# EDGAR Filing Document

**Accession Number:** 0001506001
**File Stem:** 0001410368-25-042418
**Filing Date:** 2025-12
**Character Count:** 344757
**Document Hash:** 23abc9f68578fa1de2b1cf4ff041dfcd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-042418.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0001410368-25-042418

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Neuberger Berman ETF Trust
- **CENTRAL INDEX KEY:** 0001506001

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23761
- **FILM NUMBER:** 251599925

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

## Series and Classes Contracts Data

### Neuberger Berman Short Duration Income ETF (Series ID: S000084439)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000248822 | Neuberger Berman Short Duration Income ETF | NBSD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Neuberger Berman ETF Trust

- **b. Investment Company Act file number:** 811-23761

- **c. CIK number of Registrant:** 0001506001

- **d. LEI of Registrant:** 549300GPREY1N686GS02

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 877-628-2583

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

- **a. Name of Series:** Neuberger Berman Short Duration Income ETF

- **b. EDGAR series identifier (if any):** S000084439

- **c. LEI of Series:** 254900Z7V6CFW64ILT81

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $569757197.98

**Total Liabilities:** $17683159.35

**Net Assets:** $552074038.63

**Delayed Delivery Securities:** $13207274.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -387.00000000 | **1-Year:** -14397.00000000 | **5-Year:** -48862.00000000 | **10-Year:** -52132.00000000 | **30-Year:** -70851.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -1582.00000000 | **5-Year:** -14500.00000000 | **10-Year:** -2491.00000000 | **30-Year:** -957.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248822 | 1.05%                | 0.41%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $26852.72                | $1578108.84                                |
| Month 2  | $132727.93               | $-182221.15                                |
| Month 3  | $108826.43               | $-551106.42                                |

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                      | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    437800 | PA      | $436705.50    | 0.08%             | 2032-02-13      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                   | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63838.37     | 0.01%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                                                            | ATS Corp                                                                         | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $966507.10    | 0.18%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    515000 | PA      | $488207.62    | 0.09%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2976812.57   | 0.54%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2680737.47   | 0.49%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM2                                                     | CUSIP: 00250EAE6<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |    709240 | PA      | $713197.23    | 0.13%             | 2070-06-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    480000 | PA      | $484294.56    | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2025-1                                                                     | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599055 | PA      | $609621.31    | 0.11%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                            | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327844.24    | 0.06%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $548167.34    | 0.10%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3605000 | PA      | $3659928.92   | 0.66%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust 2025-OANA                                                              | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397000 | PA      | $398488.75    | 0.07%             | 2040-06-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                              | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1652962.84   | 0.30%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                            | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1240000 | PA      | $1279781.68   | 0.23%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                             | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350391.30    | 0.06%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                  | Alliant Holdings Intermediate LLC 2025 Term Loan B                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    447747 | PA      | $447160.63    | 0.08%             | 2031-09-19      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431630.99    | 0.08%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $517874.00    | 0.09%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2764570.05   | 0.50%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                                         | Ally Auto Receivables Trust 2025-1                                               | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $724553.62    | 0.13%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    575000 | PA      | $590862.54    | 0.11%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    645087 | PA      | $645602.75    | 0.12%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5453000 | PA      | $5459052.83   | 0.99%             | 2029-07-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                                | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              |  | US        |    390000 | PA      | $382487.91    | 0.07%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                                              | American Tower Trust #1                                                          | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |    432000 | PA      | $439665.80    | 0.08%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    845000 | PA      | $825457.95    | 0.15%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244641.36    | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                                              | Amur Equipment Finance Receivables XV LLC                                        | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    361000 | PA      | $366866.86    | 0.07%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-10                                                 | CUSIP: 034940AC0<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |    591000 | PA      | $590645.05    | 0.11%             | 2070-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199875.42    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAN2<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2500682.50   | 0.45%             | 2038-10-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAW2<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2503485.00   | 0.45%             | 2038-10-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                                 | Applied Systems Inc 2024 1st Lien Term Loan                                      | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    379050 | PA      | $379573.09    | 0.07%             | 2031-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                                  | Aqua Finance Trust 2021-A                                                        | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323789 | PA      | $298416.68    | 0.05%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                                                 | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |   1255000 | PA      | $1277050.22   | 0.23%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                          | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252979.58    | 0.05%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    180000 | PA      | $171726.34    | 0.03%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                              | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    640000 | PA      | $641649.92    | 0.12%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                   | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    695000 | PA      | $740347.36    | 0.13%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                 | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90613.86     | 0.02%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $528446.68    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3149187.56   | 0.57%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aventura Mall Trust                                                                 | Aventura Mall Trust                                                              | CUSIP: 05359AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $454324.98    | 0.08%             | 2040-07-05      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REA8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249297.31    | 0.05%             | 2027-02-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RES9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $471050.82    | 0.09%             | 2028-02-20      | Fixed         | 1.90%                 | 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        |    225000 | PA      | $225702.36    | 0.04%             | 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: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $528996.53    | 0.10%             | 2030-06-20      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $254239.73    | 0.05%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254151.50    | 0.05%             | 2029-08-20      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $264654.63    | 0.05%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $253025.28    | 0.05%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4243143 | PA      | $224025.22    | 0.04%             | 2054-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAC6<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100477.80    | 0.02%             | 2039-08-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $636112.15    | 0.12%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1870223 | PA      | $117998.14    | 0.02%             | 2055-09-15      | Variable      | 1.15%                 | 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        |    390000 | PA      | $367575.00    | 0.07%             | 2037-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $418300.00    | 0.08%             | 2037-03-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-C26                                                    | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $806366.63    | 0.15%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $667658.62    | 0.12%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-C8 Mortgage Trust                                                       | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199000 | PA      | $202104.62    | 0.04%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397450 | PA      | $395959.45    | 0.07%             | 2030-03-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376500 | PA      | $377559.40    | 0.07%             | 2040-06-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                                 | BWAY 2013-1515 Mortgage Trust                                                    | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248833 | PA      | $237057.25    | 0.04%             | 2033-03-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $167003.18    | 0.03%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288000 | PA      | $272714.75    | 0.05%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196000 | PA      | $180018.45    | 0.03%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1059568.07   | 0.19%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129434 | PA      | $129353.59    | 0.02%             | 2036-09-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96883 | PA      | $96791.98     | 0.02%             | 2036-09-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290648 | PA      | $290375.96    | 0.05%             | 2036-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186984 | PA      | $186808.53    | 0.03%             | 2036-09-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2023-5C2 Mortgage Trust                                                      | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $588713.57    | 0.11%             | 2056-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316460 | PA      | $316849.90    | 0.06%             | 2039-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171687 | PA      | $172115.73    | 0.03%             | 2039-02-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199500.00    | 0.04%             | 2041-02-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $334959.11    | 0.06%             | 2041-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88545 | PA      | $88628.46     | 0.02%             | 2039-02-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190373 | PA      | $190789.17    | 0.03%             | 2039-02-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429047 | PA      | $429851.22    | 0.08%             | 2041-03-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $289909.38    | 0.05%             | 2041-06-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX TRUST 2024 VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $244000.00    | 0.04%             | 2041-06-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO 2024-NQM6                                                                  | CUSIP: 05613JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283702 | PA      | $284231.96    | 0.05%             | 2064-08-01      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $444935.93    | 0.08%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $260102.81    | 0.05%             | 2042-03-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                       | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $340297.90    | 0.06%             | 2042-03-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686GAA2<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001000.00   | 0.36%             | 2039-01-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-4 Ltd                                               | CUSIP: 05686GAJ3<br>LEI: 254900GF7KVMBCIIVA18 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250032.75   | 0.23%             | 2039-01-17      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                               | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $400203.96    | 0.07%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3500435.59   | 0.63%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3415605.50   | 0.62%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2023-5YR2                                                                  | CUSIP: 06211CAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $113484.01    | 0.02%             | 2056-07-15      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $286822.14    | 0.05%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197000 | PA      | $197366.60    | 0.04%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163000 | PA      | $143742.56    | 0.03%             | 2058-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $245315.29    | 0.04%             | 2057-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR7                                                                  | CUSIP: 06211UCD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $133083.47    | 0.02%             | 2057-06-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2020-BNK30                                                                  | CUSIP: 06541UBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24537 | PA      | $24492.76     | 0.00%             | 2053-12-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR5                                                                  | CUSIP: 065931BS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205154.94    | 0.04%             | 2029-02-15      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $992920.84    | 0.18%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1667378.00   | 0.30%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | Barings Equipment Finance LLC 2025-A                                             | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423000 | PA      | $431487.62    | 0.08%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | Barings Equipment Finance LLC 2025-B                                             | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1073000 | PA      | $1073098.39   | 0.19%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                                            | Great Outdoors Group LLC 2025 Term Loan B                                        | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    663329 | PA      | $662639.29    | 0.12%             | 2032-01-23      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $376200.00    | 0.07%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62891 | PA      | $62364.53     | 0.01%             | 2047-06-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26205 | PA      | $26424.06     | 0.00%             | 2047-06-25      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    244680 | PA      | $243800.57    | 0.04%             | 2048-07-27      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    547104 | PA      | $543108.70    | 0.10%             | 2048-07-27      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2025-EDU1 LLC                                | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    422806 | PA      | $417441.37    | 0.08%             | 2048-07-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                                    | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461402.31    | 0.08%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99352 | PA      | $98159.76     | 0.02%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $302665.90    | 0.05%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7363560 | PA      | $279137.85    | 0.05%             | 2054-11-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-V2 Mortgage Trust                                                 | CUSIP: 08163TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231000 | PA      | $235944.99    | 0.04%             | 2055-05-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509000 | PA      | $516690.07    | 0.09%             | 2056-07-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2023-B40 Mortgage Trust                                                | CUSIP: 08163WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88000 | PA      | $91666.85     | 0.02%             | 2056-12-15      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529000 | PA      | $544618.14    | 0.10%             | 2057-01-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996694.90    | 0.18%             | 2038-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1302795.00   | 0.24%             | 2038-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $241795.07    | 0.04%             | 2057-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    230000 | PA      | $225671.40    | 0.04%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301561.71    | 0.05%             | 2053-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $182046.28    | 0.03%             | 2054-11-20      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2600199.03   | 0.47%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3479686.43   | 0.63%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                                    | BOF VII AL Funding Trust I                                                       | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384556 | PA      | $390525.40    | 0.07%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                      | Bombardier Inc                                                                   | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $343790.88    | 0.06%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211000 | PA      | $213593.68    | 0.04%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136000 | PA      | $138764.39    | 0.03%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                            | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |   1180000 | PA      | $1281839.10   | 0.23%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2025-NQM5                                        | CUSIP: 10569RAE2<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-MBS          | CORP              | US        |    250169 | PA      | $251410.24    | 0.05%             | 2065-02-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                       | Bridgecrest Lending Auto Securitization Trust 2025-4                             | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329000 | PA      | $328992.83    | 0.06%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    960000 | PA      | $974172.23    | 0.18%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495297.50   | 0.45%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    572822 | PA      | $587080.42    | 0.11%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $472633.18    | 0.09%             | 2044-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504000 | PA      | $504938.30    | 0.09%             | 2041-11-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                 | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349000 | PA      | $350308.75    | 0.06%             | 2042-07-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89481.14     | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $221731.40    | 0.04%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust                                                            | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164192 | PA      | $166036.18    | 0.03%             | 2032-04-14      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200614.80    | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2024-1                                                     | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101528.09    | 0.02%             | 2032-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2024-1                                                     | CUSIP: 12515PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101769.83    | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-1                                                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    441000 | PA      | $442498.47    | 0.08%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                               | CCG Receivables Trust 2025-2                                                     | CUSIP: 12516XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1182000 | PA      | $1180482.67   | 0.21%             | 2034-08-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                                                    | COOPR Residential Mortgage Trust 2025-CES1                                       | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364905 | PA      | $368698.80    | 0.07%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-5 Mortgage Loan Trust                                                  | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640830 | PA      | $581903.23    | 0.11%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    380000 | PA      | $352596.07    | 0.06%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LBA7<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    771319 | PA      | $7.71         | 0.00%             | 2048-11-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $939692.82    | 0.17%             | 2044-08-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                 | CNT Holdings I Corp 2025 Term Loan                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    437800 | PA      | $438373.52    | 0.08%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $4125553.02   | 0.75%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    176475 | PA      | $178117.75    | 0.03%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2024-2 Mortgage Loan Trust                                                  | CUSIP: 12665LAC8<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |    150625 | PA      | $151761.49    | 0.03%             | 2069-04-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501000 | PA      | $513922.59    | 0.09%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                       | Cable One Inc 2021 Term Loan B4                                                  | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |    897656 | PA      | $872414.16    | 0.16%             | 2028-05-03      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                           | Caesars Entertainment Inc 2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    447727 | PA      | $443026.14    | 0.08%             | 2031-02-06      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102891.90    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                            | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92441.63     | 0.02%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1556829.07   | 0.28%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4899920.70   | 0.89%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                                               | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1071254.10   | 0.19%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    405000 | PA      | $411075.00    | 0.07%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    512261 | PA      | $517686.57    | 0.09%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAB3<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |    305151 | PA      | $308528.53    | 0.06%             | 2050-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                                | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    810000 | PA      | $778515.38    | 0.14%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                             | Champions Financing Inc                                                          | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184181.69    | 0.03%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-4                                  | CUSIP: 16159NAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255519 | PA      | $256763.40    | 0.05%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2024-10                                        | CUSIP: 16159YAE0<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |    139037 | PA      | $139590.95    | 0.03%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2025-10                                        | CUSIP: 16160BAE7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |    916719 | PA      | $923729.98    | 0.17%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2025-1                                         | CUSIP: 16160TAD0<br>LEI: 529900UNQTJFSNGLF721 | Long             | ABS-MBS          | CORP              | US        |    632663 | PA      | $641356.32    | 0.12%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-11                                 | CUSIP: 161919AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314740 | PA      | $319952.93    | 0.06%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2024-2                                  | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141282 | PA      | $142053.20    | 0.03%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20356.20     | 0.00%             | 2027-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785000 | PA      | $804328.90    | 0.15%             | 2042-04-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $172180.13    | 0.03%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992550.51    | 0.18%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1867129.40   | 0.34%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4355840.96   | 0.79%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-PRM3                                    | CUSIP: 17331LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $410371.60    | 0.07%             | 2028-07-10      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    415000 | PA      | $428792.11    | 0.08%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    210000 | PA      | $217702.80    | 0.04%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167738.72    | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    848457 | PA      | $846174.53    | 0.15%             | 2032-04-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan                  | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     14417 | PA      | $14377.89     | 0.00%             | 2032-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cogentrix Finance Holdco I LLC                                                      | Cogentrix Finance Holdco I LLC Repriced Term Loan B                              | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |    415800 | PA      | $417879.00    | 0.08%             | 2032-02-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1135991.99   | 0.21%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2025-6 Mortgage Loan Trust                                                  | CUSIP: 19689BAD5<br>LEI: 213800IXUWCX6RHIO921 | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $186699.06    | 0.03%             | 2070-08-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2018-HOME Mortgage Trust                                                    | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $166671.16    | 0.03%             | 2033-04-10      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $121252.99    | 0.02%             | 2049-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $645003.01    | 0.12%             | 2049-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577000 | PA      | $579522.47    | 0.10%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                              | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420828.50    | 0.08%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87000 | PA      | $86891.25     | 0.02%             | 2041-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94000 | PA      | $93854.45     | 0.02%             | 2041-08-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Connecticut Avenue Securities Trust 2025-R05                                     | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1003362.80   | 0.18%             | 2045-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1225000 | PA      | $1265653.22   | 0.23%             | 2042-03-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $1156466.70   | 0.21%             | 2042-03-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    852000 | PA      | $856242.70    | 0.16%             | 2041-12-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1533348.00   | 0.28%             | 2042-01-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $141531.79    | 0.03%             | 2042-06-25      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1070000 | PA      | $1130120.20   | 0.20%             | 2042-06-25      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1041377.50   | 0.19%             | 2042-05-25      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137339 | PA      | $137725.36    | 0.02%             | 2041-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $525274.40    | 0.10%             | 2041-10-25      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $500315.90    | 0.09%             | 2045-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501254.80    | 0.09%             | 2045-02-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2826000 | PA      | $2831967.66   | 0.51%             | 2045-09-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    244000 | PA      | $254529.26    | 0.05%             | 2043-01-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1464750.00   | 0.27%             | 2043-10-25      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79000 | PA      | $82231.53     | 0.01%             | 2042-07-25      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    435000 | PA      | $466573.43    | 0.08%             | 2042-07-25      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1000309.00   | 0.18%             | 2045-01-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    874000 | PA      | $871005.59    | 0.16%             | 2045-01-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524697 | PA      | $535982.99    | 0.10%             | 2042-12-25      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $542449.06    | 0.10%             | 2044-03-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137000 | PA      | $139970.11    | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1720069.39   | 0.31%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2100000 | PA      | $2097627.00   | 0.38%             | 2029-12-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91955 | PA      | $92430.98     | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77273 | PA      | $75861.32     | 0.01%             | 2031-01-20      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039877 | PA      | $1052272.08   | 0.19%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    678000 | PA      | $684683.25    | 0.12%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $733244.05    | 0.13%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                                                     | DC Office Trust 2019-MTC                                                         | CUSIP: 23312BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $276081.75    | 0.05%             | 2045-09-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $649682.56    | 0.12%             | 2030-03-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2024-1                                              | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $172771.26    | 0.03%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                 | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3056377.47   | 0.55%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3532695.99   | 0.64%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1763899.68   | 0.32%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003394.50   | 0.18%             | 2031-04-18      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-INV2                                                                   | CUSIP: 26844LAD0<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189348.41    | 0.03%             | 2069-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAL5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $216224.96    | 0.04%             | 2039-06-10      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBE0<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201174.34    | 0.04%             | 2039-06-10      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    447747 | PA      | $445853.21    | 0.08%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                                 | Eaton Vance CLO 2013-1 Ltd                                                       | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1625000 | PA      | $1628832.89   | 0.30%             | 2038-10-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116000 | PA      | $1113297.05   | 0.20%             | 2070-11-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                          | Elara HGV Timeshare Issuer 2023-A LLC                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208829 | PA      | $215710.95    | 0.04%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 43 Ltd                                                                  | Elmwood CLO 43 Ltd                                                               | CUSIP: 29004KAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1511252.40   | 0.27%             | 2038-07-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $365995.90    | 0.07%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1210000 | PA      | $1221653.22   | 0.22%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    980000 | PA      | $996701.25    | 0.18%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144400 | PA      | $143862.86    | 0.03%             | 2049-07-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                                                       | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906114 | PA      | $905410.51    | 0.16%             | 2038-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                                                       | EQUS 2021-EQAZ Mortgage Trust                                                    | CUSIP: 29478JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79510 | PA      | $79410.94     | 0.01%             | 2038-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                                | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    390000 | PA      | $411756.54    | 0.07%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608000 | PA      | $612508.93    | 0.11%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                                          | Exeter Select Automobile Receivables Trust 2025-2                                | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $234874.02    | 0.04%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3836004.52   | 0.69%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111213 | PA      | $113113.80    | 0.02%             | 2028-08-25      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390531 | PA      | $396238.17    | 0.07%             | 2030-08-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50272 | PA      | $50737.00     | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DN3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    620836 | PA      | $633492.37    | 0.11%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1824301 | PA      | $1872037.55   | 0.34%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2066533 | PA      | $2090712.53   | 0.38%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283638 | PA      | $290686.26    | 0.05%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    663389 | PA      | $679208.78    | 0.12%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985372 | PA      | $995665.54    | 0.18%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771586 | PA      | $779646.49    | 0.14%             | 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        |    758497 | PA      | $775582.07    | 0.14%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    753492 | PA      | $761402.62    | 0.14%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748331 | PA      | $765350.72    | 0.14%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2886229 | PA      | $2872144.20   | 0.52%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174398 | PA      | $178325.94    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BSCJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    931400 | PA      | $933244.72    | 0.17%             | 2054-03-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961415 | PA      | $971528.78    | 0.18%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3102359 | PA      | $3124516.44   | 0.57%             | 2055-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1543301 | PA      | $1561759.15   | 0.28%             | 2055-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BV2T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1136440 | PA      | $1144530.94   | 0.21%             | 2055-05-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BVVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1124499 | PA      | $1133743.62   | 0.21%             | 2054-08-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BXPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3461784 | PA      | $3475400.22   | 0.63%             | 2055-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4537609 | PA      | $40661.06     | 0.01%             | 2027-06-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3277391 | PA      | $94668.42     | 0.02%             | 2029-06-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNBA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5040859 | PA      | $172094.92    | 0.03%             | 2029-07-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4100000 | PA      | $193959.93    | 0.04%             | 2029-08-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multiclass Certificates Series 2015-P001                             | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1535000 | PA      | $54626.51     | 0.01%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HFDN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2061041 | PA      | $2070399.87   | 0.38%             | 2054-08-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    665074 | PA      | $666608.15    | 0.12%             | 2054-11-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHDE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801172 | PA      | $802018.21    | 0.15%             | 2054-11-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHDF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1362407 | PA      | $1364939.08   | 0.25%             | 2054-11-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHG62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1184633 | PA      | $1189110.70   | 0.22%             | 2054-11-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909979 | PA      | $916091.95    | 0.17%             | 2054-12-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJAS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1176288 | PA      | $1183567.43   | 0.21%             | 2055-02-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HK4B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974274 | PA      | $981413.11    | 0.18%             | 2055-03-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HKGX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1321659 | PA      | $1325202.56   | 0.24%             | 2055-03-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLA93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1451612 | PA      | $1465375.59   | 0.27%             | 2055-05-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLDD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1593863 | PA      | $1602748.28   | 0.29%             | 2055-05-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WAHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14207 | PA      | $14179.90     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WBTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26211 | PA      | $26137.14     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMRL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1316677 | PA      | $1360103.28   | 0.25%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31416NC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31585 | PA      | $31846.72     | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10076371 | PA      | $10198653.20  | 1.85%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2481203 | PA      | $2472103.84   | 0.45%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827580 | PA      | $842093.17    | 0.15%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339122 | PA      | $344173.69    | 0.06%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1378549 | PA      | $1398178.79   | 0.25%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994659 | PA      | $1017706.37   | 0.18%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    953170 | PA      | $963128.41    | 0.17%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948620 | PA      | $958530.85    | 0.17%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859289 | PA      | $868266.77    | 0.16%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3382196 | PA      | $3417533.29   | 0.62%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2508568 | PA      | $2496519.40   | 0.45%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1840350 | PA      | $1831368.19   | 0.33%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427MHZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1141491 | PA      | $1137098.65   | 0.21%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NPY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1785273 | PA      | $1826578.03   | 0.33%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427QFJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $256098.51    | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2022-1                                        | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591800 | PA      | $524251.78    | 0.09%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1456221.94   | 0.26%             | 2028-01-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                                                        | FIVE 2023-V1 Mortgage Trust                                                      | CUSIP: 337964AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $148340.42    | 0.03%             | 2056-02-10      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                                    | Flatiron CLO 26 Ltd                                                              | CUSIP: 33888AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1303481.40   | 0.24%             | 2038-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    320000 | PA      | $298238.18    | 0.05%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    390000 | PA      | $407275.79    | 0.07%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135233.27    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45575.70     | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fort Washington CLO                                                                 | Fort Washington CLO 2021-2 LTD                                                   | CUSIP: 34918RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    435000 | PA      | $435269.22    | 0.08%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292803 | PA      | $293356.21    | 0.05%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88388 | PA      | $88435.53     | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88388 | PA      | $88967.31     | 0.02%             | 2050-03-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438334 | PA      | $442899.57    | 0.08%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                            | Foundation Finance Trust 2025-2                                                  | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416469 | PA      | $417894.92    | 0.08%             | 2052-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3925376.50   | 0.71%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn8                                                       | CUSIP: 35563RAA3<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |    265526 | PA      | $269540.18    | 0.05%             | 2044-05-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |    333000 | PA      | $348194.79    | 0.06%             | 2042-08-25      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |   1180000 | PA      | $1278428.17   | 0.23%             | 2042-09-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    460260 | PA      | $462136.83    | 0.08%             | 2041-10-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1021231.40   | 0.18%             | 2041-10-25      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    408000 | PA      | $421919.98    | 0.08%             | 2042-02-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1043530.90   | 0.19%             | 2042-02-25      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    469000 | PA      | $493917.97    | 0.09%             | 2042-03-25      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   1147000 | PA      | $1200538.06   | 0.22%             | 2042-04-25      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    928000 | PA      | $961875.80    | 0.17%             | 2042-05-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1061880.00   | 0.19%             | 2042-05-25      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |    108000 | PA      | $114008.04    | 0.02%             | 2042-06-25      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA1                                          | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $868709.48    | 0.16%             | 2044-02-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-DNA2                                          | CUSIP: 35564NDA8<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | USGSE             | US        |    505000 | PA      | $507681.55    | 0.09%             | 2044-05-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA1                                          | CUSIP: 35564NGA5<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $650200.40    | 0.12%             | 2045-01-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    485000 | PA      | $485914.42    | 0.09%             | 2045-02-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA2                                          | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | USGSE             | US        |   1015000 | PA      | $1013739.17   | 0.18%             | 2045-05-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Dna3                                          | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |    863000 | PA      | $861929.71    | 0.16%             | 2045-09-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    619000 | PA      | $619386.88    | 0.11%             | 2045-10-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                              | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420709 | PA      | $1438380.06   | 0.26%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC                                                              | CUSIP: 35910EAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    447000 | PA      | $462707.45    | 0.08%             | 2054-06-20      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM5 Trust                                                             | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318030 | PA      | $270917.92    | 0.05%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209763 | PA      | $211758.94    | 0.04%             | 2070-04-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM2 Trust                                                             | CUSIP: 36171HAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116000 | PA      | $117187.10    | 0.02%             | 2070-04-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2013-GC13                                           | CUSIP: 36198EAG0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |   1093887 | PA      | $10.94        | 0.00%             | 2046-07-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306000 | PA      | $297103.02    | 0.05%             | 2049-05-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57000 | PA      | $57361.05     | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149000 | PA      | $150892.72    | 0.03%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1343998 | PA      | $1351537.82   | 0.24%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2025-1                                         | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61000 | PA      | $61923.52     | 0.01%             | 2031-02-15      | Fixed         | 5.04%                 | 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        |     72000 | PA      | $73090.02     | 0.01%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2025-3                                         | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1343000 | PA      | $1348293.03   | 0.24%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-PJ8                                     | CUSIP: 36272XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    904009 | PA      | $909993.03    | 0.16%             | 2056-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Issuer Trust 2025-4                                  | CUSIP: 36273DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1131000 | PA      | $1127352.30   | 0.20%             | 2031-12-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 36 CLO Ltd                                                                | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000548.00   | 0.36%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                                | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249170.40    | 0.05%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1380795.60   | 0.25%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $506726.17    | 0.09%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                                             | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    825000 | PA      | $849370.50    | 0.15%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2025-2                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $424124.95    | 0.08%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989682.01    | 0.18%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1763663.44   | 0.32%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $4910234.34   | 0.89%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383BT36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5010250.00   | 0.91%             | 2055-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384XW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    966959 | PA      | $971108.86    | 0.18%             | 2054-11-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384YZ95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    956438 | PA      | $959745.04    | 0.17%             | 2054-11-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385CCE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    884207 | PA      | $889980.66    | 0.16%             | 2055-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385DT89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3345494 | PA      | $3354684.99   | 0.61%             | 2055-03-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                                  | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $205316.21    | 0.04%             | 2028-03-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                                   | GreatAmerica Leasing Receivables Funding LLC                                     | CUSIP: 39154GAJ5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    318000 | PA      | $320733.40    | 0.06%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204849 | PA      | $209713.96    | 0.04%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349367 | PA      | $355763.59    | 0.06%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570395 | PA      | $589724.98    | 0.11%             | 2059-06-25      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216000 | PA      | $218567.20    | 0.04%             | 2060-03-25      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179000 | PA      | $180255.81    | 0.03%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120850.18    | 0.02%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                              | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100645.28    | 0.02%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     90000 | PA      | $87024.67     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                         | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1022676 | PA      | $1025666.82   | 0.19%             | 2070-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299473.14    | 0.05%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    620000 | PA      | $648940.98    | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $220369.63    | 0.04%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-1                                              | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620546 | PA      | $626855.23    | 0.11%             | 2042-05-27      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57461 | PA      | $57154.43     | 0.01%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183537 | PA      | $182931.74    | 0.03%             | 2037-01-25      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                              | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144989 | PA      | $147019.31    | 0.03%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-3                                              | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229424 | PA      | $231741.96    | 0.04%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99933 | PA      | $101536.27    | 0.02%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73952 | PA      | $75072.63     | 0.01%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-1B                                             | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39974 | PA      | $40912.43     | 0.01%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-2                                              | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459804 | PA      | $461401.05    | 0.08%             | 2044-05-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-2                                              | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216275 | PA      | $217150.62    | 0.04%             | 2044-05-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2023-1                                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76507 | PA      | $78899.23     | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    401000 | PA      | $397420.39    | 0.07%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $295342.53    | 0.05%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                                           | HUB International Limited 2025 Term Loan B                                       | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    336189 | PA      | $337227.42    | 0.06%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159522.66    | 0.03%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2016-10HY Mortgage Trust                                            | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $383834.88    | 0.07%             | 2038-08-10      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2016-10HY Mortgage Trust                                            | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $198853.22    | 0.04%             | 2038-08-10      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270810 | PA      | $274928.13    | 0.05%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390621 | PA      | $394571.96    | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $258420.80    | 0.05%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103894.08    | 0.02%             | 2040-01-13      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103300.80    | 0.02%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                                | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    530000 | PA      | $528056.76    | 0.10%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166000 | PA      | $168542.39    | 0.03%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133000 | PA      | $134652.99    | 0.02%             | 2042-06-10      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $98373.38     | 0.02%             | 2042-06-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $256513.18    | 0.05%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256000 | PA      | $258849.13    | 0.05%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                   | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $778707.23    | 0.14%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $1922982.58   | 0.35%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2737429.02   | 0.50%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329000 | PA      | $329617.37    | 0.06%             | 2042-03-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                                         | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $541021.96    | 0.10%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-2                                           | CUSIP: 46593NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333699 | PA      | $338162.06    | 0.06%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126583 | PA      | $127377.21    | 0.02%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185921 | PA      | $186983.54    | 0.03%             | 2064-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193000 | PA      | $194509.74    | 0.04%             | 2064-02-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE3                                                | CUSIP: 465985AB5<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |    126903 | PA      | $127603.98    | 0.02%             | 2054-05-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C18                              | CUSIP: 46641JBC9<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $297978.20    | 0.05%             | 2047-02-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $398480.51    | 0.07%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $6228697.69   | 1.13%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $233680.95    | 0.04%             | 2039-01-05      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181000 | PA      | $146007.05    | 0.03%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2023-HE2                                                | CUSIP: 46657FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163217 | PA      | $163833.68    | 0.03%             | 2054-03-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23370 | PA      | $23311.10     | 0.00%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-4                                           | CUSIP: 46657WAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132501 | PA      | $132789.32    | 0.02%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAA3<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |    347707 | PA      | $348769.47    | 0.06%             | 2054-08-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2024-HE1                                                | CUSIP: 46658AAB1<br>LEI: 529900PFHUFMSHU0UV97 | Long             | ABS-O            | CORP              | US        |     89000 | PA      | $89543.59     | 0.02%             | 2054-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240227 | PA      | $241406.88    | 0.04%             | 2065-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $231543.94    | 0.04%             | 2065-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                            | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $469612.72    | 0.09%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                               | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    447650 | PA      | $443200.50    | 0.08%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| JETS STADIUM DEVELOPMENT                                                            | Jets Stadium Development LLC                                                     | CUSIP: 477181AK7<br>LEI: 98450040WC73705F8755 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2220000.00   | 0.40%             | 2047-04-01      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                                                 | KKR Apple Bidco LLC 2025 Term Loan                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    436700 | PA      | $437713.14    | 0.08%             | 2031-09-23      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                                | Kaiser Aluminum Corp                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $359731.43    | 0.07%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                  | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    545000 | PA      | $555541.39    | 0.10%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                   | Kinder Morgan Inc                                                                | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1661332.99   | 0.30%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201494.80    | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215685.33    | 0.04%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    630000 | PA      | $654212.16    | 0.12%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2024-1                                                 | CUSIP: 50117BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    407000 | PA      | $411896.09    | 0.07%             | 2028-07-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                           | Kubota Credit Owner Trust 2025-1                                                 | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436000 | PA      | $441697.34    | 0.08%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                               | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $657815.68    | 0.12%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                       | LGI Homes Inc                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    370000 | PA      | $332299.22    | 0.06%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2024-RTL4                                                   | CUSIP: 50205PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354000 | PA      | $355695.52    | 0.06%             | 2039-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                            | CUSIP: 50245XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578000 | PA      | $590124.88    | 0.11%             | 2041-10-10      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                            | Fashion Show Mall LLC                                                            | CUSIP: 50245XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $613965.67    | 0.11%             | 2041-10-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431845.20    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                            | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294052.64    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $760391.72    | 0.14%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2065000 | PA      | $2099291.22   | 0.38%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                     | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    754000 | PA      | $762272.66    | 0.14%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1827134.52   | 0.33%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                            | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    815000 | PA      | $824788.66    | 0.15%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                                           | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $207415.07    | 0.04%             | 2041-05-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82000 | PA      | $86857.87     | 0.02%             | 2056-12-15      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170465 | PA      | $169546.98    | 0.03%             | 2042-03-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109691 | PA      | $108040.98    | 0.02%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39143 | PA      | $37552.19     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1134212 | PA      | $1072169.80   | 0.19%             | 2039-05-20      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-2 LLC                                                                   | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103739 | PA      | $98384.29     | 0.02%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $342417.60    | 0.06%             | 2042-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $336233.42    | 0.06%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336000 | PA      | $334589.04    | 0.06%             | 2042-10-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862000 | PA      | $823311.37    | 0.15%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $282961.41    | 0.05%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                               | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |    310000 | PA      | $325794.50    | 0.06%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                              | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581523.66    | 0.11%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538913.27    | 0.10%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                      | Mercedes-Benz Auto Lease Trust 2025-B                                            | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291000 | PA      | $289927.17    | 0.05%             | 2029-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1315000 | PA      | $1330571.18   | 0.24%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                                 | Midocean Credit Clo XXI                                                          | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002076.00   | 0.36%             | 2038-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                                 | Midocean Credit Clo XXI                                                          | CUSIP: 597924AJ8<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3128150.00   | 0.57%             | 2038-10-20      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $223256.12    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                              | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323057.89    | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                              | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3980000 | PA      | $4011243.00   | 0.73%             | 2031-07-08      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Mizuho Floater/Residual Trust                                                       | MIZUHO FLOATER/RESIDUAL TRUST VARIOUS STATES                                     | CUSIP: 60700HTE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5165069 | PA      | $5165069.00   | 0.94%             | 2052-12-01      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                              | Morgan Stanley Bank NA                                                           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1988468.94   | 0.36%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2018-H4                                           | CUSIP: 61691RAK2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     87000 | PA      | $80391.54     | 0.01%             | 2051-12-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1587162.78   | 0.29%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | CUSIP: 61767CBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $60496.43     | 0.01%             | 2050-05-15      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2806485.41   | 0.51%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491190 | PA      | $490937.79    | 0.09%             | 2069-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                         | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338902 | PA      | $340596.24    | 0.06%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $311129.31    | 0.06%             | 2058-08-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                         | CUSIP: 617941AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155745 | PA      | $157161.63    | 0.03%             | 2070-01-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM6                         | CUSIP: 617948AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851525 | PA      | $854131.69    | 0.15%             | 2070-07-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567830.92    | 0.10%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139962 | PA      | $141947.03    | 0.03%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                   | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113882 | PA      | $114834.56    | 0.02%             | 2042-09-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113402 | PA      | $114865.11    | 0.02%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                   | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63644 | PA      | $64786.44     | 0.01%             | 2043-02-20      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $162534.88    | 0.03%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    160000 | PA      | $175598.88    | 0.03%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                    | NTT Finance Corp                                                                 | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1040000 | PA      | $1050691.20   | 0.19%             | 2028-07-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                             | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAC5<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |    380522 | PA      | $383376.35    | 0.07%             | 2069-06-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRM FNT1 Excess LLC                                                              | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182640 | PA      | $185780.36    | 0.03%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                        | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $409733.30    | 0.07%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2547863 | PA      | $2401089.68   | 0.43%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                     | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    330000 | PA      | $324070.66    | 0.06%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    218110 | PA      | $206054.97    | 0.04%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    129089 | PA      | $118216.48    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   2690006 | PA      | $2419376.71   | 0.44%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    389987 | PA      | $346824.05    | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1519627 | PA      | $1389222.83   | 0.25%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-G                                 | CUSIP: 63942KAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1134153 | PA      | $1030019.40   | 0.19%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    409945 | PA      | $374851.17    | 0.07%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    749236 | PA      | $769606.97    | 0.14%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488812.50    | 0.09%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                                | Neptune Bidco US Inc 2022 USD Term Loan B                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    169565 | PA      | $163588.05    | 0.03%             | 2029-04-11      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                                  | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |    855000 | PA      | $866693.84    | 0.16%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2019-NQM5                                    | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161817 | PA      | $154440.98    | 0.03%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2024-RTL2                                    | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |    219000 | PA      | $220279.46    | 0.04%             | 2039-09-25      | Variable      | 5.44%                 | 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        |    233619 | PA      | $235648.91    | 0.04%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    720476 | PA      | $724426.47    | 0.13%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    890000 | PA      | $896325.69    | 0.16%             | 2028-02-04      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439674.64    | 0.08%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356891.01    | 0.06%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                       | Nordstrom Inc                                                                    | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225312.58    | 0.04%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166086.72    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2414268.96   | 0.44%             | 2038-01-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    227407 | PA      | $226821.13    | 0.04%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAF1<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $189065.90    | 0.03%             | 2064-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921000 | PA      | $918926.74    | 0.17%             | 2041-11-05      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500468.75    | 0.09%             | 2039-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150234.38    | 0.03%             | 2039-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $258375.00    | 0.05%             | 2042-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $209606.25    | 0.04%             | 2042-02-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100044.83    | 0.02%             | 2042-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    745450 | PA      | $748830.09    | 0.14%             | 2055-02-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAB0<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    169144 | PA      | $170403.95    | 0.03%             | 2055-05-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM7 Trust                                                              | CUSIP: 67121DAC8<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |    188525 | PA      | $189773.21    | 0.03%             | 2055-05-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM10 Trust                                                             | CUSIP: 67121LAD8<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $387786.44    | 0.07%             | 2065-05-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382000 | PA      | $384511.42    | 0.07%             | 2042-07-13      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM16 Trust                                                             | CUSIP: 67122DAG8<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |    999591 | PA      | $997838.00    | 0.18%             | 2065-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM17 Trust                                                             | CUSIP: 67122JAE0<br>LEI: 254900I0YTADJGNQ3O02 | Long             | ABS-MBS          | CORP              | US        |    663213 | PA      | $662627.98    | 0.12%             | 2065-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                             | NYSEG Storm Funding LLC                                                          | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $430131.81    | 0.08%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM20 Trust                                                             | CUSIP: 67126GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1374000 | PA      | $1373934.74   | 0.25%             | 2065-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                                     | Oaktree CLO 2022-3 Ltd                                                           | CUSIP: 67401RAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1203014.16   | 0.22%             | 2037-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43, Ltd.                                                | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002762.20   | 0.18%             | 2032-10-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                                | Olympus Water US Holding Corporation 2024 USD Term Loan                          | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    329171 | PA      | $325605.93    | 0.06%             | 2031-06-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                                             | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $281165.47    | 0.05%             | 2036-03-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154855 | PA      | $147898.25    | 0.03%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $342927.25    | 0.06%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                                              | One Market Plaza Trust 2017-1MKT                                                 | CUSIP: 68245HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $142511.28    | 0.03%             | 2032-02-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328000 | PA      | $332388.28    | 0.06%             | 2042-08-11      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $410696.41    | 0.07%             | 2042-08-11      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                                  | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354000 | PA      | $359178.14    | 0.07%             | 2042-08-11      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94435 | PA      | $94517.32     | 0.02%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    620000 | PA      | $653442.94    | 0.12%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404704.00    | 0.07%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                    | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1275496.63   | 0.23%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221000 | PA      | $225929.23    | 0.04%             | 2039-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                                      | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253000 | PA      | $261384.80    | 0.05%             | 2039-07-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891215.68    | 0.16%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3000015.74   | 0.54%             | 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        |    430517 | PA      | $428482.44    | 0.08%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872000 | PA      | $885694.59    | 0.16%             | 2029-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    613000 | PA      | $617524.12    | 0.11%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                             | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    440000 | PA      | $440201.21    | 0.08%             | 2042-12-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2025-AFC1 Trust                                                            | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213805 | PA      | $1213008.64   | 0.22%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                          | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $301618.96    | 0.05%             | 2033-03-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1196975.99   | 0.22%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004092.10   | 0.18%             | 2038-01-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $249776.68    | 0.05%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    465000 | PA      | $476192.55    | 0.09%             | 2030-02-01      | Fixed         | 7.00%                 | 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        |    666000 | PA      | $664857.21    | 0.12%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                              | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1178058.07   | 0.21%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    825000 | PA      | $863756.85    | 0.16%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                               | Petco Health and Wellness Company Inc 2021 Term Loan B                           | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    175597 | PA      | $172827.85    | 0.03%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                                        | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    380000 | PA      | $374300.00    | 0.07%             | 2032-08-18      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                                     | Prestige Auto Receivables Trust 2021-1                                           | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $574334.39    | 0.10%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                                            | Principal Life Global Funding II                                                 | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1700476.49   | 0.31%             | 2028-08-18      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                                           | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147000 | PA      | $146615.79    | 0.03%             | 2033-07-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-4                                          | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933967 | PA      | $938587.78    | 0.17%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                                               | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $284522.76    | 0.05%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                               | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    884444 | PA      | $885496.85    | 0.16%             | 2031-04-14      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                                          | RCKTL 2025-2                                                                     | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929000 | PA      | $928993.50    | 0.17%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511000 | PA      | $509209.41    | 0.09%             | 2055-11-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775000 | PA      | $773018.77    | 0.14%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                                | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    270000 | PA      | $254967.53    | 0.05%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $574230.47    | 0.10%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357000 | PA      | $373204.12    | 0.07%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                                           | RFR Trust 2025-SGRM                                                              | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1205000 | PA      | $1231449.99   | 0.22%             | 2041-03-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | Rad CLO 18 Ltd                                                                   | CUSIP: 75009ABC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1607983.04   | 0.29%             | 2037-07-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                                         | Regatta XXVIII Funding Ltd                                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1204050.60   | 0.22%             | 2037-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    528668 | PA      | $528515.03    | 0.10%             | 2031-05-19      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                 | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    420000 | PA      | $400575.00    | 0.07%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                                      | RIDE 2025-SHRE                                                                   | CUSIP: 765692AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304000 | PA      | $309305.92    | 0.06%             | 2047-02-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                            | SCIL IV LLC / SCIL USA Holdings LLC                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $244571.77    | 0.04%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2025-3                                 | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410000 | PA      | $1407067.76   | 0.25%             | 2031-04-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional U.S. Government Money Market Fund                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1105527 | NS      | $1105526.81   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  34574635 | NS      | $34574634.96  | 6.26%             |  |  |  | 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        |    112000 | PA      | $111090.00    | 0.02%             | 2038-05-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419000 | PA      | $414810.00    | 0.08%             | 2038-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $307112.50    | 0.06%             | 2038-05-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-2                                             | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348300 | PA      | $302539.88    | 0.05%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $365956.57    | 0.07%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-1                                 | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421000 | PA      | $431764.34    | 0.08%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                           | SFS Auto Receivables Securitization Trust 2024-3                                 | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1325000 | PA      | $1338301.01   | 0.24%             | 2031-11-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                          | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299000 | PA      | $301410.36    | 0.05%             | 2042-04-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769560 | PA      | $764750.25    | 0.14%             | 2039-01-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                                | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAC8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $475284.52    | 0.09%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $448879.73    | 0.08%             | 2031-05-15      | Fixed         | 5.06%                 | 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        |     87000 | PA      | $87890.61     | 0.02%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449000 | PA      | $453087.92    | 0.08%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $192450.47    | 0.03%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174000 | PA      | $175196.84    | 0.03%             | 2031-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                            | SCCU Auto Receivables Trust 2025-1                                               | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113000 | PA      | $113719.08    | 0.02%             | 2032-02-17      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                            | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335911.36    | 0.06%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                            | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $362901.92    | 0.07%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1185000 | PA      | $1184478.60   | 0.21%             | 2031-07-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-4                                                    | CUSIP: 81743BAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185290 | PA      | $186126.88    | 0.03%             | 2054-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2024-2                                                    | CUSIP: 81749HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60280 | PA      | $60432.04     | 0.01%             | 2054-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Shops at Crystals Trust 2016-CSTL                                                   | Shops at Crystals Trust 2016-CSTL                                                | CUSIP: 82510WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1336371.62   | 0.24%             | 2036-07-05      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-2 Receivables Funding LLC                                  | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80626 | PA      | $83567.13     | 0.02%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423956 | PA      | $430002.46    | 0.08%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89973 | PA      | $91267.57     | 0.02%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $258272.14    | 0.05%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $337728.15    | 0.06%             | 2044-08-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-2 Receivables Funding LLC                                  | CUSIP: 82650TAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46192 | PA      | $46254.01     | 0.01%             | 2040-06-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-1 Receivables Funding LLC                                  | CUSIP: 82652TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035014 | PA      | $1024064.71   | 0.19%             | 2038-10-20      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2022-1 Receivables Funding LLC                                  | CUSIP: 82652TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75787 | PA      | $74929.30     | 0.01%             | 2038-10-20      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-3 Receivables Funding LLC                                  | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190595 | PA      | $191438.99    | 0.03%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-1 Receivables Funding LLC                                  | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267877 | PA      | $269330.48    | 0.05%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270907 | PA      | $271391.32    | 0.05%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176131 | PA      | $176432.97    | 0.03%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-1 Receivables Funding LLC                                  | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173531 | PA      | $176107.46    | 0.03%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                                                | Signal Peak CLO 8 Ltd                                                            | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002500.00   | 0.18%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-1 Receivables Funding LLC                                  | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81376 | PA      | $83591.29     | 0.02%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2023-3 Receivables Funding LLC                                  | CUSIP: 826944AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71236 | PA      | $73529.72     | 0.01%             | 2040-09-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252699.50    | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                                                 | Sotheby's Artfi Master Trust                                                     | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    634000 | PA      | $637357.79    | 0.12%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| SRAM LLC                                                                            | SRAM LLC 2025 Term Loan B                                                        | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |    436700 | PA      | $434699.91    | 0.08%             | 2032-02-27      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $592657.18    | 0.11%             | 2048-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    548000 | PA      | $553372.92    | 0.10%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                     | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $189438.42    | 0.03%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                            | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318270.66    | 0.06%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                                    | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    420000 | PA      | $405947.93    | 0.07%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                     | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    570000 | PA      | $608632.03    | 0.11%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    360000 | PA      | $379157.04    | 0.07%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351199.74    | 0.06%             | 2026-08-03      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $440623.39    | 0.08%             | 2029-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $441157.99    | 0.08%             | 2030-01-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                     | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    423550 | PA      | $424117.56    | 0.08%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                                              | TCI Communications Inc                                                           | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $474646.53    | 0.09%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100125.00    | 0.02%             | 2039-12-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                        | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501394.10    | 0.09%             | 2033-04-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                                    | TKC Holdings Inc                                                                 | CUSIP: 87256YAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $862152.08    | 0.16%             | 2028-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                                   | T-Mobile US Trust 2024-2                                                         | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1353705.21   | 0.25%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    364000 | PA      | $364226.99    | 0.07%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    347000 | PA      | $347612.39    | 0.06%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    154000 | PA      | $154380.00    | 0.03%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                                   | T-Mobile US Trust 2025-1                                                         | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $333986.73    | 0.06%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    191588 | PA      | $185059.50    | 0.03%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $262976.33    | 0.05%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                                                      | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240473 | PA      | $240900.64    | 0.04%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                                     | TEXAS Commercial Mortgage Trust 2025-TWR                                         | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $229568.75    | 0.04%             | 2042-04-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2023-I Ltd                                                | CUSIP: 88238CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503016.95   | 0.27%             | 2038-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171283.16    | 0.03%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-4                                                 | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636714 | PA      | $612715.20    | 0.11%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES2                                              | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551526 | PA      | $556332.47    | 0.10%             | 2064-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330305 | PA      | $332129.80    | 0.06%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                 | Toyota Auto Receivables 2025-D Owner Trust                                       | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453000 | PA      | $1449810.96   | 0.26%             | 2030-06-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance Plc                                                | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    415000 | PA      | $420487.17    | 0.08%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO IX Ltd                                                              | CUSIP: 894932AL6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001385.00   | 0.18%             | 2039-01-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VI Ltd                                                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2400234.96   | 0.43%             | 2038-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | TRESTLES CLO III LTD                                                             | CUSIP: 89532TAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506280.05   | 0.27%             | 2037-10-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    820000 | PA      | $849498.68    | 0.15%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                         | Truist Bank                                                                      | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2019243.29   | 0.37%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                         | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2916190.58   | 0.53%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $221087.50    | 0.04%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1350000 | PA      | $1340140.52   | 0.24%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| USI Inc                                                                             | USI Inc 2024 Term Loan C                                                         | CUSIP: 90351NAQ8<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    436692 | PA      | $436875.13    | 0.08%             | 2030-09-29      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484712 | PA      | $484387.38    | 0.09%             | 2051-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2294412.61   | 0.42%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     83409 | PA      | $84309.30     | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                       | CUSIP: 90357PBE3<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    244043 | PA      | $242992.28    | 0.04%             | 2032-02-25      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                              | UnitedHealth Group Inc                                                           | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200181.48    | 0.04%             | 2026-07-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266000 | PA      | $272276.59    | 0.05%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                          | Uniti Fiber Abs Issuer LLC                                                       | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $753978.80    | 0.14%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |    130000 | PA      | $127060.26    | 0.02%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $547405.20    | 0.10%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                                                 | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168113.54    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    680000 | PA      | $662939.00    | 0.12%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                         | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1048000 | PA      | $1054496.03   | 0.19%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    320000 | PA      | $329640.00    | 0.06%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223745.77    | 0.04%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    965000 | PA      | $964400.54    | 0.17%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | Verizon Master Trust                                                             | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1398337.97   | 0.25%             | 2031-09-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |    173146 | PA      | $173192.26    | 0.03%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AE0<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |    511584 | PA      | $510827.33    | 0.09%             | 2069-09-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AB0<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    641567 | PA      | $646263.37    | 0.12%             | 2070-05-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AC8<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |    614071 | PA      | $618445.57    | 0.11%             | 2070-05-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-6                                                | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280542 | PA      | $247602.77    | 0.04%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265550 | PA      | $233718.26    | 0.04%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-4                                                | CUSIP: 92540GAD0<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $192172.71    | 0.03%             | 2069-06-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAC3<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $492320.69    | 0.09%             | 2070-07-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $160904.93    | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                         | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434262.16    | 0.08%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company                                         | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175289 | PA      | $178552.68    | 0.03%             | 2037-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                                       | Volvo Financial Equipment LLC Series 2025-2                                      | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587000 | PA      | $586012.20    | 0.11%             | 2028-06-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    231000 | PA      | $228913.33    | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $526177.92    | 0.10%             | 2040-07-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                                           | Wellington Management CLO 1 Ltd                                                  | CUSIP: 94957JAA2<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1200000.00   | 0.22%             | 2036-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                                           | Wellington Management CLO 1 Ltd                                                  | CUSIP: 94957JAJ3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1200327.60   | 0.22%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | CUSIP: 95000KBG9<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $355638.04    | 0.06%             | 2049-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2860199.96   | 0.52%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5068200.00   | 0.92%             | 2029-04-23      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1696493.75   | 0.31%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3376227 | PA      | $154697.39    | 0.03%             | 2052-08-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAE1<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $126065.89    | 0.02%             | 2035-07-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAG6<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100986.33    | 0.02%             | 2035-07-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAH7<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $145599.17    | 0.03%             | 2058-01-15      | Variable      | 6.23%                 | 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        |    313000 | PA      | $314211.59    | 0.06%             | 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        |    468000 | PA      | $468952.85    | 0.08%             | 2031-05-15      | Fixed         | 5.08%                 | 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        |    216240 | PA      | $216503.46    | 0.04%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $227177.75    | 0.04%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                               | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370645.56    | 0.07%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust VIII                                              | CUSIP: 97063RAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247079 | PA      | $251061.24    | 0.05%             | 2050-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                            | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422270.00    | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $658639.12    | 0.12%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $145396.92    | 0.03%             | 2055-06-25      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388000 | PA      | $371135.19    | 0.07%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                   | World Omni Auto Receivables Trust 2025-D                                         | CUSIP: 98165HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $725452.33    | 0.13%             | 2031-03-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    540000 | PA      | $551188.26    | 0.10%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                             | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    330000 | PA      | $344558.07    | 0.06%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442706.14    | 0.08%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    241252 | PA      | $229392.05    | 0.04%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | US 10YR NOTE (CBT)DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -71 | NC      | $-31289.10    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -100 | NC      | $-88906.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US ULTRA BOND CBT DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -18 | NC      | $-69336.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US LONG BOND(CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -7 | NC      | $-20917.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      1625 | NC      | $-271333.21   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -694 | NC      | $76710.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** Neuberger Berman ETF Trust

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasuer