# EDGAR Filing Document

**Accession Number:** 0001870117
**File Stem:** 0001410368-26-011884
**Filing Date:** 2026-2
**Character Count:** 452011
**Document Hash:** 8b6facae6c52f3ddc1e439aa9c849308
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-011884.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001410368-26-011884

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260213

**DATE AS OF CHANGE**: 20260213

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Capital Group Fixed Income ETF Trust
- **CENTRAL INDEX KEY:** 0001870117

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23738
- **FILM NUMBER:** 26630963

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** (213) 486-9200

**MAIL ADDRESS:**
- **STREET 1:** 333 SOUTH HOPE STREET, 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Capital Group Core Plus Income ETF
- **DATE OF NAME CHANGE:** 20210629

## Series and Classes Contracts Data

### Capital Group Short Duration Income ETF (Series ID: S000077687)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000238175 | Share Class  | CGSD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Capital Group Fixed Income ETF Trust

- **b. Investment Company Act file number:** 811-23738

- **c. CIK number of Registrant:** 0001870117

- **d. LEI of Registrant:** 549300E5VFNPOBZRHM30

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 949-975-5000

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

- **a. Name of Series:** Capital Group Short Duration Income ETF

- **b. EDGAR series identifier (if any):** S000077687

- **c. LEI of Series:** 549300FEHF1DFHRICD05

**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:** $1920955919.18

**Total Liabilities:** $49058385.15

**Net Assets:** $1871897534.03

**Delayed Delivery Securities:** $4000000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6264.69000000 | **1-Year:** -112425.86000000 | **5-Year:** -123771.00000000 | **10-Year:** -27196.81000000 | **30-Year:** -12988.58000000

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

- **3-Month:** -778.85000000 | **1-Year:** -11679.44000000 | **5-Year:** -11974.33000000 | **10-Year:** -11729.16000000 | **30-Year:** -5799.80000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238175 | 0.30%                | 0.55%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $228425.71               | $-1080471.45                               |
| Month 2  | $127443.02               | $2308319.87                                |
| Month 3  | $139330.72               | $-64112.86                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Gov/Credit Index (1-3 yr)

- **Index Identifier:** LGC3TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apollo Aviation Securitization Equity Trust       | AASET MT-1 Ltd                                                                                                        | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2662749 | PA      | $2684115.75   | 0.14%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust       | AASET MT-1 Ltd                                                                                                        | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4785426 | PA      | $4804754.03   | 0.26%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS TRUST 2024-2PL                                                                                               | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521889 | PA      | $525016.45    | 0.03%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS Trust 2025-1PL                                                                                               | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2199252 | PA      | $2209798.49   | 0.12%             | 2032-04-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                    | ACHV ABS Trust 2025-1PL                                                                                               | CUSIP: 00112MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2606342 | PA      | $2618671.84   | 0.14%             | 2032-04-26      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                        | AMSR 2021-SFR3 Trust                                                                                                  | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2476703 | PA      | $2422567.72   | 0.13%             | 2038-10-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7570000 | PA      | $7532333.80   | 0.40%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust       | AASET 2025-1                                                                                                          | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1488275 | PA      | $1519882.99   | 0.08%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                                                            | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2400681.33   | 0.13%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                                                            | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1760539.24   | 0.09%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust Series 2025-3                                                                                     | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2835000 | PA      | $2846755.04   | 0.15%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-X2                                                                             | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70975 | PA      | $70996.94     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                              | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1046000 | PA      | $1047663.56   | 0.06%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2024-A                                                                              | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3004808.40   | 0.16%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                                                             | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779963 | PA      | $1782668.09   | 0.10%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X2                                                                             | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690159 | PA      | $1696281.75   | 0.09%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X2                                                                             | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1594000 | PA      | $1600787.25   | 0.09%             | 2030-10-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp                                                                                                        | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1060523.53   | 0.06%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3550000 | PA      | $3569067.76   | 0.19%             | 2040-06-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                   | Allegro CLO X Ltd                                                                                                     | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    737012 | PA      | $737379.75    | 0.04%             | 2032-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F052417<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    492000 | PA      | $504459.39    | 0.03%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                 | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43000000 | PA      | $44155999.96  | 2.36%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet Inc                                                                                                          | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4013140.52   | 0.21%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                                                      | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6098000 | PA      | $6200615.44   | 0.33%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com Inc                                                                                                        | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4005564.44   | 0.21%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-3                                                                   | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1781234 | PA      | $1784570.96   | 0.10%             | 2028-08-14      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2025-2                                                                   | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1042000 | PA      | $1048603.78   | 0.06%             | 2029-05-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2025-2                                                                   | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759000 | PA      | $1777469.85   | 0.09%             | 2031-03-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250343.05    | 0.01%             | 2028-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187000 | PA      | $188050.77    | 0.01%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-4                                                                   | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1431000 | PA      | $1447413.00   | 0.08%             | 2031-08-12      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-1                                                                   | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    623002 | PA      | $625894.42    | 0.03%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-2                                                                   | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135259 | PA      | $135339.23    | 0.01%             | 2027-12-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust      | American Credit Acceptance Receivables Trust 2024-2                                                                   | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1859003.33   | 0.10%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                                   | CUSIP: 025816DC0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    279000 | PA      | $279278.45    | 0.01%             | 2026-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    335000 | PA      | $349544.70    | 0.02%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1846134.53   | 0.10%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824984.75    | 0.04%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co                                                                                                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1236943.79   | 0.07%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                            | American International Group Inc                                                                                      | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2256273.56   | 0.12%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                                                             | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7231000 | PA      | $7096768.63   | 0.38%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                                                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5394000 | PA      | $5521300.02   | 0.29%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                                                         | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2747720.55   | 0.15%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp                                                                                                         | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2437949.53   | 0.13%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-8                                                                                       | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |   1399781 | PA      | $1407049.91   | 0.08%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Ansley Park Capital LLC                           | Ansley Park Capital 2025-A LLC                                                                                        | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3260000 | PA      | $3271123.12   | 0.17%             | 2035-04-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                                                                   | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    451000 | PA      | $460194.42    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                                                                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3246370.82   | 0.17%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                             | Aon North America Inc                                                                                                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5352462.87   | 0.29%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                             | Aon North America Inc                                                                                                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1708332.59   | 0.09%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                        | Apidos CLO XXXII                                                                                                      | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1044837 | PA      | $1045565.32   | 0.06%             | 2033-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                   | APL Finance 2023-1 DAC                                                                                                | CUSIP: 03790CAF8<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   2020921 | PA      | $2029951.50   | 0.11%             | 2036-03-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                    | ARES Commercial Mortgage Trust 2024-IND                                                                               | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447000 | PA      | $448148.25    | 0.02%             | 2041-07-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                   | CUSIP: 039962AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311000 | PA      | $311080.55    | 0.02%             | 2031-11-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                   | CUSIP: 039962AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384000 | PA      | $384662.78    | 0.02%             | 2031-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust      | Arivo Acceptance Auto Loan Receivables Trust 2025-1                                                                   | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347000 | PA      | $346877.34    | 0.02%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                             | Arroyo Mortgage Trust 2022-1                                                                                          | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238542 | PA      | $233415.45    | 0.01%             | 2056-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                             | Arroyo Mortgage Trust 2019-2                                                                                          | CUSIP: 042858AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243343 | PA      | $238850.56    | 0.01%             | 2049-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                             | Arroyo Mortgage Trust 2019-1                                                                                          | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55689 | PA      | $54533.89     | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                                                               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5854477.50   | 0.31%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co                                                                                               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1945472.72   | 0.10%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                                                               | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    792000 | PA      | $813273.66    | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                      | Atrium Hotel Portfolio Trust 2024-ATRM                                                                                | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2337000 | PA      | $2386476.63   | 0.13%             | 2029-11-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                        | ATLX 2024-RPL1 Trust                                                                                                  | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2745793 | PA      | $2687495.67   | 0.14%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                         | Auxilior Term Funding 2024-1 LLC                                                                                      | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248362 | PA      | $248864.23    | 0.01%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                    | Avant Credit Card Master Trust                                                                                        | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5012309.00   | 0.27%             | 2029-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    116667 | PA      | $116435.26    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     78667 | PA      | $78947.12     | 0.00%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    333333 | PA      | $334286.58    | 0.02%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGL2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $292931.61    | 0.02%             | 2027-10-20      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008276.30   | 0.05%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    259000 | PA      | $263637.50    | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $722871.31    | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    289000 | PA      | $297002.87    | 0.02%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $791827.50    | 0.04%             | 2030-02-20      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    627000 | PA      | $637540.62    | 0.03%             | 2029-08-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC          | Avis Budget Rental Car Funding AESOP LLC                                                                              | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2919000 | PA      | $2997235.04   | 0.16%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                   | BAE Systems PLC                                                                                                       | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    648000 | PA      | $666950.38    | 0.04%             | 2029-03-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                                                         | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1456000 | PA      | $1529907.67   | 0.08%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                          | BHP Billiton Finance USA Ltd                                                                                          | CUSIP: 055451AY4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    875000 | PA      | $876030.73    | 0.05%             | 2026-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                          | BHP Billiton Finance USA Ltd                                                                                          | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $257896.21    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS 2018-TALL Mortgage Trust                                                                                        | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241000 | PA      | $228530.52    | 0.01%             | 2037-03-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                               | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   7059000 | PA      | $7194317.36   | 0.38%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                               | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1604000 | PA      | $1677108.86   | 0.09%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C6 Mortgage Trust                                                                                           | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784000 | PA      | $1835928.85   | 0.10%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C5 Mortgage Trust                                                                                           | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985000 | PA      | $1033206.69   | 0.06%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2023-C6 MORTGAGE TRUST                                                                                            | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $63636.21     | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2023-5C1 Mortgage Trust                                                                                           | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89000 | PA      | $93227.71     | 0.00%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                          | Brex Commercial Charge Card Master Trust                                                                              | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    806000 | PA      | $808494.57    | 0.04%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                         | BXP Trust 2017-GM                                                                                                     | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    887000 | PA      | $871272.43    | 0.05%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2021-ACNT                                                                                | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390081 | PA      | $389930.85    | 0.02%             | 2038-11-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2022-AHP                                                                                 | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483000 | PA      | $482834.38    | 0.03%             | 2039-01-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                                                               | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1038000 | PA      | $1065993.85   | 0.06%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-CNYN                                                                                                    | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1579452 | PA      | $1582601.15   | 0.08%             | 2041-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-KING                                                                                | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655372 | PA      | $656151.60    | 0.04%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-BIO2                                                                                | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3803000 | PA      | $3858532.55   | 0.21%             | 2041-08-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VOLT                                                                                                    | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4521000 | PA      | $4532029.43   | 0.24%             | 2044-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-VOLT                                                                                                    | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997000 | PA      | $4018080.98   | 0.21%             | 2044-12-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                    | BOCA Commercial Mortgage Trust 2025-BOCA                                                                              | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4111000 | PA      | $4123200.63   | 0.22%             | 2042-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-ARIA                                                                                                    | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6062065.80   | 0.32%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                     | BLP Commercial Mortgage Trust 2024-IND2                                                                               | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896062 | PA      | $897491.04    | 0.05%             | 2041-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                  | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149684.72    | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                  | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    222000 | PA      | $211337.90    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9584000 | PA      | $9724017.83   | 0.52%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200099.62    | 0.01%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                  | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3272000 | PA      | $3356331.32   | 0.18%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3413023.05   | 0.18%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                                                                  | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3495238.99   | 0.19%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                  | Bank of Montreal                                                                                                      | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3669613.70   | 0.20%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    178000 | PA      | $183281.99    | 0.01%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp/The                                                                                      | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1542930.98   | 0.08%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia/The                                                                                               | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2600629.30   | 0.14%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2019-BNK18                                                                                                       | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413963 | PA      | $398829.59    | 0.02%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    819464 | PA      | $813218.44    | 0.04%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Bank                                              | BANK 2017-BNK4                                                                                                        | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127000 | PA      | $1116488.70   | 0.06%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR8                                                                                                       | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $450631.74    | 0.02%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR18                                                                                                      | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843000 | PA      | $867386.26    | 0.05%             | 2058-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR14                                                                                                      | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227000 | PA      | $1285019.43   | 0.07%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2025-5YR14                                                                                                      | CUSIP: 06604MAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1403000 | PA      | $1442382.63   | 0.08%             | 2058-04-15      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2023-5YR1                                                                                                       | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $137979.01    | 0.01%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR11                                                                                                      | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2142039 | PA      | $2253218.54   | 0.12%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR12                                                                                                      | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $368286.94    | 0.02%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR12                                                                                                      | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166000 | PA      | $173750.64    | 0.01%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO XII Ltd                                                                                                 | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    981852 | PA      | $982573.90    | 0.05%             | 2031-05-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                                                              | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3636000 | PA      | $3549611.22   | 0.19%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                                                              | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1891078.24   | 0.10%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International Inc                                                                                              | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1967000 | PA      | $1983137.98   | 0.11%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2024-5C31                                                                                        | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574000 | PA      | $595283.17    | 0.03%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co                                                                                                 | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102090.55    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B3 Mortgage Trust                                                                                      | CUSIP: 08161BBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $773774.16    | 0.04%             | 2051-04-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B2 Mortgage Trust                                                                                      | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304956 | PA      | $302680.66    | 0.02%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2018-B7 Mortgage Trust                                                                                      | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145059 | PA      | $145741.24    | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2020-B19 Mortgage Trust                                                                                     | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351052 | PA      | $311638.41    | 0.02%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V10 Mortgage Trust                                                                                     | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53362 | PA      | $54965.87     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2025-V14 Mortgage Trust                                                                                     | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105000 | PA      | $1155297.50   | 0.06%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V9 Mortgage Trust                                                                                      | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844567 | PA      | $878158.47    | 0.05%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V9 Mortgage Trust                                                                                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52085.74     | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2021-A                                                                                       | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105868 | PA      | $105136.56    | 0.01%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BLACKROCK RAINIER CLO LTD                         | BlackRock DLF X 2025-C CLO LP                                                                                         | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5969000 | PA      | $5973345.43   | 0.32%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                      | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                               | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $192318.99    | 0.01%             | 2030-03-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                      | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                               | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139000 | PA      | $141768.05    | 0.01%             | 2031-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                              | BlueMountain CLO XXXI Ltd                                                                                             | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1368000 | PA      | $1366363.87   | 0.07%             | 2034-04-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                                                        | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $310622.74    | 0.02%             | 2030-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C3 Mortgage Trust                                                                                           | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561000 | PA      | $585232.51    | 0.03%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C8 Mortgage Trust                                                                                           | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $467943.12    | 0.02%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-5C9 Mortgage Trust                                                                                           | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1445684.69   | 0.08%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148830.52    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co/The                                                                                                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10952000 | PA      | $10931597.30  | 0.58%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                         | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  12421000 | PA      | $12749666.86  | 0.68%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                                                         | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    378000 | PA      | $401358.18    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2023-NQM8                                                                             | CUSIP: 10567MAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1440045 | PA      | $1451554.44   | 0.08%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2020-RPL1                                                                             | CUSIP: 10568YAA6<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     33058 | PA      | $32646.73     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | Bravo Residential Funding Trust Series 2025-NQM1                                                                      | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4841597 | PA      | $4885809.51   | 0.26%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2025-NQM5                                                                             | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |   3316617 | PA      | $3346051.04   | 0.18%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2025-3                                                                  | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3021823.20   | 0.16%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2025-3                                                                  | CUSIP: 107920AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3025028.40   | 0.16%             | 2031-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-1                                                                  | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197116 | PA      | $197556.76    | 0.01%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-1                                                                  | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $373773.00    | 0.02%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-2                                                                  | CUSIP: 10805MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690963 | PA      | $692778.91    | 0.04%             | 2028-06-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-2                                                                  | CUSIP: 10805MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2016612.40   | 0.11%             | 2030-02-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-3                                                                  | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1441000 | PA      | $1472961.09   | 0.08%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust     | Bridgecrest Lending Auto Securitization Trust 2024-4                                                                  | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787000 | PA      | $790864.25    | 0.04%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                          | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029847.61   | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                          | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1806956.93   | 0.10%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                                                          | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1208235.68   | 0.06%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                                                                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3141611.38   | 0.17%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                                                                     | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7693653.05   | 0.41%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                 | Brown & Brown Inc                                                                                                     | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2424766.92   | 0.13%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-GPA3                                                                                | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1853339 | PA      | $1855492.57   | 0.10%             | 2039-12-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX 2025-BIO3 Mortgage Trust                                                                                           | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3361000 | PA      | $3453877.20   | 0.18%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                                                                | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2063374 | PA      | $2070001.82   | 0.11%             | 2041-08-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-GW                                                                                                      | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4013789.60   | 0.21%             | 2042-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                          | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $751616.09    | 0.04%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                      | CD 2017-CD6 Mortgage Trust                                                                                            | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $370449.08    | 0.02%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CFG Investments 2017-1 Limited                    | CFG Investments Ltd                                                                                                   | CUSIP: 12528GAM4<br>LEI: 549300C3OD89QRWQ1Y92 | Long             | ABS-O            | CORP              | KY        |   1489000 | PA      | $1514669.76   | 0.08%             | 2036-03-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                           | CF Hippolyta Issuer LLC                                                                                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1333258 | PA      | $1132683.29   | 0.06%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                           | CF Hippolyta Issuer LLC                                                                                               | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1529384 | PA      | $1243017.66   | 0.07%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2024-R1 LLC                                                                                                      | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1780016 | PA      | $1762338.72   | 0.09%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2024-NR1 LLC                                                                                                     | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3702958 | PA      | $3707914.03   | 0.20%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                                                       | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513640.26    | 0.03%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group/The                                                                                                       | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2102000 | PA      | $2116937.38   | 0.11%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM Trust 2018-R3                                                                                                     | CUSIP: 12553WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1488 | PA      | $1484.71      | 0.00%             | 2057-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VI LLC                                                                                                    | CUSIP: 12563LAQ0<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    281099 | PA      | $265681.83    | 0.01%             | 2045-09-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                   | CLI Funding VIII LLC                                                                                                  | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |   1449849 | PA      | $1352368.87   | 0.07%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                         | CIM TRUST 2025-R1                                                                                                     | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2379173 | PA      | $2373385.48   | 0.13%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                             | CUSIP: 12595JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $67112.81     | 0.00%             | 2050-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL 2017-CX10 Commercial Mortgage Trust                                                                             | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1755590.22   | 0.09%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-B                                                                                     | CUSIP: 12627SAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1931769 | PA      | $1940161.08   | 0.10%             | 2028-10-16      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-B                                                                                     | CUSIP: 12627SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2034454.40   | 0.11%             | 2030-07-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | Consumer Portfolio Services Auto Trust 2025-B                                                                         | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1929000 | PA      | $1938955.95   | 0.10%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | Consumer Portfolio Services Auto Trust 2025-B                                                                         | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2629000 | PA      | $2653712.07   | 0.14%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2023-A                                                                                     | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244034 | PA      | $244310.83    | 0.01%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                                       | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $6152418.92   | 0.33%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                                       | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214502.74    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp                                                                                                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2170809.06   | 0.12%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                                          | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    125000 | PA      | $129989.29    | 0.01%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5564000 | PA      | $5661981.93   | 0.30%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                                          | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    290000 | PA      | $301323.10    | 0.02%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                                          | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2950000 | PA      | $2982723.55   | 0.16%             | 2029-07-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                      | CaixaBank SA                                                                                                          | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1799000 | PA      | $1826357.21   | 0.10%             | 2031-07-03      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                               | Cali 2024-Sun                                                                                                         | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454000 | PA      | $455236.47    | 0.02%             | 2041-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                             | Campbell's Company/The                                                                                                | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   4079000 | PA      | $4133599.54   | 0.22%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                             | Campbell's Company/The                                                                                                | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261304.45    | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3475000 | PA      | $3533368.19   | 0.19%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5945000 | PA      | $5965001.12   | 0.32%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                            | Canadian Imperial Bank of Commerce                                                                                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1225000 | PA      | $1263712.96   | 0.07%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                          | Canadian Pacific Railway Co                                                                                           | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1532000 | PA      | $1568122.87   | 0.08%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Capital Group Central Cash Fund                   | Capital Group Central Cash Fund                                                                                       | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |    889969 | NS      | $89005804.09  | 4.75%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                                                            | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    213000 | PA      | $221662.75    | 0.01%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Capteris Equipment Finance                        | Capteris Equipment Finance 2024-1 LLC                                                                                 | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230836 | PA      | $2273232.33   | 0.12%             | 2032-07-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                    | Carvana Auto Receivables Trust 2023-P3                                                                                | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101544 | PA      | $102236.56    | 0.01%             | 2028-08-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | Cascade Funding Mortgage Trust 2024-RM5                                                                               | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-MBS          | CORP              | US        |   2835473 | PA      | $2783523.28   | 0.15%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust          | Castlelake Aircraft Structured Trust 2025-3                                                                           | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5872967 | PA      | $5900112.64   | 0.32%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust          | Castlelake Aircraft Structured Trust 2025-1                                                                           | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2216964 | PA      | $2255548.18   | 0.12%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    428000 | PA      | $441463.76    | 0.02%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                                                              | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2016000 | PA      | $2110722.43   | 0.11%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                          | CenterPoint Energy Houston Electric LLC                                                                               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258402.75    | 0.01%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2024-HB15 LLC                                                                                                    | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    560846 | PA      | $559408.04    | 0.03%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                    | CFMT 2024-HB15 LLC                                                                                                    | CUSIP: 15723AAB7<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $477317.16    | 0.03%             | 2034-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital                                       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3191000 | PA      | $3331839.09   | 0.18%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                         | Chesapeake Funding II LLC                                                                                             | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    185363 | PA      | $187368.34    | 0.01%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                          | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP                                                    | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    581000 | PA      | $588845.60    | 0.03%             | 2030-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                   | Chevron USA Inc                                                                                                       | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1067357.16   | 0.06%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                  | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1335000 | PA      | $1365905.25   | 0.07%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2016-GC37                                                                         | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63491 | PA      | $63414.49     | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2023-SMRT                                                                         | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361000 | PA      | $372248.83    | 0.02%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                   | Citizens Auto Receivables Trust 2023-2                                                                                | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306034 | PA      | $308143.49    | 0.02%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                   | Citizens Auto Receivables Trust 2023-2                                                                                | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $693109.45    | 0.04%             | 2030-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                         | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199677.86    | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                         | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564518.72    | 0.03%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                         | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3738000 | PA      | $3819366.20   | 0.20%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                         | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2056904.56   | 0.11%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2016-GC36                                                                         | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400673 | PA      | $398807.44    | 0.02%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                                                           | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3513574.61   | 0.19%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                                                           | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1518123.03   | 0.08%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                                                           | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    780000 | PA      | $798297.10    | 0.04%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                                                           | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4446416.66   | 0.24%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                                                           | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    903000 | PA      | $929217.75    | 0.05%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                         | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498874.16    | 0.03%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                         | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7811342.54   | 0.42%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust 2023-PRM3                                                                         | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $781769.48    | 0.04%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group Inc                                                                                          | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    379000 | PA      | $395373.87    | 0.02%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2023-1 Mortgage Loan Trust                                                                                       | CUSIP: 19688NAA6<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    708369 | PA      | $709566.18    | 0.04%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2023-3 Mortgage Loan Trust                                                                                       | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    757405 | PA      | $766352.14    | 0.04%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                          | Columbia Pipelines Holding Co LLC                                                                                     | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $468187.19    | 0.03%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                                                          | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619944.55    | 0.03%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                      | Commercial Equipment Finance 2024-1 LLC                                                                               | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    409958 | PA      | $414542.38    | 0.02%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                      | Commercial Equipment Finance 2025-1 LLC                                                                               | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2487195 | PA      | $2499497.29   | 0.13%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CART                                              | CONE Trust 2024-DFW1                                                                                                  | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983000 | PA      | $982831.42    | 0.05%             | 2041-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753GAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    473414 | PA      | $473239.66    | 0.03%             | 2044-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753GAG6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    333000 | PA      | $336609.19    | 0.02%             | 2044-05-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753UAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    667198 | PA      | $666602.09    | 0.04%             | 2044-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    995000 | PA      | $1020284.34   | 0.05%             | 2044-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754EAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    215861 | PA      | $216756.12    | 0.01%             | 2043-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754GAA8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    427077 | PA      | $426927.98    | 0.02%             | 2044-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754GAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    593000 | PA      | $604959.45    | 0.03%             | 2044-02-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20754TAB8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    569903 | PA      | $571020.91    | 0.03%             | 2045-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755JAA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1699362 | PA      | $1700157.43   | 0.09%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755RAA3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1680122 | PA      | $1684094.93   | 0.09%             | 2044-09-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 20755RAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $275391.82    | 0.01%             | 2044-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 207932AA2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    925779 | PA      | $944601.96    | 0.05%             | 2042-12-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 207942AA1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    232069 | PA      | $233952.21    | 0.01%             | 2043-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                            | ConocoPhillips Co                                                                                                     | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1834283.95   | 0.10%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                                                              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    390000 | PA      | $391600.45    | 0.02%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands Inc                                                                                              | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    248000 | PA      | $252226.78    | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                                                                   | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    564000 | PA      | $576678.53    | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                              | COPT Defense Properties LP                                                                                            | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   2592000 | PA      | $2580788.90   | 0.14%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                          | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                  | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1378705.69   | 0.07%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2023-C                                                                                     | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398722 | PA      | $401439.60    | 0.02%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | Consumer Portfolio Services Auto Trust 2025-D                                                                         | CUSIP: 223936AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    823000 | PA      | $824515.64    | 0.04%             | 2030-04-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | Consumer Portfolio Services Auto Trust 2025-D                                                                         | CUSIP: 223936AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1423000 | PA      | $1430602.80   | 0.08%             | 2032-02-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-A                                                                                     | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51108 | PA      | $51171.52     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-A                                                                                     | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $118859.16    | 0.01%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                    | CPS Auto Receivables Trust 2024-A                                                                                     | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102081.30    | 0.01%             | 2030-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2025-2                                                                              | CUSIP: 224940AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2744000 | PA      | $2755794.67   | 0.15%             | 2035-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2025-2                                                                              | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1513000 | PA      | $1530012.55   | 0.08%             | 2036-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                 | Credit Acceptance Auto Loan Trust 2025-2                                                                              | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292000 | PA      | $297262.37    | 0.02%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                          | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3950000 | PA      | $3938993.72   | 0.21%             | 2027-02-02      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | Crockett Partners Equipment Co IIA LLC                                                                                | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1942083 | PA      | $1978377.00   | 0.11%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                            | Crossroads Asset Trust 2024-A                                                                                         | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    572699 | PA      | $578937.62    | 0.03%             | 2030-08-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                                                         | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358769.07    | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co                                                                                                         | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456123.15    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                               | DT Auto Owner Trust 2023-1                                                                                            | CUSIP: 23346KAE0<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    413615 | PA      | $414538.24    | 0.02%             | 2028-10-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                         | Dllad 2024-1 LLC                                                                                                      | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386891 | PA      | $388665.47    | 0.02%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                         | Dllad 2024-1 LLC                                                                                                      | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491000 | PA      | $501618.37    | 0.03%             | 2029-07-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353472.77    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1347099.21   | 0.07%             | 2027-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    214000 | PA      | $219828.55    | 0.01%             | 2029-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1099838.21   | 0.06%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                            | Daimler Truck Finance North America LLC                                                                               | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    700000 | PA      | $721278.22    | 0.04%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                       | Daimler Trucks Retail Trust 2024-1                                                                                    | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1452000 | PA      | $1479263.04   | 0.08%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                      | DC Commercial Mortgage Trust 2023-DC                                                                                  | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2490000 | PA      | $2566116.56   | 0.14%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust 2024-2                                                                                   | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992000 | PA      | $2012302.46   | 0.11%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    225000 | PA      | $214825.24    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $152403.67    | 0.01%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    475000 | PA      | $482467.58    | 0.03%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1350000 | PA      | $1383511.77   | 0.07%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                                                          | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8035000 | PA      | $7904092.17   | 0.42%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2025-2 LLC                                                                                                   | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3609000 | PA      | $3614264.45   | 0.19%             | 2036-04-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                          | Dext ABS 2025-2 LLC                                                                                                   | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2804197.76   | 0.15%             | 2036-04-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                            | Diageo Investment Corp                                                                                                | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1495666.93   | 0.08%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co/The                                                                                                   | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2586210.04   | 0.14%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2024-2                                                                                   | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1114000 | PA      | $1118822.51   | 0.06%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2024-2                                                                                   | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1097493.31   | 0.06%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2024-1                                                                                   | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389893 | PA      | $391555.45    | 0.02%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2024-1                                                                                   | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723000 | PA      | $733424.21    | 0.04%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-1                                                                                   | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1849000 | PA      | $1864765.68   | 0.10%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                      | Drive Auto Receivables Trust 2025-1                                                                                   | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497000 | PA      | $503641.91    | 0.03%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 37 Senior Loan Fund                                                                                            | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |     51308 | PA      | $51337.97     | 0.00%             | 2031-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                           | Duke Energy Florida LLC                                                                                               | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4007729.92   | 0.21%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                   | Durst Commercial Mortgage Trust 2025-151                                                                              | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3062000 | PA      | $3126678.63   | 0.17%             | 2042-08-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-NQM4                                                                                                        | CUSIP: 26846RAA1<br>LEI: 254900CD2QA4YMZIVN66 | Long             | ABS-MBS          | CORP              | US        |   5500521 | PA      | $5505835.61   | 0.29%             | 2070-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                       | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1928000 | PA      | $1939407.40   | 0.10%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                       | ELM Trust 2024-ELM                                                                                                    | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   1752000 | PA      | $1762366.06   | 0.09%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                                                                     | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    706000 | PA      | $714078.20    | 0.04%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources Inc                                                                                                     | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   4183000 | PA      | $4200773.90   | 0.22%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                                                                  | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    223000 | PA      | $237620.46    | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                                                                  | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1469967.88   | 0.08%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                                                                  | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1763491.30   | 0.09%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                                                                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1440753.71   | 0.08%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                                                          | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4782000 | PA      | $4852975.50   | 0.26%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                                                          | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $315374.01    | 0.02%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                    | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1300872.89   | 0.07%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                                                                    | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1104797.69   | 0.06%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-1 LLC                                                                                 | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $387502.34    | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                                                                     | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    657000 | PA      | $665269.48    | 0.04%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                                                           | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   6075000 | PA      | $6020349.12   | 0.32%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                       | Evergreen Credit Card Trust                                                                                           | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    574000 | PA      | $581767.14    | 0.03%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                       | Evergreen Credit Card Trust                                                                                           | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    230000 | PA      | $232669.75    | 0.01%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                                                     | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $1191148.49   | 0.06%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                                                     | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4278131.96   | 0.23%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-4                                                                            | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    513283 | PA      | $516280.65    | 0.03%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-4                                                                            | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1210000 | PA      | $1215217.76   | 0.06%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-4                                                                            | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423000 | PA      | $427896.99    | 0.02%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-5                                                                            | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $421119.47    | 0.02%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-5                                                                            | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $617424.82    | 0.03%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2025-5                                                                            | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $670241.73    | 0.04%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283706 | PA      | $284448.64    | 0.02%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $358826.26    | 0.02%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2024-1                                                                            | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574000 | PA      | $583630.80    | 0.03%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2022-6                                                                            | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62645 | PA      | $62834.92     | 0.00%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-1                                                                            | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28284 | PA      | $28299.03     | 0.00%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust               | Exeter Automobile Receivables Trust 2023-1                                                                            | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $243648.86    | 0.01%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-1                                                                     | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    739757 | PA      | $742182.74    | 0.04%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-3                                                                     | CUSIP: 30185FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1682000 | PA      | $1683312.46   | 0.09%             | 2032-03-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust        | Exeter Select Automobile Receivables Trust 2025-3                                                                     | CUSIP: 30185FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3032741.70   | 0.16%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                                                                  | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2322000 | PA      | $2328767.24   | 0.12%             | 2042-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                | Meta Platforms Inc                                                                                                    | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3242665.20   | 0.17%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN            | FS Commercial Mortgage Trust 2023-4SZN                                                                                | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808000 | PA      | $822915.68    | 0.04%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| FS Trust                                          | FS Trust 2024-HULA                                                                                                    | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4015705.20   | 0.21%             | 2039-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                  | Fannie Mae Connecticut Avenue Securities                                                                              | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12638 | PA      | $12720.20     | 0.00%             | 2028-09-25      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust         | FARM 2025-1 Mortgage Trust                                                                                            | CUSIP: 30768CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4763805 | PA      | $4835740.88   | 0.26%             | 2055-08-01      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust         | FARM 2024-2 Mortgage Trust                                                                                            | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539837 | PA      | $549965.58    | 0.03%             | 2054-08-01      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132CXTH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790496 | PA      | $820711.01    | 0.04%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DQ3W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26240 | PA      | $27187.31     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DTUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    639438 | PA      | $670883.30    | 0.04%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2638008 | PA      | $2710137.98   | 0.14%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1999800 | PA      | $2054544.57   | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWL50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154000 | PA      | $160080.94    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439195 | PA      | $445920.94    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    729739 | PA      | $749691.65    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10058 | PA      | $10333.15     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5633148 | PA      | $5787171.91   | 0.31%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11027092 | PA      | $11189753.13  | 0.60%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12537182 | PA      | $12722122.95  | 0.68%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2581887 | PA      | $2652724.46   | 0.14%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2504239 | PA      | $2572817.82   | 0.14%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40690347 | PA      | $41808822.73  | 2.23%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44750025 | PA      | $45984665.64  | 2.46%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133CJYW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27975 | PA      | $28826.13     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133CN2G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493878 | PA      | $501299.45    | 0.03%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133CNCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481073 | PA      | $490285.90    | 0.03%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133CTUV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65756 | PA      | $67654.61     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133CUL20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25381 | PA      | $26097.84     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133CWLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156405 | PA      | $160784.77    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133CXPB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2258829 | PA      | $2321716.17   | 0.12%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133D1SQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3921761 | PA      | $4029396.60   | 0.22%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133WCWB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675800 | PA      | $695820.14    | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133WFBN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    821799 | PA      | $846040.33    | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3133WMW73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640725 | PA      | $665673.42    | 0.04%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR Debt Notes 2016-DNA1                                                                                | CUSIP: 3137G0HW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118661 | PA      | $119061.91    | 0.01%             | 2028-07-25      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140A1FR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27396 | PA      | $28161.08     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6M52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79018 | PA      | $82362.73     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6UE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739248 | PA      | $760604.91    | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140A6VM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820631 | PA      | $833290.69    | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140A8U34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    908473 | PA      | $923267.80    | 0.05%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140AAF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873088 | PA      | $898083.56    | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140AB4L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27951 | PA      | $28380.40     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140ACB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999801 | PA      | $2054478.19   | 0.11%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140ACBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416355 | PA      | $424381.88    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140APGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999801 | PA      | $2054483.16   | 0.11%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140AQTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117136 | PA      | $120338.40    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140AQZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58308 | PA      | $59902.85     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140AWY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3906061 | PA      | $4013508.17   | 0.21%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140AWYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2212353 | PA      | $2273186.41   | 0.12%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140B04M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999801 | PA      | $2056324.38   | 0.11%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140B45V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87411 | PA      | $89827.17     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140B8ER8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2999701 | PA      | $3085276.81   | 0.16%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140BEN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833698 | PA      | $845801.85    | 0.05%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140BULX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    457984 | PA      | $464633.35    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140NQLE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28948 | PA      | $29436.96     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140QTN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60960 | PA      | $62878.16     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140QUFR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999801 | PA      | $2054590.29   | 0.11%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1999800 | PA      | $2055964.51   | 0.11%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140W0P74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3229321 | PA      | $3277289.47   | 0.18%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140W1JG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89389 | PA      | $91848.45     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140Y6F62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814527 | PA      | $845880.96    | 0.05%             | 2040-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140YXQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50362 | PA      | $51836.34     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 3140YXZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138986 | PA      | $143000.63    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3492698 | PA      | $3546362.49   | 0.19%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667123 | PA      | $685626.59    | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418EZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32963 | PA      | $33486.29     | 0.00%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3570915 | PA      | $3668791.04   | 0.20%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166417 | PA      | $172776.53    | 0.01%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5379835 | PA      | $5526888.12   | 0.30%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2078935.86   | 0.11%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3885361 | PA      | $3991962.02   | 0.21%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    999900 | PA      | $1027436.01   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16403650 | PA      | $16855384.58  | 0.90%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456275 | PA      | $468639.93    | 0.03%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1843916 | PA      | $1894780.33   | 0.10%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873805 | PA      | $908156.01    | 0.05%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196379 | PA      | $203887.74    | 0.01%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4212155 | PA      | $4273308.30   | 0.23%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                       | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10646939 | PA      | $10801515.65  | 0.58%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 31426KLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77539 | PA      | $79680.16     | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2999702 | PA      | $3082003.78   | 0.16%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 31427NSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715498 | PA      | $735091.56    | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104063 | PA      | $108557.95    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177531 | PA      | $187067.25    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142GRQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1382828 | PA      | $1423015.60   | 0.08%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691647 | PA      | $1761065.31   | 0.09%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142GSYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418788 | PA      | $430660.42    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142GTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1999801 | PA      | $2054480.32   | 0.11%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142GTRH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    444572 | PA      | $456920.55    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9832409 | PA      | $9975155.18   | 0.53%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457362 | PA      | $469756.96    | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Pool                                                                                                      | CUSIP: 3142J6BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81810 | PA      | $84027.09     | 0.00%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                               | Fifth Third Bancorp                                                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    184000 | PA      | $187020.62    | 0.01%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                              | Fifth Third Bank NA                                                                                                   | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   6632000 | PA      | $6696258.11   | 0.36%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Finance of America Structured Securities Trust    | Finance of America Structured Securities Trust Series 2025-PC1                                                        | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-MBS          | CORP              | US        |   2131710 | PA      | $2066572.08   | 0.11%             | 2075-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout                    | Finance of America HECM Buyout 2024-HB1                                                                               | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126080 | PA      | $126145.73    | 0.01%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2025-1                                                                               | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    716000 | PA      | $719599.69    | 0.04%             | 2030-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                  | First Investors Auto Owner Trust 2025-1                                                                               | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1013000 | PA      | $1016479.96   | 0.05%             | 2031-01-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                  | First National Master Note Trust                                                                                      | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592000 | PA      | $593974.79    | 0.03%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                  | First National Master Note Trust                                                                                      | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668000 | PA      | $676650.20    | 0.04%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                  | First National Master Note Trust                                                                                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110000 | PA      | $2152631.71   | 0.11%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                    | FirstKey Homes 2022-SFR1 Trust                                                                                        | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480336 | PA      | $479560.15    | 0.03%             | 2039-05-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                      | FIVE 2023-V1 Mortgage Trust                                                                                           | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216000 | PA      | $1247049.34   | 0.07%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                  | Flatiron CLO 28 Ltd                                                                                                   | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   2077000 | PA      | $2080834.14   | 0.11%             | 2036-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                                                              | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1190522.76   | 0.06%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2024-A                                                                                   | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    281790 | PA      | $282335.29    | 0.02%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                      | Ford Credit Auto Lease Trust 2024-A                                                                                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175766.22    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust          | Ford Credit Floorplan Master Owner Trust A                                                                            | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2077000 | PA      | $2113643.26   | 0.11%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310713.33    | 0.02%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6028000 | PA      | $6081564.75   | 0.32%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367305.38    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357731.55    | 0.02%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12309000 | PA      | $12502894.69  | 0.67%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    649000 | PA      | $652714.80    | 0.03%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    610000 | PA      | $626426.49    | 0.03%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2121360.82   | 0.11%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                                                              | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    977000 | PA      | $992415.86    | 0.05%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                       | Fortress Credit BSL VIII Ltd                                                                                          | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    737790 | PA      | $737614.00    | 0.04%             | 2032-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA6                                                                               | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    632315 | PA      | $635657.13    | 0.03%             | 2042-09-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2022-DNA5                                                                               | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    635555 | PA      | $647647.68    | 0.03%             | 2042-06-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA1                                                                               | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |   1329237 | PA      | $1333224.37   | 0.07%             | 2044-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA2                                                                               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |   1831517 | PA      | $1838888.86   | 0.10%             | 2044-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2024-DNA3                                                                               | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | USGSE             | US        |   1089285 | PA      | $1090839.50   | 0.06%             | 2044-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA1                                                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    675400 | PA      | $675757.15    | 0.04%             | 2045-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac STACR REMIC Trust 2025-DNA2                                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |    848641 | PA      | $850984.18    | 0.05%             | 2045-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                               | Freddie Mac Stacr Remic Trust 2025-Dna3                                                                               | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |   1762575 | PA      | $1764026.34   | 0.09%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                                                                                   | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3515000 | PA      | $3548294.43   | 0.19%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO             | GCRED BSL CLO 1                                                                                                       | CUSIP: 3615EMAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001000.00   | 0.21%             | 2034-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                  | GWT 2024-WLF2                                                                                                         | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356000 | PA      | $1361438.64   | 0.07%             | 2041-05-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Trust 2017-GS6                                                                                 | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454000 | PA      | $449033.92    | 0.02%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies Inc                                                                                        | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162564.92    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-3                                                                              | CUSIP: 36267PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185602 | PA      | $185831.82    | 0.01%             | 2028-01-18      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2023-3                                                                              | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151000 | PA      | $152343.99    | 0.01%             | 2029-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust          | GM Financial Revolving Receivables Trust 2023-2                                                                       | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773000 | PA      | $811983.16    | 0.04%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2024-1                                                             | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365579 | PA      | $367883.59    | 0.02%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr | GM Financial Consumer Automobile Receivables Trust 2024-1                                                             | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    624000 | PA      | $634234.72    | 0.03%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-1                                                                              | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303000 | PA      | $1318473.65   | 0.07%             | 2029-12-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-1                                                                              | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    837000 | PA      | $852231.89    | 0.05%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2024-RPL2                                                                         | CUSIP: 36269MAA9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    580117 | PA      | $569971.63    | 0.03%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Trust 2025-1                                                                              | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $224765.13    | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $1094311.39   | 0.06%             | 2029-07-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3032340.00   | 0.16%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-1                                                                              | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3044974.50   | 0.16%             | 2030-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                 | GLS Auto Select Receivables Issuer Trust 2025-4                                                                       | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3179000 | PA      | $3189613.41   | 0.17%             | 2031-02-18      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-4                                                                              | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1678000 | PA      | $1686087.62   | 0.09%             | 2030-04-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-4                                                                              | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2374000 | PA      | $2389077.51   | 0.13%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-4                                                                              | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2748000 | PA      | $2772511.89   | 0.15%             | 2031-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM4 Trust                                                                                                  | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4584034 | PA      | $4628574.32   | 0.25%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2024-NQM2 Trust                                                                                                  | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533151 | PA      | $539090.48    | 0.03%             | 2059-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                               | General Electric Co                                                                                                   | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2139799.19   | 0.11%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6320000 | PA      | $6342534.21   | 0.34%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1169566.34   | 0.06%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $929652.91    | 0.05%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                                                       | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4308000 | PA      | $4315100.23   | 0.23%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                                                      | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406590.35    | 0.02%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                  | Georgia Power Co                                                                                                      | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1669069.60   | 0.09%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                             | Global SC Finance VII Srl                                                                                             | CUSIP: 37959PAC1<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    293931 | PA      | $282706.98    | 0.02%             | 2040-11-19      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Global SC Finance VII SRL                         | Global SC Finance VII Srl                                                                                             | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | BB        |    688528 | PA      | $648980.48    | 0.03%             | 2041-08-17      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-2                                                                              | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537000 | PA      | $540652.94    | 0.03%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2024-2                                                                              | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746000 | PA      | $761510.38    | 0.04%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-2                                                                              | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2652000 | PA      | $2678425.85   | 0.14%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                        | GLS Auto Receivables Issuer Trust 2025-3                                                                              | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1307000 | PA      | $1312668.98   | 0.07%             | 2030-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust          | GM Financial Revolving Receivables Trust 2024-2                                                                       | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1888000 | PA      | $1921075.68   | 0.10%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4569000 | PA      | $4774325.65   | 0.26%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $3137082.50   | 0.17%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2479324.01   | 0.13%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $2114403.15   | 0.11%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    290000 | PA      | $284996.78    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                                                           | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    595000 | PA      | $585915.68    | 0.03%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static Ltd                 | Golub Capital Partners Static 2024-1 Ltd                                                                              | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500052.50   | 0.08%             | 2035-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                 | GreatAmerica Leasing Receivables Funding LLC                                                                          | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1805000 | PA      | $1827979.09   | 0.10%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                 | GreatAmerica Leasing Receivables Funding LLC                                                                          | CUSIP: 39154TCS5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2028000 | PA      | $2048491.32   | 0.11%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205163.68    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3617255.50   | 0.19%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $764166.46    | 0.04%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                     | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1435256.51   | 0.08%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                     | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2435000 | PA      | $2443033.94   | 0.13%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                     | HTL Commercial Mortgage Trust 2024-T53                                                                                | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591000 | PA      | $598545.42    | 0.03%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                | Hawaii Hotel Trust 2025-MAUI                                                                                          | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2419000 | PA      | $2424352.76   | 0.13%             | 2042-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                | Hawaii Hotel Trust 2025-MAUI                                                                                          | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1358000 | PA      | $1366110.25   | 0.07%             | 2042-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LP                                                                                        | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    502000 | PA      | $492672.49    | 0.03%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC                                                                                           | CUSIP: 42806MAR0<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245216.60    | 0.01%             | 2028-06-26      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBS7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1113000 | PA      | $1116765.28   | 0.06%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MBT5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2920000 | PA      | $2932055.80   | 0.16%             | 2027-06-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    281000 | PA      | $285341.73    | 0.02%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251920.55    | 0.01%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCK3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1449000 | PA      | $1480649.78   | 0.08%             | 2029-01-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCS6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    349000 | PA      | $361439.55    | 0.02%             | 2029-01-25      | Fixed         | 9.22%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1616000 | PA      | $1636805.03   | 0.09%             | 2029-09-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MCU1<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3709000 | PA      | $3765844.13   | 0.20%             | 2029-09-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDB2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2999000 | PA      | $3040663.31   | 0.16%             | 2029-12-26      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDC0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1637640.16   | 0.09%             | 2029-12-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDD8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1643000 | PA      | $1671060.14   | 0.09%             | 2029-12-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing III LLC                                                                                       | CUSIP: 42806MDF3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2058577.60   | 0.11%             | 2031-12-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                                                                    | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1032140.83   | 0.06%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                                                                    | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763187.75    | 0.04%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot Inc/The                                                                                                    | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    911000 | PA      | $934334.89    | 0.05%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust 2025-2                                                                                          | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $490665.13    | 0.03%             | 2032-11-22      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                      | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3632781 | PA      | $3665634.09   | 0.20%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2025-SPRL Mortgage Trust                                                                                 | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3625000 | PA      | $3761442.10   | 0.20%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                 | Hyatt Hotels Corp                                                                                                     | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611255.96    | 0.03%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497098.57    | 0.03%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56165.13     | 0.00%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583421.65    | 0.03%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1865597.75   | 0.10%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    413000 | PA      | $415645.43    | 0.02%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927770.87    | 0.05%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025292.30   | 0.05%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1703061.23   | 0.09%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                                                               | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1299329.97   | 0.07%             | 2028-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2024-A                                                                        | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    564929 | PA      | $566165.22    | 0.03%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust           | Hyundai Auto Lease Securitization Trust 2024-A                                                                        | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267000 | PA      | $268258.91    | 0.01%             | 2028-02-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Hyundai Floorplan Master Owner Trust              | Hyundai Floorplan Master Owner Trust                                                                                  | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3113000 | PA      | $3116631.63   | 0.17%             | 2030-10-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                           | Imperial Brands Finance PLC                                                                                           | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  10562000 | PA      | $10649493.28  | 0.57%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2022-NQM7                                                                                | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399521 | PA      | $401523.65    | 0.02%             | 2067-11-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                 | Imperial Fund Mortgage Trust 2023-NQM1                                                                                | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222473 | PA      | $1220292.53   | 0.07%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Imprint Payments Credit Card Master Trust         | Imprint Payments Credit Card Master Trust                                                                             | CUSIP: 45333GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2151000 | PA      | $2157243.06   | 0.12%             | 2029-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268834.81    | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660687.76    | 0.04%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                | Ingersoll Rand Inc                                                                                                    | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    312000 | PA      | $322602.78    | 0.02%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                             | INTOWN 2025-STAY Mortgage Trust                                                                                       | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2995000 | PA      | $3002449.76   | 0.16%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    197000 | PA      | $196460.17    | 0.01%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    216000 | PA      | $216917.21    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2937989.53   | 0.16%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11263000 | PA      | $11382765.45  | 0.61%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2759562.01   | 0.15%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1194858.28   | 0.06%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2457166.50   | 0.13%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5253967.81   | 0.28%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                                                                   | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2984058.15   | 0.16%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust 2024                                                                                           | CUSIP: 47800RAD5<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    923000 | PA      | $931329.71    | 0.05%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                 | Johnson & Johnson                                                                                                     | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774794.94    | 0.04%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan Inc                                                                                                     | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    319000 | PA      | $326477.17    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                              | KSA Ijarah Sukuk Ltd                                                                                                  | CUSIP: 50116FAA0<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |   3840000 | PA      | $3838547.67   | 0.21%             | 2030-09-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-1                                                                                     | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97975 | PA      | $98137.73     | 0.01%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-1                                                                                     | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    367000 | PA      | $372312.21    | 0.02%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-1                                                                                     | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    444000 | PA      | $453523.62    | 0.02%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    721000 | PA      | $727614.31    | 0.04%             | 2028-06-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608000 | PA      | $620113.06    | 0.03%             | 2028-12-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-3                                                                                     | CUSIP: 50168BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232146 | PA      | $232915.22    | 0.01%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM Loan Income Fund I Income Note Issuer Ltd                                                                         | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5706 | PA      | $5708.45      | 0.00%             | 2031-07-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                                                             | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   6684000 | PA      | $6782734.18   | 0.36%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LV Trust                                          | Fashion Show Mall LLC                                                                                                 | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2549000 | PA      | $2589796.75   | 0.14%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                                                                     | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    305000 | PA      | $306302.11    | 0.02%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                                                                     | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $414638.95    | 0.02%             | 2030-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-3                                                                                     | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148000 | PA      | $150005.68    | 0.01%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2023-1                                                                                     | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273000 | PA      | $273798.25    | 0.01%             | 2027-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                    | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |    603000 | PA      | $617470.79    | 0.03%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-2                                                                                     | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    507000 | PA      | $515160.67    | 0.03%             | 2029-07-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                        | LAD Auto Receivables Trust 2024-2                                                                                     | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $180596.97    | 0.01%             | 2031-10-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co                                                                                                        | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1225973.28   | 0.07%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                              | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4565000 | PA      | $4616548.03   | 0.25%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                                                              | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3735000 | PA      | $3785944.39   | 0.20%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFRA 2024-NQM3 Trust                                                                                                  | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3897138 | PA      | $3930498.34   | 0.21%             | 2069-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                       | MMP Capital 2025-A LLC                                                                                                | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413617 | PA      | $417508.99    | 0.02%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                       | MMP Capital 2025-A LLC                                                                                                | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $848389.23    | 0.05%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                               | M&T Equipment 2024-LEAF1 Notes                                                                                        | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2289000 | PA      | $2319397.00   | 0.12%             | 2031-08-18      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding L Ltd                                                                                            | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300229.20    | 0.02%             | 2034-04-19      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XXII Ltd                                                                                                    | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    693000 | PA      | $693316.70    | 0.04%             | 2036-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                    | Manhattan West 2020-1MW Mortgage Trust                                                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $824886.07    | 0.04%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.                             | Marble Point CLO XV Ltd                                                                                               | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |    830489 | PA      | $830822.99    | 0.04%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                              | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014931.06   | 0.11%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                              | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3424028.54   | 0.18%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars Inc                                                                                                              | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2832000 | PA      | $2894773.66   | 0.15%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2683134.54   | 0.14%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos Inc                                                                                              | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1383521.14   | 0.07%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                                         | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259903.32    | 0.01%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International Inc/MD                                                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358144.24    | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2024-NQM2 Trust                                                                                                   | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |   3189892 | PA      | $3197112.55   | 0.17%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2025-NQM3 Trust                                                                                                   | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   1943365 | PA      | $1949667.75   | 0.10%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                    | Mercedes-Benz Auto Lease Trust 2024-A                                                                                 | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385000 | PA      | $2408699.51   | 0.13%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST              | Mercedes-Benz Auto Receivables Trust 2024-1                                                                           | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1252202 | PA      | $1261239.80   | 0.07%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST              | Mercedes-Benz Auto Receivables Trust 2024-1                                                                           | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857000 | PA      | $873134.05    | 0.05%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                       | Merchants Fleet Funding LLC                                                                                           | CUSIP: 588926AF2<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1684905 | PA      | $1696039.58   | 0.09%             | 2037-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust        | Mercury Financial Credit Card Master Trust                                                                            | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1638000 | PA      | $1647282.05   | 0.09%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                           | Metropolitan Life Global Funding I                                                                                    | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3985000 | PA      | $3971776.49   | 0.21%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                          | Microchip Technology Inc                                                                                              | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4831000 | PA      | $4899005.60   | 0.26%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Mortgage Loan Trust 2019-GS2                                                                                | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190358 | PA      | $185977.04    | 0.01%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1212000 | PA      | $1219816.31   | 0.07%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2591000 | PA      | $2610808.71   | 0.14%             | 2031-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $1003079.50   | 0.05%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427000 | PA      | $429348.33    | 0.02%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MCA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2541000 | PA      | $2554561.83   | 0.14%             | 2030-12-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust                                                                                 | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1204426.08   | 0.06%             | 2030-12-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                            | Mondelez International Inc                                                                                            | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1771703.06   | 0.09%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                                                           | CUSIP: 61690FAP8<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $485411.10    | 0.03%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125300.22    | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112237.74    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270187.81    | 0.01%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4149142.90   | 0.22%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $590627.30    | 0.03%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8331000 | PA      | $8497226.11   | 0.45%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2247898.05   | 0.12%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2522899.96   | 0.13%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2423496.65   | 0.13%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1793114.07   | 0.10%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                        | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4949053.02   | 0.26%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM2                                                              | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244021 | PA      | $1260664.58   | 0.07%             | 2069-05-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | MSBAM                                                                                                                 | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807000 | PA      | $1879196.70   | 0.10%             | 2058-03-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                       | Multifamily Connecticut Avenue Securities Trust 2023-01                                                               | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |    201933 | PA      | $208327.31    | 0.01%             | 2053-11-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                       | Multifamily Connecticut Avenue Securities Trust 2024-01                                                               | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |    524494 | PA      | $531869.39    | 0.03%             | 2054-07-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                       | Multifamily Connecticut Avenue Securities Trust 2025-01                                                               | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081442 | PA      | $1087405.57   | 0.06%             | 2055-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2024-A LLC                                                                                               | CUSIP: 62919UAB9<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   1496488 | PA      | $1506381.03   | 0.08%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-A LLC                                                                                               | CUSIP: 62919VAB7<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   1702189 | PA      | $1709071.90   | 0.09%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-A LLC                                                                                               | CUSIP: 62919VAC5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   1958000 | PA      | $1984380.13   | 0.11%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-B LLC                                                                                               | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   2539000 | PA      | $2549929.89   | 0.14%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-B LLC                                                                                               | CUSIP: 62919WAC3<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   3178000 | PA      | $3203669.98   | 0.17%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                          | National Australia Bank Ltd/New York                                                                                  | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1064632.11   | 0.06%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                          | National Australia Bank Ltd/New York                                                                                  | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $2344838.62   | 0.13%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                                     | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $222578.25    | 0.01%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                                                                     | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5590000 | PA      | $5691071.73   | 0.30%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                                                          | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3042192.00   | 0.16%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                      | Navient Education Loan Trust 2025-A                                                                                   | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1416753 | PA      | $1433703.07   | 0.08%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2025-A                                                                                      | CUSIP: 64033XAD6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |   3505685 | PA      | $3543220.67   | 0.19%             | 2057-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC             | New Economy Assets - Phase 1 Sponsor LLC                                                                              | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358000 | PA      | $299918.83    | 0.02%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2020-RPL1                                                                         | CUSIP: 64828XAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    175761 | PA      | $169967.53    | 0.01%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2019-RPL3                                                                         | CUSIP: 64830NAA9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    471695 | PA      | $457876.36    | 0.02%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | NEW Residential Mortgage Loan Trust 2025-Nqm2                                                                         | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |   2315228 | PA      | $2342457.30   | 0.13%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes            | NRM FHT1 Excess Owner LLC                                                                                             | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5035484 | PA      | $5094438.24   | 0.27%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                          | New York Life Global Funding                                                                                          | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    964000 | PA      | $979692.00    | 0.05%             | 2029-12-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2227327.08   | 0.12%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                                                          | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489906.68    | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                             | Northrop Grumman Corp                                                                                                 | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1629140.13   | 0.09%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2023-NQM1 Trust                                                                                                   | CUSIP: 670855AA3<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    413734 | PA      | $412753.95    | 0.02%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization Trust IV LLC                                                                              | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1001000 | PA      | $1006128.12   | 0.05%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 67108SAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    643000 | PA      | $646670.44    | 0.03%             | 2032-11-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 67108SAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    748000 | PA      | $751108.54    | 0.04%             | 2032-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 67108SAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    709000 | PA      | $714517.15    | 0.04%             | 2032-11-17      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization Trust IV LLC                                                                              | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | PA      | $1033564.98   | 0.06%             | 2031-06-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                           | NYMT Loan Trust 2024-CP1                                                                                              | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508924 | PA      | $475920.95    | 0.03%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-HYB2 Trust                                                                                                   | CUSIP: 67118RAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1948460 | PA      | $1933655.34   | 0.10%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM4 Trust                                                                                                   | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   1059962 | PA      | $1069805.99   | 0.06%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM8 Trust                                                                                                   | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   2631169 | PA      | $2664133.28   | 0.14%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM11 Trust                                                                                                  | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   4621867 | PA      | $4669556.95   | 0.25%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM7 Trust                                                                                                   | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    945443 | PA      | $956815.87    | 0.05%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM10 Trust                                                                                                  | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   2018265 | PA      | $2043776.83   | 0.11%             | 2064-05-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM13 Trust                                                                                                  | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   1650477 | PA      | $1654822.31   | 0.09%             | 2064-06-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-28L                                                                                | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1913000 | PA      | $1918487.82   | 0.10%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909            | NYC Commercial Mortgage Trust 2025-28L                                                                                | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1555000 | PA      | $1559747.26   | 0.08%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM17 Trust                                                                                                  | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |   2050028 | PA      | $2070227.09   | 0.11%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM1 Trust                                                                                                   | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-MBS          | CORP              | US        |   4554338 | PA      | $4594987.13   | 0.25%             | 2064-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM18 Trust                                                                                                  | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   5509640 | PA      | $5535312.96   | 0.30%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM14 Trust                                                                                                  | CUSIP: 673924AA4<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |   1833252 | PA      | $1843264.28   | 0.10%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2023-NQM4 Trust                                                                                                   | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    379272 | PA      | $380024.73    | 0.02%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-HYB1 Trust                                                                                                   | CUSIP: 67448MAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    894661 | PA      | $892876.49    | 0.05%             | 2053-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2024-NQM5 Trust                                                                                                   | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    784947 | PA      | $792250.30    | 0.04%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                                                                   | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   3046277 | PA      | $3078501.20   | 0.16%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM8 Trust                                                                                                   | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |   6366951 | PA      | $6425182.16   | 0.34%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM19 Trust                                                                                                  | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |   3353267 | PA      | $3361537.04   | 0.18%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                                                             | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5742000 | PA      | $5855128.88   | 0.31%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                                                             | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    625000 | PA      | $640947.24    | 0.03%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    992000 | PA      | $1000191.74   | 0.05%             | 2032-04-19      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC             | OnDeck Asset Securitization IV LLC                                                                                    | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1015000 | PA      | $1022227.00   | 0.05%             | 2032-04-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                           | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645956.21    | 0.03%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                           | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5453027.77   | 0.29%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                           | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3718530.39   | 0.20%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund I LLC                                                                                              | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2031893 | PA      | $2063571.96   | 0.11%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                    | OWN Equipment Fund III LLC                                                                                            | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1921000 | PA      | $1933817.49   | 0.10%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                             | PK Alift Loan Funding 7 LP                                                                                            | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880084 | PA      | $883151.66    | 0.05%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                             | PK Alift Loan Funding 3 LP                                                                                            | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545049 | PA      | $557698.01    | 0.03%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                                                                    | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2007050.00   | 0.11%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                                                                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2969000 | PA      | $3005238.72   | 0.16%             | 2029-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $5112126.32   | 0.27%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112038.69    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $6483457.81   | 0.35%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group Inc/The                                                                                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    394000 | PA      | $407958.59    | 0.02%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                                                           | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1722767.36   | 0.09%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                             | PK ALIFT Loan Funding 4 LP                                                                                            | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1244277 | PA      | $1249825.63   | 0.07%             | 2039-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-2 LLC                                                                                 | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401566 | PA      | $402535.70    | 0.02%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-2 LLC                                                                                 | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293000 | PA      | $294893.78    | 0.02%             | 2031-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-2 LLC                                                                                 | CUSIP: 69392BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    764000 | PA      | $769724.35    | 0.04%             | 2031-10-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2025-1 LLC                                                                                 | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326000 | PA      | $1334708.11   | 0.07%             | 2028-10-20      | Fixed         | 4.94%                 | 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        |    877415 | PA      | $850565.54    | 0.05%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3384000 | PA      | $3375836.74   | 0.18%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7569000 | PA      | $7626578.59   | 0.41%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2560000.00   | 0.14%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1513639.49   | 0.08%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                                                           | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7336000 | PA      | $7468587.20   | 0.40%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                    | PEAC Solutions Receivables 2024-1 LLC                                                                                 | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1368621 | PA      | $1379631.08   | 0.07%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                                                            | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    405000 | PA      | $413442.27    | 0.02%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-R3                                                                                  | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4474745 | PA      | $4480656.31   | 0.24%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Grantor Trust 2025-R3                                                                                  | CUSIP: 69549EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2985289 | PA      | $2990415.05   | 0.16%             | 2033-01-18      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust       | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                                                                    | CUSIP: 69549JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4272000 | PA      | $4296710.53   | 0.23%             | 2033-07-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Pagaya Point of Sale Holdings Grantor Trust       | Pagaya Point Of Sale Holdings Grantor Trust 2025-2                                                                    | CUSIP: 69549JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4999690 | PA      | $5021739.13   | 0.27%             | 2033-07-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2022-4 Ltd                                                                                 | CUSIP: 69702YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    143523 | PA      | $143575.72    | 0.01%             | 2031-07-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                    | Palmer Square Loan Funding 2022-4 Ltd                                                                                 | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    889000 | PA      | $886187.20    | 0.05%             | 2031-07-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Parallel Ltd                                      | Parallel 2023-1 Ltd                                                                                                   | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007173.00   | 0.16%             | 2036-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                                                           | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3538045.33   | 0.19%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust               | PenFed Auto Receivables Owner Trust 2025-A                                                                            | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722000 | PA      | $724257.12    | 0.04%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $507694.00    | 0.03%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   4000000 | PA      | $4290885.72   | 0.23%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte Ltd                                                                                 | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    830000 | PA      | $841112.02    | 0.04%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer Inc                                                                                                            | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4270749.44   | 0.23%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                             | PG&E Recovery Funding LLC                                                                                             | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1666343 | PA      | $1696194.87   | 0.09%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258378.64    | 0.01%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3030383.76   | 0.16%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389076.45    | 0.02%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1993595.40   | 0.11%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1149892.48   | 0.06%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1406562.39   | 0.08%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1743000 | PA      | $1754374.28   | 0.09%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2247917.67   | 0.12%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                                                       | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1994664.77   | 0.11%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust              | Porsche Innovative Lease Owner Trust 2024-1                                                                           | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1833000 | PA      | $1840570.84   | 0.10%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                       | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    823626 | PA      | $830438.96    | 0.04%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                       | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1474017.51   | 0.08%             | 2031-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                       | Post Road Equipment Finance 2025-1 LLC                                                                                | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3509096.09   | 0.19%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2024-1                                                                                | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154131 | PA      | $154313.71    | 0.01%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                   | Prestige Auto Receivables Trust 2024-1                                                                                | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422000 | PA      | $425011.86    | 0.02%             | 2030-02-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2024-SFR1 Trust                                                                                  | CUSIP: 74331QAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1138715 | PA      | $1105463.50   | 0.06%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2022-SFR3 Trust                                                                                  | CUSIP: 74331UAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    475819 | PA      | $469428.92    | 0.03%             | 2039-04-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2024-SFR3 Trust                                                                                  | CUSIP: 74331VAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2241747 | PA      | $2140830.43   | 0.11%             | 2041-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2024-SFR5 Trust                                                                                  | CUSIP: 74332HAC0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1343000 | PA      | $1277075.89   | 0.07%             | 2029-08-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential Trust                                                                                            | CUSIP: 74333HAA3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1948380 | PA      | $1923881.40   | 0.10%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                        | Progress Residential 2025-SFR3 Trust                                                                                  | CUSIP: 74334BAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    997000 | PA      | $951018.46    | 0.05%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                                                                   | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    475000 | PA      | $421350.52    | 0.02%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                                                                   | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1311510.60   | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                                                              | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6927000 | PA      | $7023405.28   | 0.38%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                               | Reach ABS Trust 2024-2                                                                                                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341217 | PA      | $342646.51    | 0.02%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                            | Repsol E&P Capital Markets US LLC                                                                                     | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    630000 | PA      | $636036.85    | 0.03%             | 2028-09-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                            | Repsol E&P Capital Markets US LLC                                                                                     | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2136842.26   | 0.11%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                             | Rio Tinto Finance USA PLC                                                                                             | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1850164.18   | 0.10%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                                                  | CUSIP: 78016FZT4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1580377.49   | 0.08%             | 2026-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                                                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1510000 | PA      | $1555319.95   | 0.08%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                                                  | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1350000 | PA      | $1381093.85   | 0.07%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                                                                  | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1724635.38   | 0.09%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                             | SBNA Auto Lease Trust 2024-C                                                                                          | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    767907 | PA      | $769821.08    | 0.04%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                              | SCG Trust 2025-SNIP                                                                                                   | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3428000 | PA      | $3438606.92   | 0.18%             | 2042-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust           | SG Commercial Mortgage Securities Trust 2016-C5                                                                       | CUSIP: 78419CAC8<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    667912 | PA      | $666124.00    | 0.04%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                     | SFO Commercial Mortgage Trust 2021-555                                                                                | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998573.70    | 0.05%             | 2038-05-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                     | SFO Commercial Mortgage Trust 2021-555                                                                                | CUSIP: 78432WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362000 | PA      | $360653.94    | 0.02%             | 2038-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                          | SCCU Auto Receivables Trust 2024-1                                                                                    | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058000 | PA      | $1065409.70   | 0.06%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust         | SFS Auto Receivables Securitization Trust 2024-3                                                                      | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1846000 | PA      | $1870871.34   | 0.10%             | 2031-11-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                           | SCF Equipment Leasing 2025-1 LLC                                                                                      | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3567000 | PA      | $3645445.82   | 0.19%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SMRT                                              | SMRT 2022-MINI                                                                                                        | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500125.65    | 0.03%             | 2039-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                    | SWCH Commercial Mortgage Trust 2025-DATA                                                                              | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4783000 | PA      | $4745906.40   | 0.25%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-2                                                                         | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1517000 | PA      | $1535719.48   | 0.08%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2023-6                                                                         | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123473 | PA      | $123860.58    | 0.01%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2022-7                                                                         | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3955 | PA      | $3958.43      | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-1                                                                         | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16651 | PA      | $16662.11     | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-1                                                                         | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    558000 | PA      | $560563.84    | 0.03%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-1                                                                         | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $125528.08    | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2024-4                                                                         | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $907145.64    | 0.05%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2025-4                                                                         | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3491000 | PA      | $3499760.32   | 0.19%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust            | Santander Drive Auto Receivables Trust 2025-4                                                                         | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3988000 | PA      | $4000905.97   | 0.21%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                          | SCCU Auto Receivables Trust 2025-1                                                                                    | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3788166 | PA      | $3799102.94   | 0.20%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119425.70    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp/The                                                                                               | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404483.86    | 0.02%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                     | SDR Commercial Mortgage Trust 2024-DSNY                                                                               | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708000 | PA      | $707895.99    | 0.04%             | 2039-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                     | SDR Commercial Mortgage Trust 2024-DSNY                                                                               | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $485458.55    | 0.03%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust           | Securitized Term Auto Receivables Trust                                                                               | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    256436 | PA      | $258790.26    | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust           | Securitized Term Auto Receivables Trust                                                                               | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    819724 | PA      | $827893.17    | 0.04%             | 2031-07-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-HYB1                                                                                      | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4305989 | PA      | $4323566.83   | 0.23%             | 2055-10-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                              | Shell Finance US Inc                                                                                                  | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000730.83   | 0.16%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                                                               | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2264440.66   | 0.12%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                               | Sherwin-Williams Co/The                                                                                               | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1414719.54   | 0.08%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                          | Slam Ltd                                                                                                              | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    967541 | PA      | $981989.30    | 0.05%             | 2049-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2023-C                                                                               | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176351 | PA      | $178307.09    | 0.01%             | 2052-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2025-A                                                                               | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175901 | PA      | $1194627.30   | 0.06%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sounds Point CLO IV-R LTD                                                                                             | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |     92902 | PA      | $93009.99     | 0.00%             | 2031-04-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                                                         | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    293000 | PA      | $262958.64    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                                                         | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  10114000 | PA      | $10400546.21  | 0.56%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                                                         | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306462.80    | 0.02%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                                                         | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4584000 | PA      | $4590809.58   | 0.25%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                                                         | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191667.91    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                                                         | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2464785.64   | 0.13%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4 Trust                              | STAR 2024-SFR4 Trust                                                                                                  | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1647356 | PA      | $1653920.05   | 0.09%             | 2041-10-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                              | STAR 2025-SFR5 Trust                                                                                                  | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599209 | PA      | $600175.76    | 0.03%             | 2042-02-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                 | State Street Corp                                                                                                     | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1184517.00   | 0.06%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                              | Steele Creek CLO 2019-1 LTD                                                                                           | CUSIP: 85817BAQ2<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   1790932 | PA      | $1789346.96   | 0.10%             | 2032-04-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                              | Steele Creek CLO 2019-2 LTD                                                                                           | CUSIP: 85817EAU7<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   1779092 | PA      | $1775746.87   | 0.09%             | 2032-07-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                                                                          | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2639129.56   | 0.14%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                      | Stryker Corp                                                                                                          | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1438058.08   | 0.08%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                | Subway Funding LLC                                                                                                    | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2162160 | PA      | $2158343.58   | 0.12%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group Inc                                                                                   | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1664000 | PA      | $1733548.76   | 0.09%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                                                          | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6692866.95   | 0.36%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                     | Synchrony Card Funding LLC                                                                                            | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498000 | PA      | $505292.51    | 0.03%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                     | Synchrony Card Funding LLC                                                                                            | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2835000 | PA      | $2882200.48   | 0.15%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                | TIF Funding II LLC                                                                                                    | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842917 | PA      | $773808.82    | 0.04%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | TMCL VII Holdings Ltd                                                                                                 | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1870152 | PA      | $1881429.87   | 0.10%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | TMCL VII Holdings Ltd                                                                                                 | CUSIP: 87257FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    996952 | PA      | $1002517.39   | 0.05%             | 2050-07-23      | Fixed         | 8.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5532000 | PA      | $5519554.05   | 0.29%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                                                      | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280224.13    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                             | TAL Advantage VII LLC                                                                                                 | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    704538 | PA      | $675183.51    | 0.04%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                        | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   6566000 | PA      | $6504910.59   | 0.35%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments Inc                                                                                                 | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132844.28    | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    708400 | PA      | $667641.27    | 0.04%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited               | Textainer Marine Containers VII Ltd                                                                                   | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    498200 | PA      | $472487.49    | 0.03%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD                            | Thompson Park CLO Ltd                                                                                                 | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3229000 | PA      | $3230582.21   | 0.17%             | 2034-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $186663.24    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4520000 | PA      | $4549131.22   | 0.24%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    458000 | PA      | $469387.30    | 0.03%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank/The                                                                                             | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2186178.72   | 0.12%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2015-5                                                                                      | CUSIP: 89171VAE7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $980985.06    | 0.05%             | 2055-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2015-2                                                                                      | CUSIP: 89171YAE1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1224781 | PA      | $1199994.00   | 0.06%             | 2060-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2016-2                                                                                      | CUSIP: 89172PAC3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    189076 | PA      | $187313.41    | 0.01%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2016-3                                                                                      | CUSIP: 89172YAD2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1365940 | PA      | $1361789.51   | 0.07%             | 2056-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-1                                                                                      | CUSIP: 89173FAB6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     32413 | PA      | $32322.96     | 0.00%             | 2056-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-2                                                                                      | CUSIP: 89173HAL0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    311932 | PA      | $309014.71    | 0.02%             | 2057-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-6                                                                                      | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    221788 | PA      | $219085.58    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2018-1                                                                                      | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     95035 | PA      | $94531.26     | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-1                                                                                      | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    370216 | PA      | $362073.66    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2019-2                                                                                      | CUSIP: 89177JAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    392739 | PA      | $384257.59    | 0.02%             | 2058-12-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2023-1                                                                                      | CUSIP: 89181JAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    866478 | PA      | $843421.82    | 0.05%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2024-3                                                                                      | CUSIP: 89183FAP3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1519969 | PA      | $1535833.64   | 0.08%             | 2065-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                                                              | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    900000 | PA      | $914960.16    | 0.05%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                          | Toyota Motor Credit Corp                                                                                              | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1519400.04   | 0.08%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2024-A Owner Trust                                                                            | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1071615 | PA      | $1078747.73   | 0.06%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2024-A Owner Trust                                                                            | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659000 | PA      | $669856.50    | 0.04%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2023-SFR2 Trust                                                                                    | CUSIP: 895978AA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    345863 | PA      | $347650.13    | 0.02%             | 2040-12-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR2 Trust                                                                                    | CUSIP: 89616VAA8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1369663 | PA      | $1374923.37   | 0.07%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                | Tricon Residential 2024-SFR3 Trust                                                                                    | CUSIP: 89616YAA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   2235861 | PA      | $2236544.97   | 0.12%             | 2041-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                | Tricolor Auto Securitization Trust 2025-1                                                                             | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3596136 | PA      | $2153368.83   | 0.12%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas CLO XII Ltd                                                                                                  | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   3426470 | PA      | $3430146.35   | 0.18%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas CLO XII Ltd                                                                                                  | CUSIP: 89641GBA9<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   1318000 | PA      | $1318759.17   | 0.07%             | 2033-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas Clo IX Ltd                                                                                                   | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    187013 | PA      | $187076.86    | 0.01%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                         | Trinity Rail Leasing 2020 LLC                                                                                         | CUSIP: 89656YAB1<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |   1727000 | PA      | $1659881.18   | 0.09%             | 2050-11-19      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                      | Triton Container Finance VIII LLC                                                                                     | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830625 | PA      | $784841.74    | 0.04%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                                                           | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450806.86    | 0.02%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                                                                 | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7776000 | PA      | $7839650.14   | 0.42%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                                                                 | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154286.14    | 0.01%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                                                                 | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    592000 | PA      | $608322.88    | 0.03%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes              | Truist Bank Auto Credit-Linked Notes Series 2025-1                                                                    | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6476532 | PA      | $6490344.14   | 0.35%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                          | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    515000 | PA      | $506879.97    | 0.03%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1330000 | PA      | $1375960.30   | 0.07%             | 2030-02-08      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                     | UBS Commercial Mortgage Trust 2017-C2                                                                                 | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $296835.78    | 0.02%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                    | US Bank C&I Credit-Linked Notes Series 2025-2                                                                         | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1897237 | PA      | $1908798.52   | 0.10%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                    | US Bank NA                                                                                                            | CUSIP: 90357PBC7<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   1129702 | PA      | $1135637.86   | 0.06%             | 2032-02-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2024-1                                                                        | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1008708 | PA      | $1011741.05   | 0.05%             | 2029-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust           | United Auto Credit Securitization Trust 2025-1                                                                        | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2419000 | PA      | $2423621.26   | 0.13%             | 2028-02-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                                                 | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1010000 | PA      | $1028180.00   | 0.05%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                                                            | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    266000 | PA      | $276586.96    | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                                                            | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103590.01    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1736200 | PA      | $1740006.36   | 0.09%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1647000 | PA      | $1641016.78   | 0.09%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6250000 | PA      | $6251848.13   | 0.33%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4001154.00   | 0.21%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                   | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6450000 | PA      | $6437678.24   | 0.34%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1205374.31   | 0.06%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $599717.63    | 0.03%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                                                                | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1424563.56   | 0.08%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                      | Upstart Securitization Trust 2025-4                                                                                   | CUSIP: 91684AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4012410.80   | 0.21%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                       | VFI ABS 2025-1 LLC                                                                                                    | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817602 | PA      | $821800.66    | 0.04%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                       | Valley Stream Park CLO LTD                                                                                            | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000160.00   | 0.05%             | 2037-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2024-1 LLC                                                                                        | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456194 | PA      | $465571.20    | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2024-1 LLC                                                                                        | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $170238.76    | 0.01%             | 2031-12-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                           | Verdant Receivables 2025-1 LLC                                                                                        | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3364000 | PA      | $3430667.42   | 0.18%             | 2033-05-12      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                                                                  | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    652000 | PA      | $668495.73    | 0.04%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust Series 2024-5                                                                                    | CUSIP: 92348KDB6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $645225.13    | 0.03%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                                                                  | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1937000 | PA      | $1950035.62   | 0.10%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                                                                  | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2897421.14   | 0.15%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust Series 2025-9                                                                                    | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2924000 | PA      | $2939377.32   | 0.16%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                                                                  | CUSIP: 92348KEZ2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2693000 | PA      | $2707980.35   | 0.14%             | 2033-10-20      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-R1                                                                                    | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |    923476 | PA      | $925207.51    | 0.05%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-3                                                                                     | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   4721123 | PA      | $4773032.13   | 0.25%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-8                                                                                     | CUSIP: 924930AA8<br>LEI: 213800K8E68XJS6Z1D09 | Long             | ABS-MBS          | CORP              | US        |   2146275 | PA      | $2148479.42   | 0.11%             | 2070-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-7                                                                                     | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-MBS          | CORP              | US        |   2752070 | PA      | $2764872.57   | 0.15%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-5                                                                                     | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    430800 | PA      | $432646.03    | 0.02%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-1                                                                                     | CUSIP: 92539BAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    452471 | PA      | $451393.13    | 0.02%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-3                                                                                     | CUSIP: 92539GAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    165029 | PA      | $165119.52    | 0.01%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-4                                                                                     | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |    626509 | PA      | $627158.55    | 0.03%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-2                                                                                     | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |    913644 | PA      | $922109.90    | 0.05%             | 2069-02-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-4                                                                                     | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    874778 | PA      | $886688.97    | 0.05%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-5                                                                                     | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |   1432206 | PA      | $1450498.73   | 0.08%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-3                                                                                     | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   2694007 | PA      | $2726340.88   | 0.15%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-8                                                                                     | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |   2039972 | PA      | $2052177.16   | 0.11%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2024-9                                                                                     | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   1810408 | PA      | $1824052.66   | 0.10%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-5                                                                                     | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |   3851899 | PA      | $3885575.39   | 0.21%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-R1                                                                                    | CUSIP: 92541AAA8<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |   5510323 | PA      | $5552731.93   | 0.30%             | 2065-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| VStrong Auto Receivables Trust                    | VStrong Auto Receivables Trust 2024-A                                                                                 | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143801 | PA      | $144428.16    | 0.01%             | 2028-12-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WMRK Commercial Mortgage Trust                    | WMRK Commercial Mortgage Trust 2022-WMRK                                                                              | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180197 | PA      | $181643.42    | 0.01%             | 2027-11-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                        | WSTN Trust 2023-MAUI                                                                                                  | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $175948.20    | 0.01%             | 2037-07-05      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                        | WSTN Trust 2023-MAUI                                                                                                  | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101624.50    | 0.01%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management Inc                                                                                                  | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529823.11   | 0.08%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                               | Wells Fargo Bank NA                                                                                                   | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1714378.31   | 0.09%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C33                                                                        | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    290870 | PA      | $290169.90    | 0.02%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3180557.87   | 0.17%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4917446.82   | 0.26%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334765.24    | 0.02%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9825000 | PA      | $10030224.21  | 0.54%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5637183.50   | 0.30%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2017-C39                                                                        | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $496410.40    | 0.03%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                        | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $237013.00    | 0.01%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2024-5C2                                                                        | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358000 | PA      | $375875.58    | 0.02%             | 2057-11-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                        | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $41979.30     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2025-1918                                                                       | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    691000 | PA      | $698138.86    | 0.04%             | 2040-09-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                   | Western Funding Auto Loan Trust 2025-1                                                                                | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1947000 | PA      | $1964635.73   | 0.10%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                   | Western Funding Auto Loan Trust 2025-1                                                                                | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1019000 | PA      | $1029582.93   | 0.06%             | 2035-09-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-3                                                                          | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597000 | PA      | $603466.88    | 0.03%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-2                                                                          | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1176000 | PA      | $1183222.05   | 0.06%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-2                                                                          | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1959322.79   | 0.10%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-2                                                                          | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3026081.70   | 0.16%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-1                                                                          | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329914 | PA      | $331563.91    | 0.02%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                    | Westlake Flooring Master Trust                                                                                        | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536000 | PA      | $536840.98    | 0.03%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                    | Westlake Flooring Master Trust                                                                                        | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4669000 | PA      | $4679075.94   | 0.25%             | 2029-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-3                                                                          | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1797000 | PA      | $1803523.11   | 0.10%             | 2031-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-3                                                                          | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1738000 | PA      | $1743929.88   | 0.09%             | 2031-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90307 | PA      | $90360.10     | 0.00%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    748000 | PA      | $751276.76    | 0.04%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523000 | PA      | $529082.75    | 0.03%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2024-1                                                                          | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703000 | PA      | $721128.40    | 0.04%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                    | Wheels Fleet Lease Funding 1 LLC                                                                                      | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1703058 | PA      | $1720362.04   | 0.09%             | 2039-06-21      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                    | Wheels Fleet Lease Funding 1 LLC                                                                                      | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1198726 | PA      | $1211811.14   | 0.06%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America Inc                                                                                              | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1351260.48   | 0.07%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                   | Wingspire Equipment Finance 2024-1 LLC                                                                                | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245519 | PA      | $247025.05    | 0.01%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                   | Wingspire Equipment Finance 2024-1 LLC                                                                                | CUSIP: 97415AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $674145.30    | 0.04%             | 2032-09-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                   | Wingspire Equipment Finance 2024-1 LLC                                                                                | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    708000 | PA      | $716868.97    | 0.04%             | 2032-09-20      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                   | Wingspire Equipment Finance 2025-1 LLC                                                                                | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216000 | PA      | $216492.46    | 0.01%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                   | Wingspire Equipment Finance 2025-1 LLC                                                                                | CUSIP: 97415CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2105000 | PA      | $2112575.47   | 0.11%             | 2033-09-20      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                   | Wingspire Equipment Finance 2025-1 LLC                                                                                | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $321020.03    | 0.02%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                          | Wisconsin Public Service Corp                                                                                         | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1121256.46   | 0.06%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust  | World Financial Network Credit Card Master Trust                                                                      | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2157000 | PA      | $2200489.43   | 0.12%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust  | World Financial Network Credit Card Master Note Trust 2024-B                                                          | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3374000 | PA      | $3414497.45   | 0.18%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                                                       | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   5945000 | PA      | $5909724.69   | 0.32%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy Inc                                                                                                       | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3576274.13   | 0.19%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BCGBEZXR4 IRS USD R V 00MSOFR BCGBEZXR4_FLO CCPOIS / Short: BCGBEZXR4 IRS USD P F  3.16650 BCGBEZXR4_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56900000 | OU      | $2326641.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: SCGFBRY95 IRS USD R F  3.37000 BCGFBRY95_FIX CCPOIS / Short: SCGFBRY95 IRS USD P V 12MSOFR BCGFBRY95_FLO CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 709700000 | OU      | $507577.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                          | Long: BCGFBRYY0 IRS USD R V 12MSOFR BCGFBRYY0_FLO CCPOIS / Short: BCGFBRYY0 IRS USD P F  3.66400 BCGFBRYY0_FIX CCPOIS | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  94300000 | OU      | $914719.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Aero Capital Solutions Fund IV LP                 | Aero Capital Solutions Fund IV LP Term Loan                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1693865 | PA      | $1681161.23   | 0.09%             | 2029-11-17      | Variable      | 6.75%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

**Name of Applicant:** Capital Group Fixed Income ETF Trust

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Analyst