      | $328073.61    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1228079 | PA      | $1220178.98   | 0.04%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674251 | PA      | $683926.17    | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192205 | PA      | $200488.19    | 0.01%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED HM LN PC POOL G08438 FG 03/41 FIXED 4.5                             | FREDDIE MAC GOLD                                                                | CUSIP: 3128MJPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1894090 | PA      | $1908036.51   | 0.07%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    662182 | PA      | $627766.16    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1368765 | PA      | $1299310.51   | 0.04%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2661765 | PA      | $2414472.28   | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1564059 | PA      | $1480342.95   | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1184855 | PA      | $1076256.54   | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2649465 | PA      | $2406627.27   | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3882554 | PA      | $3511246.63   | 0.12%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3819420 | PA      | $3467123.31   | 0.12%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16591 | PA      | $17081.05     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                | CUSIP: 3129324M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52369 | PA      | $54972.26     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                | CUSIP: 312936Y50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19796 | PA      | $20380.63     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | FREDDIE MAC GOLD                                                                | CUSIP: 312938UD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73131 | PA      | $76285.81     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1761284 | PA      | $1599216.52   | 0.05%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220626 | PA      | $213187.23    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7527975 | PA      | $6813647.64   | 0.23%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DQK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9168573 | PA      | $8181520.42   | 0.28%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7333747 | PA      | $6901223.46   | 0.24%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14060008 | PA      | $11400964.68  | 0.39%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25934188 | PA      | $21025437.50  | 0.72%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9793643 | PA      | $8326451.83   | 0.28%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5708386 | PA      | $4627024.42   | 0.16%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11003022 | PA      | $9766186.20   | 0.33%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17991542 | PA      | $15942727.12  | 0.55%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28185100 | PA      | $26885791.82  | 0.92%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18672408 | PA      | $18301011.74  | 0.63%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2926187 | PA      | $2711894.05   | 0.09%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16059330 | PA      | $15751510.39  | 0.54%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6155559 | PA      | $5704769.81   | 0.20%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11900518 | PA      | $11357301.32  | 0.39%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9761604 | PA      | $9312992.02   | 0.32%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3035772 | PA      | $2975078.67   | 0.10%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9488585 | PA      | $9298883.30   | 0.32%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7604048 | PA      | $7732772.24   | 0.26%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1131252 | PA      | $1147355.53   | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                | CUSIP: 3132GDHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24825 | PA      | $25557.65     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                | CUSIP: 3132GEQA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21899 | PA      | $22514.53     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_360                                              | FREDDIEMAC STRIP FHSTR_360                                                      | CUSIP: 3132J0US4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1073285 | PA      | $955484.92    | 0.03%             | 2047-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                        | FREDDIE MAC GOLD                                                                | CUSIP: 3132JBH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1949869 | PA      | $1799759.52   | 0.06%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9218218 | PA      | $8714128.45   | 0.30%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    743017 | PA      | $720380.62    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    683620 | PA      | $646698.12    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 31335ACR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2362344 | PA      | $2247133.39   | 0.08%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133C6EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5939901 | PA      | $5947818.83   | 0.20%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136ACH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1213147 | PA      | $1178072.28   | 0.04%             | 2042-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136AD3D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95015 | PA      | $8298.21      | 0.00%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA_13-81                                                              | FNMA_13-81                                                                      | CUSIP: 3136AFD68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     32219 | PA      | $463.50       | 0.00%             | 2042-10-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B2YM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332129 | PA      | $330628.61    | 0.01%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B3A34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1032850 | PA      | $945794.29    | 0.03%             | 2049-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B3SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226350 | PA      | $225101.31    | 0.01%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B3WS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467876 | PA      | $427522.07    | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4093                       | FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4093                               | CUSIP: 3137AST20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2157500 | PA      | $348999.79    | 0.01%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4765                                                  | FREDDIE MAC FHLMC_4765                                                          | CUSIP: 3137FEQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3414252 | PA      | $2721494.97   | 0.09%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1286742 | PA      | $1293924.85   | 0.04%             | 2054-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138ELXR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285351 | PA      | $300917.86    | 0.01%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138ERDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999189 | PA      | $1001478.38   | 0.03%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AL8994 FN 09/45 FIXED VAR                                     | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138ET7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    677835 | PA      | $661099.24    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138NYGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1073532 | PA      | $992419.76    | 0.03%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138W9GN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381646 | PA      | $352609.27    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138W9GP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393044 | PA      | $363140.00    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AS0361 FN 09/43 FIXED 4                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138W9MK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3372402 | PA      | $3296098.86   | 0.11%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714320 | PA      | $690743.83    | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3138WXG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    199270 | PA      | $183778.01    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138XJ6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1242246 | PA      | $1214135.73   | 0.04%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                          | Fannie Mae-Aces                                                                 | CUSIP: 313920HM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6546 | PA      | $6519.81      | 0.00%             | 2031-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                                    | FANNIE MAE FNMA_06-8                                                            | CUSIP: 31394VV64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    322369 | PA      | $36206.72     | 0.00%             | 2036-03-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2980                                                  | FREDDIE MAC FHLMC_2980                                                          | CUSIP: 31395UF63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    133645 | PA      | $13121.03     | 0.00%             | 2034-11-15      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31401A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5451 | PA      | $5540.67      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2899379 | PA      | $2738432.42   | 0.09%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140KSVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18441936 | PA      | $14922965.01  | 0.51%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11822523 | PA      | $9597803.68   | 0.33%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MMAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3127300 | PA      | $2770843.24   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2064547 | PA      | $2046047.18   | 0.07%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1322036 | PA      | $1245459.16   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q8J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3600784 | PA      | $3391268.89   | 0.12%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1162116 | PA      | $1148031.71   | 0.04%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1565220 | PA      | $1480052.44   | 0.05%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140QCBC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7106222 | PA      | $6435982.33   | 0.22%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QMSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13688019 | PA      | $11779244.63  | 0.40%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3140QMTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14953596 | PA      | $12112140.09  | 0.41%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QMUY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12399019 | PA      | $10670656.41  | 0.37%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7459883 | PA      | $6606884.09   | 0.23%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QNDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14360536 | PA      | $11756190.52  | 0.40%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QNUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16835950 | PA      | $13782568.36  | 0.47%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5909316 | PA      | $5611675.18   | 0.19%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3694465 | PA      | $3613326.74   | 0.12%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XFEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17608722 | PA      | $15123825.95  | 0.52%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21832428 | PA      | $17699999.18  | 0.61%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XNWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9062787 | PA      | $8648427.90   | 0.30%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17097947 | PA      | $17110168.17  | 0.59%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XQN45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15586459 | PA      | $12605601.35  | 0.43%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31415M6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31057 | PA      | $31888.41     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31416CM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52631 | PA      | $55665.49     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31416TNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104785 | PA      | $110469.43    | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31417EEF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    147799 | PA      | $136309.34    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31417FZR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718751 | PA      | $685676.41    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA POOL AC1432 FN 08/39 FIXED 5                                       | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31417KSW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50552 | PA      | $51984.70     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31418AWD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    480585 | PA      | $471671.31    | 0.02%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288207 | PA      | $280617.36    | 0.01%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248679 | PA      | $240545.27    | 0.01%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418BFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357863 | PA      | $350480.67    | 0.01%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2182365 | PA      | $2110003.24   | 0.07%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2117728 | PA      | $2055298.19   | 0.07%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446038 | PA      | $427385.61    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205714 | PA      | $192648.83    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7322 | PA      | $6882.36      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1328602 | PA      | $1169318.93   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2405968 | PA      | $2134194.11   | 0.07%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3139107 | PA      | $2562784.55   | 0.09%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8189250 | PA      | $7224699.75   | 0.25%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8760120 | PA      | $7130855.50   | 0.24%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14108082 | PA      | $12003388.19  | 0.41%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  58905474 | PA      | $50080800.78  | 1.71%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3081008 | PA      | $2732779.69   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7535744 | PA      | $7191776.40   | 0.25%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10772347 | PA      | $10560310.43  | 0.36%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7223375 | PA      | $6399907.14   | 0.22%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EHH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1709471 | PA      | $1584281.16   | 0.05%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418ELU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2226227 | PA      | $2063193.81   | 0.07%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4664482 | PA      | $4450124.44   | 0.15%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5164250 | PA      | $5170601.80   | 0.18%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24764439 | PA      | $24261580.49  | 0.83%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6089566 | PA      | $5963711.80   | 0.20%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6151830 | PA      | $6154639.23   | 0.21%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7194870 | PA      | $7316666.87   | 0.25%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18454384 | PA      | $18758271.74  | 0.64%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31419AVH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587536 | PA      | $621411.85    | 0.02%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5464566 | PA      | $5356405.46   | 0.18%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1909810.52   | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    895000 | PA      | $922699.94    | 0.03%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                           | First Horizon Alternative Mortgage Securities Trust 2005-AA10                   | CUSIP: 32051GA88<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    637594 | PA      | $475118.05    | 0.02%             | 2035-12-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                           | First Horizon Alternative Mortgage Securities Trust 2005-AA7                    | CUSIP: 32051GSQ9<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    434695 | PA      | $383924.09    | 0.01%             | 2035-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                           | First Horizon Alternative Mortgage Securities Trust 2005-AA8                    | CUSIP: 32051GWF8<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |   1272762 | PA      | $691321.70    | 0.02%             | 2035-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                           | First Horizon Alternative Mortgage Securities Trust 2006-FA8                    | CUSIP: 32052DAL5<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |    746297 | PA      | $260901.43    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $851531.17    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1417053.19   | 0.05%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1774568.40   | 0.06%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3672339.24   | 0.13%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                  | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1622857 | PA      | $1600290.19   | 0.05%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1191140.02   | 0.04%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    570000 | PA      | $588575.27    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                                  | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3669038.49   | 0.13%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                                            | Frontier Communications Corp 2025 Term Loan B                                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165456 | PA      | $165198.12    | 0.01%             | 2031-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 36176BCQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89398 | PA      | $86746.92     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 36176FAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63392 | PA      | $64368.70     | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36176FD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5895 | PA      | $5938.95      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 36176W2N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58759 | PA      | $56565.40     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3198723 | PA      | $2980095.85   | 0.10%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    988994 | PA      | $919332.99    | 0.03%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1662132 | PA      | $1655170.48   | 0.06%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179S5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1324567 | PA      | $1316573.17   | 0.05%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654659 | PA      | $668795.17    | 0.02%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1777850 | PA      | $1656334.71   | 0.06%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5666 | PA      | $5809.26      | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1057837 | PA      | $964888.55    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3410568 | PA      | $3105742.62   | 0.11%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2941202 | PA      | $2731543.70   | 0.09%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    673256 | PA      | $670643.63    | 0.02%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2462808 | PA      | $2242864.12   | 0.08%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147872 | PA      | $146701.05    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    676171 | PA      | $651695.43    | 0.02%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TAN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501729 | PA      | $512560.68    | 0.02%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71453 | PA      | $72995.88     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    498392 | PA      | $509155.08    | 0.02%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3522273 | PA      | $3258368.35   | 0.11%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156721 | PA      | $159720.06    | 0.01%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98417 | PA      | $89614.14     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    766877 | PA      | $738425.13    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79705 | PA      | $76733.07     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1085492 | PA      | $959667.78    | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2830153 | PA      | $2720004.18   | 0.09%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179UVX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400572 | PA      | $360135.61    | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16837690 | PA      | $16017095.45  | 0.55%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7765667 | PA      | $7855924.45   | 0.27%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14532919 | PA      | $14170802.03  | 0.48%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    870000 | PA      | $892741.23    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |   3030000 | PA      | $2898268.40   | 0.10%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                                    | GMACM Mortgage Loan Trust 2005-AR6                                              | CUSIP: 36185MBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100691 | PA      | $786783.01    | 0.03%             | 2035-11-19      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13229262 | PA      | $12899625.46  | 0.44%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36202F2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28394 | PA      | $28584.36     | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 3620A9TT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26918 | PA      | $27466.37     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                 | GSR Mortgage Loan Trust 2005-AR6                                                | CUSIP: 362341SF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89343 | PA      | $80673.88     | 0.00%             | 2035-09-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                        | GWT 2024-WLF2                                                                   | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4437000 | PA      | $4449419.16   | 0.15%             | 2041-05-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36241KDH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11652 | PA      | $11969.26     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 36241LDX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13131 | PA      | $13177.51     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 36241LLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30413 | PA      | $29539.70     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 36241LP42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23048 | PA      | $22381.76     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 36241LPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55141 | PA      | $53540.97     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                                      | CUSIP: 36241LU87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33345 | PA      | $32375.10     | 0.00%             | 2041-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2018-RPL1                                   | CUSIP: 36256BAC4<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |   2483354 | PA      | $2455390.41   | 0.08%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                               | CUSIP: 36296QLD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28688 | PA      | $29257.19     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                  | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    297855 | PA      | $269835.53    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                     | General Electric Co                                                             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1888082.87   | 0.06%             | 2026-05-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                        | Getty Images Inc                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478584.27    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492519.12    | 0.02%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    520000 | PA      | $540032.14    | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12950000 | PA      | $12883267.46  | 0.44%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1072994.60   | 0.04%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5110670.47   | 0.17%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38374NDU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11830 | PA      | $9884.42      | 0.00%             | 2036-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38378BRQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    257140 | PA      | $2.57         | 0.00%             | 2052-04-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38380RNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4203937 | PA      | $3124090.21   | 0.11%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38380RTP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2864641 | PA      | $2195909.30   | 0.08%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38380RVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3111319 | PA      | $2269483.51   | 0.08%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38380RXJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18866673 | PA      | $1552536.61   | 0.05%             | 2063-03-16      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                 | Grand Canyon University                                                         | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $453405.58    | 0.02%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                 | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     96000 | PA      | $97040.45     | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2582767.46   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    766000 | PA      | $736805.68    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                      | HDI Aerospace Intermediate Holding III Corporation Term Loan B                  | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |    338300 | PA      | $339568.63    | 0.01%             | 2032-02-11      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                          | HarborView Mortgage Loan Trust 2006-10                                          | CUSIP: 41162CAA9<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   7419124 | PA      | $5993902.90   | 0.21%             | 2036-11-19      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   2367000 | PA      | $2355505.97   | 0.08%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |   2898000 | PA      | $2859077.17   | 0.10%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A1                                          | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    980642 | PA      | $968383.51    | 0.03%             | 2027-08-20      | Floating      | 4.56%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A2                                          | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    980642 | PA      | $968383.51    | 0.03%             | 2027-02-22      | Floating      | 4.56%                 | No            |                  3 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc 2024 Term Loan A3                                     | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |   1979146 | PA      | $1944511.07   | 0.07%             | 2029-03-01      | Floating      | 4.72%                 | No            |                  3 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1703854 | PA      | $1713463.91   | 0.06%             | 2030-11-08      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   2477000 | PA      | $2366148.86   | 0.08%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      3000 | PA      | $2774.56      | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    944000 | PA      | $801460.20    | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards 2019-30HY Mortgage Trust                                           | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2770000 | PA      | $2645982.39   | 0.09%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1351196.26   | 0.05%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3117856.18   | 0.11%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                          | ICG US CLO 2016-1 Ltd                                                           | CUSIP: 44931NBE0<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |   7350000 | PA      | $7352521.05   | 0.25%             | 2034-04-29      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1037724.57   | 0.04%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1349121.48   | 0.05%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    238000 | PA      | $237027.00    | 0.01%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC 2023 Term Loan                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    128310 | PA      | $119007.22    | 0.00%             | 2028-05-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                        | IndyMac INDX Mortgage Loan Trust 2006-AR27                                      | CUSIP: 45661LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3036966 | PA      | $1232655.28   | 0.04%             | 2036-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1398834.16   | 0.05%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1386347.80   | 0.05%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441296.42    | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   3915000 | PA      | $3531129.13   | 0.12%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                          | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    370000 | PA      | $283974.62    | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                | Interstate Power and Light Co                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2889034.45   | 0.10%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                               | Invitation Homes Operating Partnership LP 2024 Term Loan                        | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |   2810347 | PA      | $2803321.54   | 0.10%             | 2028-09-09      | Floating      | 4.91%                 | No            |                  3 | On Loan: No      |
| ION PLAT FIN US/SARL                                                    | ION Platform Finance US Inc / ION Platform Finance SARL                         | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $470815.68    | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $6115185.82   | 0.21%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2076000 | PA      | $2133079.25   | 0.07%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                           | JGWPT XXXII LLC                                                                 | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |   1535849 | PA      | $1397236.48   | 0.05%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                     | JP Morgan Mortgage Acquisition Corp 2006-FRE1                                   | CUSIP: 46626LFN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889004 | PA      | $884006.74    | 0.03%             | 2035-05-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2200875.20   | 0.08%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4459229.09   | 0.15%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $3902497.53   | 0.13%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2262570.37   | 0.08%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    545000 | PA      | $570120.25    | 0.02%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                 | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2569354.98   | 0.09%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |   5317474 | PA      | $5367185.17   | 0.18%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                   | Jane Street Group LLC 2024 Term Loan B1                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    487411 | PA      | $484754.54    | 0.02%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                       | Japan Tobacco Inc                                                               | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    660000 | PA      | $684298.35    | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1471000 | PA      | $1622353.85   | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                    | Kelso Industries LLC Term Loan                                                  | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    356358 | PA      | $355467.53    | 0.01%             | 2029-12-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                    | Kelso Industries LLC Delayed Draw Term Loan                                     | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7729 | PA      | $7709.57      | 0.00%             | 2029-12-30      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                   | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6339850.72   | 0.22%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                              | KUEHG Corp 2025 Term Loan                                                       | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    162374 | PA      | $157272.37    | 0.01%             | 2030-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                     | LCM 35 Ltd                                                                      | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   7300000 | PA      | $7281823.00   | 0.25%             | 2034-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Lamar Consolidated Independent School District                          | LAMAR TX CONSOL INDEP SCH DIST                                                  | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    480000 | PA      | $494215.39    | 0.02%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2937849.25   | 0.10%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |   1895000 | PA      | $1655310.72   | 0.06%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                    | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212045.95    | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                          | Long Beach Mortgage Loan Trust 2006-10                                          | CUSIP: 54251YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3380704 | PA      | $2403714.45   | 0.08%             | 2036-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                            | MKT 2020-525M Mortgage Trust                                                    | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2035000 | PA      | $1840791.81   | 0.06%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                    | MAD Commercial Mortgage Trust 2025-11MD                                         | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2940000 | PA      | $2966723.13   | 0.10%             | 2042-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXXVI Ltd                                                  | CUSIP: 55819PBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001665.00   | 0.17%             | 2035-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    341000 | PA      | $225355.24    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    532000 | PA      | $375755.22    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                            | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2508293.47   | 0.09%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    710000 | PA      | $654993.21    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                       | Magnetite XXV Ltd                                                               | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |   3805121 | PA      | $3806430.00   | 0.13%             | 2032-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                             | Magnite Inc 2025 Repriced Term Loan B                                           | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    413395 | PA      | $411845.02    | 0.01%             | 2031-02-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                              | MajorDrive Holdings IV LLC Term Loan B                                          | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    105350 | PA      | $95341.54     | 0.00%             | 2028-06-01      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                          | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470000 | PA      | $3340193.20   | 0.11%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                             | McAfee LLC 2024 USD 1st Lien Term Loan B                                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     92089 | PA      | $84693.17     | 0.00%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                         | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3881418.36   | 0.13%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                               | MEDINA VLY TX INDEP SCH DIST                                                    | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $559864.75    | 0.02%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 5901886X1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003363.30   | 0.03%             | 2026-12-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                        | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2                  | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590947 | PA      | $1167421.61   | 0.04%             | 2037-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Backed Securities Trust                          | Merrill Lynch Mortgage Backed Securities Trust Series 2007-2                    | CUSIP: 59025GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443785 | PA      | $383528.75    | 0.01%             | 2036-08-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P4R6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    930000 | PA      | $859352.55    | 0.03%             | 2034-10-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC                                                                   | CUSIP: 60783LAJ9<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    134809 | PA      | $131295.13    | 0.00%             | 2026-02-22      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | ModivCare Inc                                                                   | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |   2905350 | PA      | $3776.96      | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2461150.65   | 0.08%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                      | Morgan Stanley Mortgage Loan Trust 2005-2AR                                     | CUSIP: 61745M4E0<br>LEI: 549300M91PFQR7JLJ570 | Long             | ABS-MBS          | CORP              | US        |    207431 | PA      | $207283.00    | 0.01%             | 2035-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $757859.38    | 0.03%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4406440.01   | 0.15%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3441103.30   | 0.12%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175497.10    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM10                       | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8022615.20   | 0.27%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                        | MortgageIT Trust 2005-4                                                         | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428529 | PA      | $429980.53    | 0.01%             | 2035-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2025 FLSO Term Loan                                             | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    446135 | PA      | $293333.75    | 0.01%             | 2029-01-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2025 FLTO Term Loan                                             | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     76360 | PA      | $19408.30     | 0.00%             | 2030-01-24      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2022-NQM4                                   | CUSIP: 64831UAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |  13345077 | PA      | $13298673.05  | 0.46%             | 2062-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                     | New Residential Mortgage Loan Trust 2024-NQM2                                   | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   5729875 | PA      | $5765399.51   | 0.20%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971XQZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1587604.80   | 0.05%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971XU97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1285000 | PA      | $1314163.20   | 0.04%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                      | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1294726.36   | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                            | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $735594.43    | 0.03%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                            | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2784845.55   | 0.10%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1081071.75   | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX 2021-NQM2 Trust                                                             | CUSIP: 670857AA9<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   6943607 | PA      | $5794567.53   | 0.20%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                  | NYC Commercial Mortgage Trust 2025-1155                                         | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5143000 | PA      | $5264079.08   | 0.18%             | 2042-06-10      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 51 LTD OCT51_21-1A                          | OCTAGON INVESTMENT PARTNERS 51 LTD OCT51_21-1A                                  | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   7215000 | PA      | $7217518.04   | 0.25%             | 2034-07-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                 | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3120449.71   | 0.11%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                          | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1301910.43   | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $46561.49     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $676149.58    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $889068.23    | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    585000 | PA      | $364138.30    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    745000 | PA      | $619836.15    | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6760102.41   | 0.23%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1762500 | PA      | $1595407.44   | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | Oregon Tool Lux LP                                                              | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    413573 | PA      | $91004.42     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                          | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2288422.51   | 0.08%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $367332.49    | 0.01%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    425000 | PA      | $480811.68    | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                             | PRKCM 2021-AFC2 Trust                                                           | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8497380 | PA      | $7609468.42   | 0.26%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                 | PFP 2025-12 Ltd                                                                 | CUSIP: 69382JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4820000 | PA      | $4820009.16   | 0.16%             | 2042-12-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-RPL3 LLC                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6418929 | PA      | $6205716.02   | 0.21%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                                 | Nuvei Technologies Corp 2025 Repriced Term Loan B                               | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    248128 | PA      | $248205.03    | 0.01%             | 2031-11-17      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                | Papa John's International Inc                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62044.07     | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd 2021-2                               | CUSIP: 70018QAL9<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |   6900000 | PA      | $6902311.50   | 0.24%             | 2034-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                    | Pelican Products Inc 2021 Term Loan                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |    349020 | PA      | $314554.38    | 0.01%             | 2028-12-29      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                                | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6807001.28   | 0.23%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    296000 | PA      | $242200.37    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                              | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |   1475000 | PA      | $1326552.02   | 0.05%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                 | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1402382.66   | 0.05%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2429316.39   | 0.08%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $4258717.17   | 0.15%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                          | KFC Holding Co 2021 Term Loan B                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |    390956 | PA      | $391566.26    | 0.01%             | 2028-03-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                        | Plano HoldCo Inc Term Loan B                                                    | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    104212 | PA      | $100825.59    | 0.00%             | 2031-10-02      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                                     | Planview Parent Inc 2024 1st Lien Term Loan                                     | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    174524 | PA      | $166942.60    | 0.01%             | 2027-12-17      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                    | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   3974691 | PA      | $3983688.01   | 0.14%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                     | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |   2894000 | PA      | $3250166.86   | 0.11%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIATE HOLDI                                        | PROJECT ALPHA INTERMEDIATE HOLDI                                                | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    406878 | PA      | $405978.82    | 0.01%             | 2033-05-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                   | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7007683 | PA      | $6613500.69   | 0.23%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                 | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3765398.97   | 0.13%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_25-CES6-A1B                                    | RCKT MORTGAGE TRUST RCKT_25-CES6-A1B                                            | CUSIP: 748949AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6611728 | PA      | $6694581.30   | 0.23%             | 2055-06-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2024-CES8                                                   | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7458300 | PA      | $7512166.12   | 0.26%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6357721 | PA      | $6422784.90   | 0.22%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                  | RR 16 Ltd                                                                       | CUSIP: 74971CAL7<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   7192500 | PA      | $7196160.98   | 0.25%             | 2036-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                        | Red Ventures LLC 2024 Term Loan B                                               | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |    343116 | PA      | $328749.58    | 0.01%             | 2030-03-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                                 | Regatta 32 Funding Ltd                                                          | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7022764.00   | 0.24%             | 2038-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                        | RALI Series 2005-QA8 Trust                                                      | CUSIP: 761118BS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749737 | PA      | $373952.28    | 0.01%             | 2035-07-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    415000 | PA      | $363627.90    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2022-1 Ltd                                                   | CUSIP: 77340JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7508662.50   | 0.26%             | 2035-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SLC Student Loan Trust                                                  | SLC Student Loan Trust 2006-1                                                   | CUSIP: 784427AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149493 | PA      | $134610.60    | 0.00%             | 2055-03-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2007-7                                                   | CUSIP: 78444EAD1<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |   1400315 | PA      | $1386326.42   | 0.05%             | 2049-01-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2007-7                                                   | CUSIP: 78444EAE9<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |   1990000 | PA      | $2046743.26   | 0.07%             | 2070-10-27      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |   5860000 | PA      | $6152012.59   | 0.21%             | 2073-07-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-4                                                   | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |    401001 | PA      | $402215.90    | 0.01%             | 2022-07-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                    | SMRT 2022-MINI                                                                  | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5607000 | PA      | $5523103.58   | 0.19%             | 2039-01-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                 | Saluda Grade Alternative Mortgage Trust 2025-LOC4                               | CUSIP: 79589VAN4<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |   7545000 | PA      | $7557006.61   | 0.26%             | 2055-06-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $321295.10    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1035000 | PA      | $1017079.04   | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                   | Scripps Escrow II Inc                                                           | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $148889.46    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1329672.81   | 0.05%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                         | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    570000 | PA      | $589172.75    | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                         | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    865000 | PA      | $865610.49    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                         | South Field LLC 2025 1st Lien Term Loan B                                       | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    186076 | PA      | $187239.28    | 0.01%             | 2031-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                     | Spectrum Brands Inc                                                             | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    412000 | PA      | $335426.69    | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |   2196000 | PA      | $2209614.82   | 0.08%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                     | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4141847 | PA      | $3675185.85   | 0.13%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                               | Structured Asset Mortgage Investments II Trust 2006-AR3                         | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3841933 | PA      | $3219460.77   | 0.11%             | 2036-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                      | STWD 2025-FL4 LLC                                                               | CUSIP: 863922AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4345000 | PA      | $4347707.37   | 0.15%             | 2042-11-19      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $920177.56    | 0.03%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1763866.45   | 0.06%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                  | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7310000 | PA      | $7182175.15   | 0.25%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2616580.68   | 0.09%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1965004.63   | 0.07%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                 | TRTX 2025-FL7 Issuer Ltd                                                        | CUSIP: 87277LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $2949996.76   | 0.10%             | 2043-06-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3253382.43   | 0.11%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Technimark Holdings LLC                                                 | Technimark Holdings LLC 2024 Term Loan                                          | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243581 | PA      | $241220.49    | 0.01%             | 2031-04-14      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                           | Vistra Operations Company LLC 1st Lien Term Loan B3                             | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    402755 | PA      | $404619.82    | 0.01%             | 2030-12-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                                                            | TIAA CLO IV Ltd                                                                 | CUSIP: 88631YAL1<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |   2302940 | PA      | $2303261.92   | 0.08%             | 2032-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324061.43    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    394477 | PA      | $395818.40    | 0.01%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2025 Term Loan K                                                  | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    397563 | PA      | $398640.18    | 0.01%             | 2030-03-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp Term Loan                                                                | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    467339 | PA      | $458660.11    | 0.02%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                 | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3923143 | PA      | $4095620.31   | 0.14%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $172802.36    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    906000 | PA      | $869601.62    | 0.03%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    720000 | PA      | $753975.51    | 0.03%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1703000 | PA      | $1678810.53   | 0.06%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods Inc 2024 Term Loan                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    386210 | PA      | $387851.74    | 0.01%             | 2031-05-01      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 173406000 | PA      | $167418074.06 | 5.73%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81130000 | PA      | $79380634.38  | 2.72%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82808000 | PA      | $81682328.75  | 2.79%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47651000 | PA      | $47185658.20  | 1.61%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82835000 | PA      | $82511425.78  | 2.82%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 174880000 | PA      | $174073912.50 | 5.96%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148910000 | PA      | $148619160.16 | 5.09%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1046720.90   | 0.04%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2847405.91   | 0.10%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue   | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |   4385000 | PA      | $2842753.40   | 0.10%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                   | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1858980.10   | 0.06%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                            | VT Topco Inc                                                                    | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    405000 | PA      | $422534.42    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                 | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   3250000 | PA      | $2943105.44   | 0.10%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    719000 | PA      | $735916.41    | 0.03%             | 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        |    684000 | PA      | $696403.85    | 0.02%             | 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        |    171000 | PA      | $174812.06    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    274000 | PA      | $278544.24    | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    761000 | PA      | $786050.49    | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1250057.76   | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAA8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |  12767035 | PA      | $11769532.78  | 0.40%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    105000 | PA      | $101961.88    | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    515000 | PA      | $505028.98    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                        | Vista Point Securitization Trust 2024-CES3                                      | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6483803 | PA      | $6516421.56   | 0.22%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290533.12    | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367621.38    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD VOYA_14-4A                                                 | VOYA CLO LTD VOYA_14-4A                                                         | CUSIP: 92914RBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   5725000 | PA      | $5729780.38   | 0.20%             | 2031-07-14      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    312000 | PA      | $330930.06    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust                  | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1209673 | PA      | $1143588.41   | 0.04%             | 2045-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                   | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187829 | PA      | $184872.39    | 0.01%             | 2033-09-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust                  | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200721 | PA      | $193644.84    | 0.01%             | 2033-10-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust                   | CUSIP: 92922FG77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224111 | PA      | $213175.12    | 0.01%             | 2035-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                   | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1483904 | PA      | $1404166.11   | 0.05%             | 2036-12-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4428253.36   | 0.15%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                | Boost Newco Borrower LLC 2025 USD Term Loan B2                                  | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    437430 | PA      | $437705.79    | 0.01%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                                               | WBHT Commercial Mortgage Trust 2025-WBM                                         | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3410000 | PA      | $3420571.68   | 0.12%             | 2042-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| WACHOVIA STUDENT LOAN TRUST                                             | Wachovia Student Loan Trust 2006-1                                              | CUSIP: 92978JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3187390 | PA      | $3137969.82   | 0.11%             | 2040-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust                  | CUSIP: 93363TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425233 | PA      | $2021201.38   | 0.07%             | 2046-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust                   | CUSIP: 93934FPN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675183 | PA      | $1527634.25   | 0.05%             | 2046-05-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5278000 | PA      | $5156718.82   | 0.18%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2895048.21   | 0.10%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $797019.69    | 0.03%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5739228.41   | 0.20%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| YEOMAN CAP S A                                                          | YEOMAN CAP S A                                                                  | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |    139044 | NS      | $1042830.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                 | Zayo Group Holdings Inc 2025 USD Term Loan                                      | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    231678 | PA      | $219248.82    | 0.01%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                            | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |    534000 | PA      | $545325.31    | 0.02%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $415460.32    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                             | Ziggo Financing Partnership USD Term Loan I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8096 | PA      | $8093.74      | 0.00%             | 2028-04-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                            | Peraton Corp Term Loan B                                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    497598 | PA      | $461079.33    | 0.02%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                    | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |   2015000 | PA      | $2153955.61   | 0.07%             | 2030-10-08      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU FINANCING UK                                                  | DWR Cymru Financing UK PLC                                                      | CUSIP: 000000000<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $492115.93    | 0.02%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    315000 | PA      | $280847.89    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                         | CAST & CREW LLC                                                                 | CUSIP: 000000000<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    144419 | PA      | $84413.10     | 0.00%             | 2028-12-29      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                      | ELEMENT MATERIALS TECHNOLOGY GROUP US HOLDINGS INC                              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     91068 | PA      | $91637.51     | 0.00%             | 2029-07-06      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                      | MATIV HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    172023 | PA      | $168582.48    | 0.01%             | 2027-05-06      | Floating      | 6.32%                 | No            |                  3 | On Loan: No      |
| BARRACUDA NETWORKS INC                                                  | BARRACUDA NETWORKS INC                                                          | CUSIP: 000000000<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    197298 | PA      | $159256.60    | 0.01%             | 2029-08-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc US Acquisition Facility                                         | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    352257 | PA      | $93348.04     | 0.00%             | 2028-03-06      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                   | National Gas Transmission PLC                                                   | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |   2405000 | PA      | $2940316.44   | 0.10%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                            | MH SUB I LLC                                                                    | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    182760 | PA      | $169509.90    | 0.01%             | 2028-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                      | Realty Income Corp                                                              | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    900000 | PA      | $1125125.93   | 0.04%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                      | BAUSCH + LOMB CORP                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    153852 | PA      | $153851.50    | 0.01%             | 2028-09-14      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                         | Star Parent Inc Term Loan B                                                     | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    121326 | PA      | $121420.98    | 0.00%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                                      | The Action Environmental Group Inc 2023 Term Loan B                             | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    202808 | PA      | $202935.90    | 0.01%             | 2030-10-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                       | XEROX CORPORATION                                                               | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    912554 | PA      | $777952.57    | 0.03%             | 2029-11-14      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1373538.55   | 0.05%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | CALPINE CORP                                                                    | CUSIP: 000000000<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    682497 | PA      | $682250.95    | 0.02%             | 2032-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                     | WEC US Holdings Ltd 2024 Term Loan                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    277200 | PA      | $277566.19    | 0.01%             | 2031-01-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                                | United Utilities Water Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $648942.62    | 0.02%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                 | PUG LLC 2024 Extended Term Loan B                                               | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    224489 | PA      | $222150.25    | 0.01%             | 2030-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                                 | RTE Reseau de Transport d'Electricite SADIR                                     | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $543566.99    | 0.02%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                          | 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    337165 | PA      | $337269.74    | 0.01%             | 2030-09-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |   2400000 | PA      | $2802297.45   | 0.10%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC                                                                   | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |   1374750 | PA      | $522404.90    | 0.02%             | 2031-06-20      | Floating      | 12.75%                | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                              | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    333095 | PA      | $334344.04    | 0.01%             | 2028-05-05      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                        | TTF Holdings LLC 2024 Term Loan                                                 | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |    582570 | PA      | $467512.25    | 0.02%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR INC (PRE-REINCORPORATION)                                   | TRIPADVISOR INC (PRE-REINCORPORATION)                                           | CUSIP: 000000000<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |    279792 | PA      | $268950.25    | 0.01%             | 2031-07-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP LLC                                                  | RESEARCH NOW GROUP LLC                                                          | CUSIP: 000000000<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     81493 | PA      | $80718.56     | 0.00%             | 2029-07-16      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                | SHOWTIME ACQUISITION LLC                                                        | CUSIP: 000000000<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |    383824 | PA      | $378066.59    | 0.01%             | 2031-08-13      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   7490000 | PA      | $4754803.25   | 0.16%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                 | Yorkshire Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   1725000 | PA      | $2403997.86   | 0.08%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTERS INC                                                      | DAVE & BUSTERS INC                                                              | CUSIP: 000000000<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    386274 | PA      | $343420.65    | 0.01%             | 2031-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                          | AVOLON TLB BORROWER 1 (US) LLC                                                  | CUSIP: 000000000<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1575087 | PA      | $1583419.63   | 0.05%             | 2030-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE GENERATION LLC                                              | CORNERSTONE GENERATION LLC                                                      | CUSIP: 000000000<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    158498 | PA      | $159743.66    | 0.01%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   1790000 | PA      | $2035113.84   | 0.07%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOPHOS INTERMEDIATE II LTD                                              | SOPHOS INTERMEDIATE II LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    987797 | PA      | $987639.00    | 0.03%             | 2027-03-05      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                        | CHARTER COMMUNICATIONS OPERATING                                                | CUSIP: 000000000<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    540126 | PA      | $540428.36    | 0.02%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                                | RENAISSANCE HOLDING CORP                                                        | CUSIP: 000000000<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    808916 | PA      | $704582.37    | 0.02%             | 2030-04-08      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                                            | MH SUB I LLC                                                                    | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    496207 | PA      | $423250.05    | 0.01%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                    | Flutter Financing BV 2024 Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    420768 | PA      | $420065.17    | 0.01%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                  | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    300000 | PA      | $344187.99    | 0.01%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                    | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    690000 | PA      | $800517.21    | 0.03%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC                                                                   | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    494337 | PA      | $187848.07    | 0.01%             | 2026-01-12      | Floating      | 13.44%                | No            |                  2 | On Loan: No      |
| GENESYS CLOUD SERVICES HOLDINGS II LLC                                  | GENESYS CLOUD SERVICES HOLDINGS II LLC                                          | CUSIP: 000000000<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    251743 | PA      | $250957.16    | 0.01%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                | Great Outdoors Group LLC 2025 Term Loan B                                       | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    316899 | PA      | $318483.65    | 0.01%             | 2032-01-23      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp 2025 Fixed Term Loan                                                     | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182646 | PA      | $181862.02    | 0.01%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Oregon Tool, Inc.                                                       | Oregon Tool Inc 2025 1st Lien Term Loan                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     28463 | PA      | $28925.79     | 0.00%             | 2029-10-15      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC                                                          | DRAFTKINGS INC                                                                  | CUSIP: 000000000<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |    338780 | PA      | $338719.52    | 0.01%             | 2032-03-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                | BCPE EMPIRE HOLDINGS INC                                                        | CUSIP: 000000000<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    459171 | PA      | $453624.34    | 0.02%             | 2030-12-26      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA INC                                                                       | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    531838 | PA      | $534832.31    | 0.02%             | 2031-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER LLC                                               | POTOMAC ENERGY CENTER LLC                                                       | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    183793 | PA      | $185171.65    | 0.01%             | 2032-08-05      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW TECHNOLOGY CORP                                               | EAGLEVIEW TECHNOLOGY CORP                                                       | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    562093 | PA      | $539963.83    | 0.02%             | 2028-08-14      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                         | NAKED JUICE LLC                                                                 | CUSIP: 000000000<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   1750258 | PA      | $1737673.79   | 0.06%             | 2029-01-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | VOYAGER PARENT LLC                                                              | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    553469 | PA      | $553181.50    | 0.02%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES DEBT MERGER SUB LLC                                          | ARCHIMEDES DEBT MERGER SUB LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271101 | PA      | $268661.20    | 0.01%             | 2032-05-17      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| CLEANOVA MIDCO LIMITED                                                  | CLEANOVA MIDCO LIMITED                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    182517 | PA      | $182516.78    | 0.01%             | 2032-05-24      | Floating      | 8.48%                 | No            |                  3 | On Loan: No      |
| FIRST EAGLE INVESTMENT MANAGEMENT LLC                                   | FIRST EAGLE INVESTMENT MANAGEMENT LLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177798 | PA      | $177424.78    | 0.01%             | 2032-06-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                               | DG INVESTMENT INTERMEDIATE HOLDINGS 2 INC                                       | CUSIP: 000000000<br>LEI: 549300AE79DEGS4AGL59 | Long             | LON              | CORP              | US        |    450000 | PA      | $450000.00    | 0.02%             | 2032-07-09      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BACH FINANCE LTD                                                        | BACH FINANCE LTD                                                                | CUSIP: 000000000<br>LEI: 2549005A7AAN5FFG8891 | Long             | LON              | CORP              | KY        |    261008 | PA      | $261660.23    | 0.01%             | 2032-01-09      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                         | Caister Finance DAC                                                             | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   1980000 | PA      | $2679123.35   | 0.09%             | 2035-08-17      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   3180000 | PA      | $2042701.79   | 0.07%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| C&S WHOLESALE GROCERS                                                   | C&S WHOLESALE GROCERS                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    641414 | PA      | $625378.22    | 0.02%             | 2030-08-06      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                    | HEARTLAND DENTAL LLC                                                            | CUSIP: 000000000<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    497627 | PA      | $499323.80    | 0.02%             | 2032-08-07      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TRANSDIGM INC                                                                   | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    497393 | PA      | $499362.23    | 0.02%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                                  | SOUTH FIELD ENERGY LLC                                                          | CUSIP: 000000000<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     11214 | PA      | $11283.60     | 0.00%             | 2031-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | MODIVCARE INC                                                                   | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    253021 | PA      | $246425.89    | 0.01%             | 2026-02-22      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| TACALA INVESTMENT CORP                                                  | TACALA INVESTMENT CORP                                                          | CUSIP: 000000000<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    557864 | PA      | $561250.26    | 0.02%             | 2031-01-31      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ZIGGO FINANCING PARTNERSHIP                                             | ZIGGO FINANCING PARTNERSHIP                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    353175 | PA      | $350525.90    | 0.01%             | 2033-01-31      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CELSIUS INC                                                             | CELSIUS INC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288775 | PA      | $290363.45    | 0.01%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Adagio CLO                                                              | Adagio IV CLO Ltd                                                               | CUSIP: 000000000<br>LEI: 635400LSWYRCKPZTOJ42 | Long             | ABS-MBS          | CORP              | IE        |   4000000 | PA      | $4700367.52   | 0.16%             | 2038-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                          | Penta Clo 21 DAC                                                                | CUSIP: 000000000<br>LEI: 635400KIS3VSYLWVIW47 | Long             | ABS-MBS          | CORP              | IE        |   6800000 | PA      | $7991360.00   | 0.27%             | 2039-02-16      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                  | BRADYPLUS HOLDINGS LLC                                                          | CUSIP: 000000000<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    962105 | PA      | $950876.96    | 0.03%             | 2032-12-13      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                               | SONARSOURCE FINANCING LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345758 | PA      | $341435.73    | 0.01%             | 2030-12-17      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                         | Contego CLO IV DAC                                                              | CUSIP: 000000000<br>LEI: 635400H7QVHLSOZWVU92 | Long             | ABS-MBS          | CORP              | IE        |   2975000 | PA      | $3498478.56   | 0.12%             | 2039-10-23      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                                         | QazaqGaz NC JSC                                                                 | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | NUSS              | KZ        |    400000 | PA      | $398274.22    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                              | GC FERRY ACQUISITION I INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30356 | PA      | $30292.03     | 0.00%             | 2032-06-06      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                | Pacific National Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |    810000 | PA      | $496666.11    | 0.02%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                     | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |   2094960 | PA      | $2397978.48   | 0.08%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                 | KazMunayGas National Co JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |    636000 | PA      | $573949.15    | 0.02%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                  | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   3750000 | PA      | $1715275.61   | 0.06%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                  | Digital Dutch Finco BV                                                          | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    800000 | PA      | $804439.85    | 0.03%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                                           | Tennet Netherlands BV                                                           | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | NUSS              | NL        |    865000 | PA      | $1090957.09   | 0.04%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                   | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |   1210000 | PA      | $1332875.87   | 0.05%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                              | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   2100000 | PA      | $2050985.02   | 0.07%             | 2032-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Prologis Euro Finance LLC                                               | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    545000 | PA      | $681923.63    | 0.02%             | 2033-05-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                  | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $197878.88    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                                    | Suez SACA                                                                       | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   2100000 | PA      | $2288362.91   | 0.08%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                      | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | NUSS              | HU        |    469000 | PA      | $495080.05    | 0.02%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE                                                 | Galderma Finance Europe BV                                                      | CUSIP: 000000000<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |    730000 | PA      | $868739.38    | 0.03%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                          | Dyno Nobel Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $718118.86    | 0.02%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                           | Eurogrid GmbH                                                                   | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $235220.91    | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   7490000 | PA      | $4700698.59   | 0.16%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   4025000 | PA      | $2614054.10   | 0.09%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                  | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1625504.57   | 0.06%             | 2032-09-06      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                | FDJ UNITED                                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1498028.13   | 0.05%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $415203.32    | 0.01%             | 2035-06-17      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE HOLDING AB                                                    | Molnlycke Holding AB                                                            | CUSIP: 000000000<br>LEI: 549300WAUZKYD5PU9L16 | Long             | DBT              | CORP              | SE        |    285000 | PA      | $342403.56    | 0.01%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                            | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $1119618.73   | 0.04%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                            | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $368878.45    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                        | Delivery Hero SE 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    772615 | PA      | $773742.59    | 0.03%             | 2029-12-12      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                                 | Gatwick Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 213800NK8FA3GKS6X167 | Long             | DBT              | CORP              | JE        |    270000 | PA      | $314021.47    | 0.01%             | 2033-10-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                           | Blackrock Inc                                                                   | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $3179149.72   | 0.11%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP Carey Inc                                                                    | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    400000 | PA      | $482108.63    | 0.02%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                    | Flutter Treasury DAC                                                            | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    745000 | PA      | $1012813.90   | 0.03%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                                | Volkswagen Financial Services AG                                                | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2371827.50   | 0.08%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1672000 | PA      | $1746965.91   | 0.06%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                       | Johnson & Johnson                                                               | CUSIP: 000000000<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    510000 | PA      | $563999.50    | 0.02%             | 2045-02-26      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3422000 | PA      | $3567726.73   | 0.12%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    890000 | PA      | $577793.02    | 0.02%             | 2035-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                    | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $125111.72    | 0.00%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | OREGON TOOL LUX LP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    519359 | PA      | $371861.07    | 0.01%             | 2029-10-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-142248.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-151229.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |         1 | NC      | $-32734.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | EURO COUNTRIES                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |         1 | NC      | $18363.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                          | EURO COUNTRIES                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |         1 | NC      | $-4733.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-SCHATZ MAR 26                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -4 | NC      | $594.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                              | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   2409000 | PA      | $2973101.68   | 0.10%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2535 | NC      | $-9349.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                        | LONG GILT MAR 26                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -18 | NC      | $-13304.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $-118624.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |         1 | NC      | $-8608.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | EURO COUNTRIES                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |         1 | NC      | $105868.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                 | US DOLLARS                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |         1 | NC      | $-143669.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BOBL MAR 26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -42 | NC      | $23266.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                             | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    720000 | PA      | $722219.88    | 0.02%             | 2033-02-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUND MAR 26                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -160 | NC      | $168435.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      2123 | NC      | $349668.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                       | EURO BUXL 30YR BOND MAR 26                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -18 | NC      | $33790.63     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND MAR 26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        18 | NC      | $-9877.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA 10YR NOTE MAR 26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       155 | NC      | $-18758.10    | -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        |       174 | NC      | $-325651.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - All Markets                                                       | AUST 10YR BOND MAR 26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |      -299 | NC      | $8756.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX - All Markets                                                       | AUST 3YR BOND MAR 26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       -24 | NC      | $2225.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UK LOGISITICS UKLOG_24-2A                                               | UK LOGISITICS UKLOG_24-2A                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1955981 | PA      | $2664480.16   | 0.09%             | 2035-02-17      | Variable      | 3.97%                 | No            |                  2 | 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