# EDGAR Filing Document

**Accession Number:** 0001524513
**File Stem:** 0001410368-25-043474
**Filing Date:** 2025-12
**Character Count:** 572769
**Document Hash:** 1e27087e15dabd5e068854aa4e823394
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043474.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043474

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iShares U.S. ETF Trust
- **CENTRAL INDEX KEY:** 0001524513

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22649
- **FILM NUMBER:** 251606900

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

## Series and Classes Contracts Data

### iShares Short Duration Bond Active ETF (Series ID: S000037042)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000113876 | iShares Short Duration Bond Active ETF | NEAR            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares U.S. ETF Trust

- **b. Investment Company Act file number:** 811-22649

- **c. CIK number of Registrant:** 0001524513

- **d. LEI of Registrant:** 5493002YECWEEITPWL97

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

  - **Street Address 1:** 400 HOWARD STREET

  - **City:** SAN FRANCISCO

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Short Duration Bond Active ETF

- **b. EDGAR series identifier (if any):** S000037042

- **c. LEI of Series:** 549300BV2WH8444C2Y33

**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:** $4036774430.95

**Total Liabilities:** $269461334.97

**Net Assets:** $3767313095.98

**Delayed Delivery Securities:** $18660723.13

**Cash Not Reported:** $21910760.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 137994.86000000 | **1-Year:** 100255.49000000 | **5-Year:** 331006.96000000 | **10-Year:** 17934.25000000 | **30-Year:** 26084.98000000

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

- **3-Month:** 384.01000000 | **1-Year:** 6435.51000000 | **5-Year:** 36061.42000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113876 | 0.94%                | 0.38%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1360565.43              | $18613943.47                               |
| Month 2  | $769007.19               | $-378766.36                                |
| Month 3  | $1292737.86              | $-5311502.87                               |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### Schedule of Portfolio Investments

| Name                                              | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                | A&D Mortgage Trust 2024-NQM1                                                     | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |   2111100 | PA      | $2126568.55   | 0.06%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                              | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638129 | PA      | $2649023.80   | 0.07%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL Clo 40 Ltd                                                                   | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2253892.50   | 0.06%             | 2038-07-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                  | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187023.25    | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation             | AMMC CLO 21 LTD                                                                  | CUSIP: 00178LAC3<br>LEI: 549300DYK366J47FIO80 | Long             | ABS-CBDO         | CORP              | KY        |     66178 | PA      | $66156.65     | 0.00%             | 2030-11-02      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                    | ANGI Group LLC                                                                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24829.92     | 0.00%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| ARI Fleet Lease Trust                             | ARI Fleet Lease Trust 2025-B                                                     | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9355000 | PA      | $9399720.64   | 0.25%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                             | ARI Fleet Lease Trust 2025-B                                                     | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331000 | PA      | $334932.25    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    730000 | PA      | $732313.05    | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                          | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3194000 | PA      | $3027835.25   | 0.08%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                            | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4511000 | PA      | $4497934.34   | 0.12%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                             | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $79502.89     | 0.00%             | 2029-03-15      | Fixed         | 6.75%                 | 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        |     10000 | PA      | $10089.47     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $1937710.75   | 0.05%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1305607.55   | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                       | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28009.95     | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74664.77     | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2670000 | PA      | $2656131.19   | 0.07%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                          | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186541.08    | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                          | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204765.53    | 0.01%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| OSAIC HOLDINGS INC                                | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65085.05     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                           | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $92333.79     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6763000 | PA      | $6744708.11   | 0.18%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                        | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1889192 | PA      | $1892911.86   | 0.05%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $139912.76    | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aimco                                             | AIMCO CLO 23 Ltd                                                                 | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1019389.63   | 0.03%             | 2038-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2991000 | PA      | $3002216.25   | 0.08%             | 2040-06-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                         | ALA Trust 2025-OANA                                                              | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1862000 | PA      | $1874416.19   | 0.05%             | 2040-06-15      | Floating      | 5.88%                 | 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        |     79000 | PA      | $79624.43     | 0.00%             | 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        |    404000 | PA      | $416961.13    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                    | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2035000 | PA      | $2035598.90   | 0.05%             | 2031-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    268000 | PA      | $268299.62    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ATI INC                                           | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97163.73     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    458000 | PA      | $480932.98    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827000 | PA      | $814431.42    | 0.02%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $194467.80    | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1384795.08   | 0.04%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1084946.89   | 0.03%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848000 | PA      | $869960.66    | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    601000 | PA      | $588221.66    | 0.02%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1586312.34   | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    538000 | PA      | $531418.12    | 0.01%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4471000 | PA      | $4538476.24   | 0.12%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2609501.75   | 0.07%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                  | Altria Group Inc                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4809051.70   | 0.13%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                              | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78052.88     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                             | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66770.05     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68202.19     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                 | American Builders & Contractors Supply Co Inc                                    | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36258.05     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    609000 | PA      | $602899.97    | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3013000 | PA      | $2844419.70   | 0.08%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3679000 | PA      | $3652150.33   | 0.10%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    920000 | PA      | $946371.85    | 0.03%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1273000 | PA      | $1306302.86   | 0.03%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    726000 | PA      | $743658.57    | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   9090000 | PA      | $9279604.86   | 0.25%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                            | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $63136.44     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1752646.32   | 0.05%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2617884.88   | 0.07%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162553.91    | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037877.24   | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMNEAL PHARMACEUTICALS L                          | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91214.37     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    219000 | PA      | $211508.29    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38734.88     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                         | Anchorage Capital CLO 7 Ltd                                                      | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   8625000 | PA      | $8650684.39   | 0.23%             | 2037-04-28      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   5494279 | PA      | $5487983.20   | 0.15%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2025-11                                                 | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2984176 | PA      | $2974769.55   | 0.08%             | 2070-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |   1718730 | PA      | $1731854.10   | 0.05%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   4187087 | PA      | $4222074.22   | 0.11%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22827.21     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    206000 | PA      | $205903.85    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2397311.97   | 0.06%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                               | Elevance Health Inc                                                              | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1324988.01   | 0.04%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26989.40     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                             | Applied Materials Inc                                                            | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2202439.96   | 0.06%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                     | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  16474000 | PA      | $16815515.41  | 0.45%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                          | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   3720000 | PA      | $3778505.33   | 0.10%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ARAMARK SERVICES INC                              | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    272000 | PA      | $271623.77    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                               | Arbor Realty SR Inc                                                              | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     62000 | PA      | $63089.33     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $143466.75    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $194825.66    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                        | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92434.85     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                          | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $184000.00    | 0.00%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $372924.04    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | 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        |    437000 | PA      | $438126.59    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1721000 | PA      | $1800083.39   | 0.05%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                    | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2674000 | PA      | $2674000.00   | 0.07%             | 2042-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                      | Ares LVI CLO Ltd                                                                 | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400723.92    | 0.01%             | 2038-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                             | ARI Fleet Lease Trust 2024-B                                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525214 | PA      | $528869.23    | 0.01%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $131731.28    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    793000 | PA      | $881353.68    | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35187.11     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ASCENT RESOURCES/ARU FIN                          | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $197419.70    | 0.01%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $391771.52    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    680000 | PA      | $669074.10    | 0.02%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                            | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    153000 | PA      | $145566.57    | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                          | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    387000 | PA      | $386055.84    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                    | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    187000 | PA      | $195595.08    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3631682.15   | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                 | BA Credit Card Trust                                                             | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   4705000 | PA      | $4752959.48   | 0.13%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  11463000 | PA      | $11350934.16  | 0.30%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                  | BAT Capital Corp                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    934000 | PA      | $939092.49    | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1878000 | PA      | $1858566.29   | 0.05%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    592000 | PA      | $595277.67    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                              | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4314000 | PA      | $4526938.95   | 0.12%             | 2029-02-02      | Fixed         | 5.93%                 | 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        |   8630000 | PA      | $8133775.00   | 0.22%             | 2037-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2860000 | PA      | $2905410.22   | 0.08%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2132093 | PA      | $2132093.21   | 0.06%             | 2026-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9960000 | PA      | $10231834.30  | 0.27%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1576000 | PA      | $1592913.79   | 0.04%             | 2040-10-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2246000 | PA      | $2260674.47   | 0.06%             | 2040-10-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2297000 | PA      | $2299871.25   | 0.06%             | 2042-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2570673.00   | 0.07%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2988345 | PA      | $2981808.00   | 0.08%             | 2030-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                    | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1509304.80   | 0.04%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                          | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277000 | PA      | $278409.65    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                              | BWX Technologies Inc                                                             | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    183000 | PA      | $178763.13    | 0.00%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2023-5C2 Mortgage Trust                                                      | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1070388.30   | 0.03%             | 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        |    468658 | PA      | $469235.21    | 0.01%             | 2039-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1970000 | PA      | $1970615.63   | 0.05%             | 2041-03-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-PAT                                                                | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $799750.00    | 0.02%             | 2041-03-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2635000 | PA      | $2634997.37   | 0.07%             | 2041-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538485 | PA      | $1542331.21   | 0.04%             | 2041-10-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836000 | PA      | $1948467.30   | 0.05%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1571000 | PA      | $1669398.96   | 0.04%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                    | BSTN Commercial Mortgage Trust 2025-1C                                           | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1886941.73   | 0.05%             | 2044-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3830000 | PA      | $3942644.90   | 0.10%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                         | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290000 | PA      | $3296757.99   | 0.09%             | 2042-11-05      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO 2021-4 Ltd                                               | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1510897.54   | 0.04%             | 2034-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2235000 | PA      | $2241490.89   | 0.06%             | 2037-04-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3357274.55   | 0.09%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16595000 | PA      | $16440524.61  | 0.44%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4243642.75   | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8537000 | PA      | $8743291.91   | 0.23%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1966307.27   | 0.05%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4743000 | PA      | $4827535.67   | 0.13%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11369000 | PA      | $11738941.01  | 0.31%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                              | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7893843.83   | 0.21%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5289315.50   | 0.14%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR8                                                                  | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680000 | PA      | $1761677.74   | 0.05%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7730000 | PA      | $7968914.98   | 0.21%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                             | BANK5 2024-5YR11                                                                 | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1614431.80   | 0.04%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                     | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203676.07    | 0.01%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACJ0<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |   1761747 | PA      | $1761719.89   | 0.05%             | 2030-07-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750132.83   | 0.05%             | 2030-07-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                 | Battalion CLO IX Ltd                                                             | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   7953087 | PA      | $7950446.30   | 0.21%             | 2031-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $982300.00    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2244171.62   | 0.06%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.          | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3355835.70   | 0.09%             | 2035-05-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $3254470.44   | 0.09%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                              | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8175000 | PA      | $8720333.00   | 0.23%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                             | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $405267.20    | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2155000 | PA      | $2241844.13   | 0.06%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570000 | PA      | $2646295.85   | 0.07%             | 2058-10-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XXI Ltd                                              | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1749994.05   | 0.05%             | 2034-10-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                          | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5965591.50   | 0.16%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770000 | PA      | $770481.25    | 0.02%             | 2041-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $570712.50    | 0.02%             | 2041-11-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                        | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1986000 | PA      | $1986083.61   | 0.05%             | 2042-10-10      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                           | Big River Steel LLC / BRS Finance Corp                                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $386648.87    | 0.01%             | 2029-01-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4615000 | PA      | $4623371.61   | 0.12%             | 2038-01-19      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 7 Ltd                                                            | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |   4840000 | PA      | $4847230.96   | 0.13%             | 2038-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                              | Birch Grove CLO 13 Ltd                                                           | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1704186.59   | 0.05%             | 2038-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                            | Blackstone Reg Finance Co LLC                                                    | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2965322.83   | 0.08%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                | Blueberry Park CLO Ltd                                                           | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2004815.20   | 0.05%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4160000 | PA      | $4309274.94   | 0.11%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2024-5C8 Mortgage Trust                                                      | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3070000 | PA      | $3197715.07   | 0.08%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2198000 | PA      | $2262365.35   | 0.06%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO 2025-5C9 Mortgage Trust                                                      | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1379480 | PA      | $1448760.93   | 0.04%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                     | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4402652.04   | 0.12%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    172000 | PA      | $172409.70    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1021000 | PA      | $1101150.54   | 0.03%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| BOMBARDIER INC                                    | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $24412.66     | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BOYNE USA INC                                     | Boyne USA Inc                                                                    | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $150034.03    | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                          | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1141139.08   | 0.03%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2023-NQM8                                        | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985285 | PA      | $994178.15    | 0.03%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2024-NQM2                                        | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5522941 | PA      | $5566664.92   | 0.15%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |   2496743 | PA      | $2516853.89   | 0.07%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | Bravo Residential Funding Trust 2025-NQM10                                       | CUSIP: 10570BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5095000 | PA      | $5094920.52   | 0.14%             | 2065-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | BRAVO Residential Funding Trust 2025-NQM4                                        | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |   3351919 | PA      | $3381995.25   | 0.09%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                   | Bravo Residential Funding Trust 2025-Nqm3                                        | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   1020142 | PA      | $1027384.42   | 0.03%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3969759.93   | 0.11%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1413098.12   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7119000 | PA      | $7330529.77   | 0.19%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1312814.44   | 0.03%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1988934.97   | 0.05%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1347460.65   | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                          | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    173000 | PA      | $165938.90    | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                          | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     29000 | PA      | $28566.60     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                           | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1440000 | PA      | $1444893.98   | 0.04%             | 2037-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                               | Buckeye Partners LP                                                              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52467.50     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642127 | PA      | $642925.73    | 0.02%             | 2039-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1641025.00   | 0.04%             | 2035-06-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3070720 | PA      | $3074558.71   | 0.08%             | 2039-08-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2368574 | PA      | $2373014.98   | 0.06%             | 2039-08-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                               | Cbam 2018-7 Ltd                                                                  | CUSIP: 12482JAA8<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |    204435 | PA      | $204435.94    | 0.01%             | 2031-07-20      | Floating      | 5.25%                 | 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        |    116000 | PA      | $115331.25    | 0.00%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $217123.21    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1145792.45   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25310.18     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $35299.62     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    902000 | PA      | $816598.06    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329000 | PA      | $331589.23    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $305527.04    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    814000 | PA      | $816502.24    | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEDR TRUST                                        | CEDR Commercial Mortgage Trust 2022-SNAI                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5410000 | PA      | $5331626.95   | 0.14%             | 2039-02-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                   | CFCRE Commercial Mortgage Trust 2016-C3                                          | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117023 | PA      | $1115453.35   | 0.03%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                   | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2475832.75   | 0.07%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495000.00    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     93000 | PA      | $83021.22     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                          | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    189000 | PA      | $177164.33    | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                                  | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500757.25    | 0.01%             | 2037-07-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2017-V Ltd                                                          | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3507785.75   | 0.09%             | 2037-07-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |   2510543 | PA      | $2525709.23   | 0.07%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC Trust 2015-3                                                                | CUSIP: 12649XAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630128 | PA      | $589052.73    | 0.02%             | 2045-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2018-RPL9 Trust                                                             | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1598290 | PA      | $1545321.29   | 0.04%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494687.65    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                      | CSMC 2021-NQM4                                                                   | CUSIP: 12659PAA1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    485149 | PA      | $423704.93    | 0.01%             | 2066-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                | CA Magnum Holdings                                                               | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $199000.00    | 0.01%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2025-4 Mortgage Loan Trust                                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |   4013647 | PA      | $4057483.24   | 0.11%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                    | CQS US CLO 5 Ltd                                                                 | CUSIP: 12676EAE7<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996500.00    | 0.03%             | 2039-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    891000 | PA      | $916766.83    | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    294000 | PA      | $296448.14    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2992.68      | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                      | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97989.23     | 0.00%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| CAMELOT FINANCE SA                                | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     23000 | PA      | $22908.66     | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4141000 | PA      | $4042878.96   | 0.11%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2873929.18   | 0.08%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust           | Capital One Multi-Asset Execution Trust                                          | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   7240000 | PA      | $7130296.62   | 0.19%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                             | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    691000 | PA      | $704987.22    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693000 | PA      | $697260.49    | 0.02%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    187000 | PA      | $192853.12    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    468000 | PA      | $480768.30    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                              | Carpenter Technology Corp                                                        | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12052.70     | 0.00%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Carval CLO LTD                                    | CarVal CLO IX-C Ltd                                                              | CUSIP: 14688HAA0<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003964.50   | 0.03%             | 2037-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                    | Carval Clo X-C Ltd                                                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005907.80   | 0.05%             | 2037-07-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                          | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $133891.71    | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                           | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20927.15     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| CHARLES RIVER LABORATORI                          | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39545.99     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CHART INDUSTRIES INC                              | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    587000 | PA      | $612182.89    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5303000 | PA      | $5273193.96   | 0.14%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9120000 | PA      | $8485065.78   | 0.23%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3988080.90   | 0.11%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2019-ATR2                                      | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832024 | PA      | $791135.17    | 0.02%             | 2049-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2025-3                                         | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-MBS          | CORP              | US        |   4563421 | PA      | $4565011.70   | 0.12%             | 2056-02-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust Series 2025-11                                 | CUSIP: 16162QBD3<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   5420000 | PA      | $5419148.03   | 0.14%             | 2056-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2025-8                                         | CUSIP: 16162UBA0<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   3422542 | PA      | $3431888.71   | 0.09%             | 2056-06-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                | Chase Home Lending Mortgage Trust 2025-5                                         | CUSIP: 161935BA8<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   5305800 | PA      | $5340277.26   | 0.14%             | 2056-04-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                  | CUSIP: 163851AE8<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    349000 | PA      | $347629.79    | 0.01%             | 2027-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                       | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    164000 | PA      | $157150.28    | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  14001000 | PA      | $14005721.00  | 0.37%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    516000 | PA      | $471394.04    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                          | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   4648000 | PA      | $4524958.52   | 0.12%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                         | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2607603 | PA      | $2633590.87   | 0.07%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                          | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603000 | PA      | $599497.96    | 0.02%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                              | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    171000 | PA      | $169461.34    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109960.44    | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    274000 | PA      | $280148.83    | 0.01%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253486.00   | 0.03%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                  | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507596.75   | 0.07%             | 2037-04-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9775000 | PA      | $9612633.73   | 0.26%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6303000 | PA      | $6469231.79   | 0.17%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  20626000 | PA      | $20759948.54  | 0.55%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13083000 | PA      | $13345874.23  | 0.35%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7185000 | PA      | $7193726.33   | 0.19%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                              | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    182000 | PA      | $189261.25    | 0.01%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust               | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    298000 | PA      | $300426.44    | 0.01%             | 2029-05-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                      | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    527000 | PA      | $531636.19    | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                       | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3976588.77   | 0.11%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93299.75     | 0.00%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3755000 | PA      | $3779553.04   | 0.10%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                            | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14465.28     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138787.37    | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    145000 | PA      | $148520.17    | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    318000 | PA      | $329664.24    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                               | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    943000 | PA      | $908161.24    | 0.02%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                               | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $121274.95    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| CLEAN HARBORS INC                                 | Clean Harbors Inc                                                                | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26929.53     | 0.00%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1532712.55   | 0.04%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    939000 | PA      | $968351.51    | 0.03%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81540.92     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75990.90     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    289000 | PA      | $303685.25    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1035118.85   | 0.03%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    277000 | PA      | $279766.42    | 0.01%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    666000 | PA      | $668263.07    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                               | CNH Equipment Trust 2024-A                                                       | CUSIP: 18978FAC0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   2970325 | PA      | $2992952.85   | 0.08%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Coast Investment Grade                            | COAST Commercial Mortgage Trust 2023-2HTL                                        | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3997510.00   | 0.11%             | 2036-08-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    303000 | PA      | $303264.82    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                         | College Ave Student Loans 2021-A LLC                                             | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123716 | PA      | $123439.85    | 0.00%             | 2051-07-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                  | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4160714 | PA      | $4185319.64   | 0.11%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                     | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    183000 | PA      | $182429.77    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| COMSTOCK RESOURCES INC                            | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102107.99    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                            | Comstock Resources Inc                                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30454.69     | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                            | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1507061.11   | 0.04%             | 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        |   2447000 | PA      | $2443941.25   | 0.06%             | 2041-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                    | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $249466.73    | 0.01%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                    | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    655000 | PA      | $625377.06    | 0.02%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                               | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2273297.27   | 0.06%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                          | ContourGlobal Power Holdings SA                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206000.00    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                     | CoreLogic Inc                                                                    | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    697000 | PA      | $673272.52    | 0.02%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                     | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142371.37    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2150000 | PA      | $2142222.18   | 0.06%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                         | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46212.18     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2024-H1 Mortgage Trust                                                     | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2689407 | PA      | $2711064.62   | 0.07%             | 2068-12-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2462075 | PA      | $2477034.63   | 0.07%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5764538 | PA      | $5833247.45   | 0.15%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $129180.69    | 0.00%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                              | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2759840 | PA      | $2768453.02   | 0.07%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1183000 | PA      | $1170782.35   | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1420000 | PA      | $1388253.53   | 0.04%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    211000 | PA      | $226027.50    | 0.01%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| DK Trust                                          | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    882000 | PA      | $882826.88    | 0.02%             | 2037-08-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                       | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5272000 | PA      | $5281885.00   | 0.14%             | 2038-06-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                       | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120000 | PA      | $2123975.00   | 0.06%             | 2038-06-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2403300.92   | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1059000 | PA      | $1037719.02   | 0.03%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2441000 | PA      | $2463932.73   | 0.07%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                  | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2787000 | PA      | $2844295.73   | 0.08%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                          | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5308.21      | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4943000 | PA      | $4772956.65   | 0.13%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4099000 | PA      | $4206308.83   | 0.11%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                          | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    371000 | PA      | $370072.50    | 0.01%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150007.05    | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                             | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399000 | PA      | $397357.44    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                             | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    248000 | PA      | $246531.59    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                          | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |     68000 | PA      | $68682.31     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                               | Dominion Energy Inc                                                              | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2482471.16   | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                            | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    318000 | PA      | $326051.76    | 0.01%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $1603236.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $160335.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                 | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $2522998.88   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $403.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $326111.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                     | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |         1 | NC      | $271396.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden XXVI Senior Loan Fund                                                     | CUSIP: 26250UAS4<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600000.00    | 0.02%             | 2029-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4712000 | PA      | $4655233.08   | 0.12%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    990000 | PA      | $963758.34    | 0.03%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    981000 | PA      | $983765.81    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    738000 | PA      | $738413.95    | 0.02%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3963343.19   | 0.11%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                             | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3281000 | PA      | $3372710.18   | 0.09%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                              | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26454.28     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                | EFMT 2025-NQM3                                                                   | CUSIP: 26846YAC2<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |   5266001 | PA      | $5308661.29   | 0.14%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                    | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251770.18    | 0.01%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                    | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |   5440000 | PA      | $5491039.71   | 0.15%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    301000 | PA      | $312577.97    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3066740.43   | 0.08%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4732000 | PA      | $5135662.36   | 0.14%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2203406.23   | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    960000 | PA      | $951215.88    | 0.03%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5911081.71   | 0.16%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5306216.56   | 0.14%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7930000 | PA      | $8736352.45   | 0.23%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                          | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3353075.67   | 0.09%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64881.49     | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $119258.70    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                              | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98670.51     | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-INV2                                                                   | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   3442546 | PA      | $3456629.93   | 0.09%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                           | Efesto Bidco SpA Efesto US LLC                                                   | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    804000 | PA      | $802741.74    | 0.02%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6289787 | PA      | $6289670.64   | 0.17%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                             | Element Solutions Inc                                                            | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    854000 | PA      | $826501.29    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                             | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    341000 | PA      | $345114.85    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                               | Elmwood CLO II Ltd                                                               | CUSIP: 29001LBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4208752.80   | 0.11%             | 2037-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                               | Elmwood CLO III Ltd                                                              | CUSIP: 29002HAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501189.85    | 0.01%             | 2037-07-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                                | Elmwood CLO 26 Ltd                                                               | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3740000 | PA      | $3752463.18   | 0.10%             | 2037-04-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1495785.11   | 0.04%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMPIRE COMMUNITIES CORP                           | Empire Communities Corp                                                          | CUSIP: 29163VAG8<br>LEI: 549300JM1L6KK2QFP273 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15337.80     | 0.00%             | 2029-05-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                  | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAL4<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1895000 | PA      | $1900251.23   | 0.05%             | 2037-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $284178.33    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $479882.34    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                             | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    156000 | PA      | $154815.23    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                      | Enerflex Ltd                                                                     | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $39800.51     | 0.00%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1684000 | PA      | $1682192.55   | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5606000 | PA      | $5888239.96   | 0.16%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3457000 | PA      | $3556861.32   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1443507.87   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                              | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4790000 | PA      | $4759665.89   | 0.13%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-4 LLC                                            | CUSIP: 29374MAC2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1370000 | PA      | $1383265.03   | 0.04%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-4 LLC                                            | CUSIP: 29374MAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    177000 | PA      | $179577.37    | 0.00%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2023-1 LLC                                            | CUSIP: 29375CAC3<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   7150000 | PA      | $7225632.70   | 0.19%             | 2029-10-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1961231 | PA      | $1975330.76   | 0.05%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    223000 | PA      | $227019.37    | 0.01%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAC2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |   1518000 | PA      | $1537023.42   | 0.04%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                    | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    492000 | PA      | $502143.12    | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                               | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4341000 | PA      | $4440524.80   | 0.12%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   7781000 | PA      | $7460310.36   | 0.20%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2345000 | PA      | $2253536.16   | 0.06%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   3295000 | PA      | $2979442.83   | 0.08%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    892000 | PA      | $840316.44    | 0.02%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                       | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1730000 | PA      | $1638900.02   | 0.04%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                   | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $151997.85    | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ESAB CORP                                         | Esab Corp                                                                        | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176018.61    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                          | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     99000 | PA      | $97349.50     | 0.00%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    238000 | PA      | $237551.63    | 0.01%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1460332.27   | 0.04%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1118906.96   | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2558289.64   | 0.07%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                 | Eversource Energy                                                                | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1569548.28   | 0.04%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743081.96    | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2667998.27   | 0.07%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                       | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1713340.39   | 0.05%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                       | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1713206.25   | 0.05%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60762.94     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                            | CUSIP: 3132J4RB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6678285 | PA      | $6519915.65   | 0.17%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136AJSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5824734 | PA      | $5552449.49   | 0.15%             | 2034-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136B3SN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5855831 | PA      | $5787627.97   | 0.15%             | 2048-12-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1990141 | PA      | $2003788.15   | 0.05%             | 2054-12-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417530 | PA      | $420502.56    | 0.01%             | 2054-12-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8653718 | PA      | $8687503.59   | 0.23%             | 2054-12-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2505001 | PA      | $2524374.81   | 0.07%             | 2055-02-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BV5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2116724 | PA      | $2136046.36   | 0.06%             | 2055-06-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752362 | PA      | $757722.66    | 0.02%             | 2054-08-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1741004 | PA      | $1760377.36   | 0.05%             | 2055-05-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028153 | PA      | $1037647.73   | 0.03%             | 2055-06-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1869485 | PA      | $1889396.63   | 0.05%             | 2055-06-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                | CUSIP: 3136BWXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2804272 | PA      | $2826908.53   | 0.08%             | 2055-08-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H0A40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166945 | PA      | $162569.48    | 0.00%             | 2044-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137H5ZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12670045 | PA      | $11991445.86  | 0.32%             | 2033-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6267458 | PA      | $6311298.10   | 0.17%             | 2054-03-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885879 | PA      | $891307.19    | 0.02%             | 2054-12-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6419903 | PA      | $6474530.39   | 0.17%             | 2054-04-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1026523 | PA      | $1034107.73   | 0.03%             | 2055-03-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1438561 | PA      | $1452007.25   | 0.04%             | 2055-05-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1099107 | PA      | $1109256.10   | 0.03%             | 2055-06-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1105134 | PA      | $1115464.63   | 0.03%             | 2055-06-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8572862 | PA      | $8655123.56   | 0.23%             | 2055-06-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1473716 | PA      | $1487491.46   | 0.04%             | 2055-06-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HLVG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7666638 | PA      | $7728368.28   | 0.21%             | 2055-06-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                               | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4267724 | PA      | $4299666.30   | 0.11%             | 2055-05-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140HXV72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5755000 | PA      | $5256194.35   | 0.14%             | 2030-05-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10290000 | PA      | $10694916.03  | 0.28%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6371152 | PA      | $5530423.55   | 0.15%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3646534 | PA      | $3586050.57   | 0.10%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4953567 | PA      | $4869699.35   | 0.13%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                  | CUSIP: 31418ARX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5870744 | PA      | $5654169.10   | 0.15%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                          | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $94848.60     | 0.00%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                            | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $478392.35    | 0.01%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                       | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4988000 | PA      | $4938690.38   | 0.13%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                           | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    599000 | PA      | $563198.40    | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                              | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10554.74     | 0.00%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                          | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1315348.40   | 0.03%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3936000 | PA      | $3911378.75   | 0.10%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                  | FirstEnergy Corp                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $3834714.61   | 0.10%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                           | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $43946.86     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                  | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   1455000 | PA      | $1456898.78   | 0.04%             | 2036-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143516.90    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co                                                         | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86894.75     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202500.00    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93791.38     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                      | Ford Credit Auto Owner Trust 2023-C                                              | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7640214 | PA      | $7718222.37   | 0.20%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust          | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QHW7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  11535000 | PA      | $11591647.23  | 0.31%             | 2028-05-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust          | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJF2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3985995.86   | 0.11%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    908000 | PA      | $908733.09    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4301332.93   | 0.11%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4489000 | PA      | $4539495.59   | 0.12%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6020000 | PA      | $6144415.10   | 0.16%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82060.60     | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    118000 | PA      | $125403.20    | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                           | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   9758000 | PA      | $10225915.62  | 0.27%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                              | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18240.74     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| FORTRESS INTERMEDIATE                             | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    656000 | PA      | $684037.44    | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2024-1                                                  | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1935243 | PA      | $1972094.28   | 0.05%             | 2049-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                          | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2590013 | PA      | $2616989.78   | 0.07%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3215067.69   | 0.09%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17850.00     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    187000 | PA      | $198785.86    | 0.01%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                             | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192883.62    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104919.20    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163782.59    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54397.56     | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                           | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    533000 | PA      | $562679.57    | 0.01%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $174128.86    | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                            | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    441000 | PA      | $461341.57    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8136063 | PA      | $7784900.05   | 0.21%             | 2067-02-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     27000 | PA      | $28637.25     | 0.00%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $342353.55    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GGAM FINANCE LTD                                  | GGAM Finance Ltd                                                                 | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    186000 | PA      | $188836.74    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2092000 | PA      | $2131685.24   | 0.06%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2179000 | PA      | $2110751.11   | 0.06%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                    | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2831000 | PA      | $2864219.80   | 0.08%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2580000 | PA      | $2591287.50   | 0.07%             | 2028-03-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                          | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    706000 | PA      | $750033.22    | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAA1<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    930000 | PA      | $944007.75    | 0.03%             | 2041-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2025-NQM4                                    | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   1795970 | PA      | $1793684.03   | 0.05%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   1773742 | PA      | $1773730.82   | 0.05%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                      | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2074000 | PA      | $2079206.57   | 0.06%             | 2041-11-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2393065 | PA      | $2393024.80   | 0.06%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $136919.07    | 0.00%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    919000 | PA      | $940375.02    | 0.02%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                              | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95515.32     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                              | GCAT 2025-NQM6 Trust                                                             | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2213151 | PA      | $2206128.78   | 0.06%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2269103.40   | 0.06%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    554000 | PA      | $577142.81    | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                             | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172411.60    | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9056.05      | 0.00%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                  | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63515.01     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| WRANGLER HOLDCO CORP                              | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $147199.91    | 0.00%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3792908.09   | 0.10%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3403575.42   | 0.09%             | 2026-04-27      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1391101.41   | 0.04%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2897092.31   | 0.08%             | 2028-10-06      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1500257.26   | 0.04%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4351163.30   | 0.12%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4094863.37   | 0.11%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                              | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    800000 | PA      | $823456.30    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| GLOBAL NET LEASE/GLOBAL                           | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     59000 | PA      | $57201.67     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | 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        |    273000 | PA      | $280824.18    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GOAT HOLDCO LLC                                   | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $226698.15    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD            | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1430000 | PA      | $1429996.00   | 0.04%             | 2034-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8340000 | PA      | $8861910.44   | 0.24%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7663000 | PA      | $7841285.37   | 0.21%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8743385.92   | 0.23%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13454000 | PA      | $13884474.72  | 0.37%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6430913.42   | 0.17%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2917376.01   | 0.08%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3775595.80   | 0.10%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4592124.53   | 0.12%             | 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        |  14175000 | PA      | $13850376.34  | 0.37%             | 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        |   9318000 | PA      | $9114255.69   | 0.24%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7334000 | PA      | $7190480.07   | 0.19%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 50B-R Ltd                                             | CUSIP: 38178DAU1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   1595000 | PA      | $1594213.98   | 0.04%             | 2035-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3165000 | PA      | $3170687.51   | 0.08%             | 2038-01-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                   | Golub Capital Partners CLO 66B Ltd                                               | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1890000 | PA      | $1896294.65   | 0.05%             | 2038-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                            | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80475.25     | 0.00%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| GRAY MEDIA INC                                    | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    209000 | PA      | $225224.46    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| GREAT CAN GAMING/RAPTOR                           | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    123000 | PA      | $120257.37    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                 | GreatAmerica Leasing Receivables Funding LLC Series 2024-2                       | CUSIP: 39154GAB2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1130677 | PA      | $1136106.79   | 0.03%             | 2027-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust            | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1581364 | PA      | $1593675.74   | 0.04%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                               | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2716000 | PA      | $2688840.00   | 0.07%             | 2036-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                       | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3023955 | PA      | $3037219.00   | 0.08%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10095000 | PA      | $10106989.23  | 0.27%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1122107.08   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1702476.85   | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    217000 | PA      | $226009.04    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5644000 | PA      | $5604225.15   | 0.15%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4488000 | PA      | $4312010.49   | 0.11%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2260386.11   | 0.06%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1382255.04   | 0.04%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11620000 | PA      | $11835457.46  | 0.31%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2753431.23   | 0.07%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985399.93   | 0.08%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3754000 | PA      | $3872728.77   | 0.10%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                              | Halseypoint CLO 7 LTD                                                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2006935.60   | 0.05%             | 2038-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                              | Halseypoint Clo 6 Ltd                                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503630.60   | 0.04%             | 2038-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                  | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    321000 | PA      | $312380.63    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97975.46     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    394000 | PA      | $406870.40    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    167000 | PA      | $174795.39    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $168830.22    | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47078.97     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $228644.74    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    337000 | PA      | $328628.75    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18038.54     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82685.73     | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                          | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    477000 | PA      | $492218.69    | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                       | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   3414072 | PA      | $3440850.12   | 0.09%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                       | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2781432 | PA      | $2779331.82   | 0.07%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust               | Homeward Opportunities Fund I Trust 2020-2                                       | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958767 | PA      | $951543.68    | 0.03%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International Inc                                                      | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2722444.14   | 0.07%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                       | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580000 | PA      | $1640864.13   | 0.04%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54909.42     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                          | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1268000 | PA      | $1306907.31   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                             | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2282179.63   | 0.06%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132465.20    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3780258.52   | 0.10%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                           | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    545000 | PA      | $563061.85    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                      | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2484694.08   | 0.07%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                    | Hyundai Auto Receivables Trust 2023-B                                            | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161274 | PA      | $162422.65    | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202980.20    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    802000 | PA      | $860759.30    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA          | INT Commercial Mortgage Trust 2025-PLAZA                                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $631601.65    | 0.02%             | 2037-11-05      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                       | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $1171150.00   | 0.03%             | 2041-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271200.33    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $905066.06    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $18061.72     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51181.05     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                             | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $187684.98    | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                 | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $99556.24     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                        | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4040000 | PA      | $4039760.83   | 0.11%             | 2042-10-19      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    107000 | PA      | $103741.15    | 0.00%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| INTOWN Mortgage Trust                             | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4059000 | PA      | $4065379.12   | 0.11%             | 2042-03-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                           | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    686000 | PA      | $669816.57    | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                           | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    486000 | PA      | $474029.67    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                              | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $186583.40    | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199936.25    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                         | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    385000 | PA      | $401272.41    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    216000 | PA      | $214993.25    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738093 | PA      | $715949.89    | 0.02%             | 2029-09-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust     | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2030000 | PA      | $2049377.16   | 0.05%             | 2039-11-09      | Variable      | 5.17%                 | 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        |   2113000 | PA      | $2078985.98   | 0.06%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3125469.19   | 0.08%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4868000 | PA      | $4861141.62   | 0.13%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3471254.12   | 0.09%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3868000 | PA      | $3917180.46   | 0.10%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3346077.22   | 0.09%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4968000 | PA      | $5056657.09   | 0.13%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2371000 | PA      | $2395753.81   | 0.06%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1536470.37   | 0.04%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4520099.82   | 0.12%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2338000 | PA      | $2398682.04   | 0.06%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10255000 | PA      | $10402674.26  | 0.28%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21397000 | PA      | $21777033.40  | 0.58%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5318000 | PA      | $5494745.59   | 0.15%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11264000 | PA      | $11634273.25  | 0.31%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4728442.75   | 0.13%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3240823 | PA      | $2900690.46   | 0.08%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060179 | PA      | $947558.14    | 0.03%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1739128 | PA      | $1551934.40   | 0.04%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2025-VIS2                                               | CUSIP: 46659RAC1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   3613275 | PA      | $3632769.76   | 0.10%             | 2055-12-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust Series 2025-NQM4                                        | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6995000 | PA      | $6994999.30   | 0.19%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                            | John Deere Owner Trust 2024                                                      | CUSIP: 47800RAD5<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |   9312000 | PA      | $9384865.47   | 0.25%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                          | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    129000 | PA      | $135479.41    | 0.00%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 47 Ltd                                                                   | CUSIP: 48190DAA8<br>LEI: 254900X4Y2IUWMENHX76 | Long             | ABS-CBDO         | CORP              | KY        |    695000 | PA      | $696934.12    | 0.02%             | 2038-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                           | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105235.82    | 0.00%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 21 Ltd                                                                   | CUSIP: 48252KAA7<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |   1234050 | PA      | $1234115.58   | 0.03%             | 2031-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                             | KKR CLO 35 Ltd                                                                   | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500751.50   | 0.04%             | 2038-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $347740.38    | 0.01%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                              | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    742000 | PA      | $707995.27    | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CATURUS ENERGY LLC                                | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    308000 | PA      | $313957.34    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                               | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27730.97     | 0.00%             | 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        |    239000 | PA      | $248185.25    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                          | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75400.02     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LABL INC                                          | LABL Inc                                                                         | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    171000 | PA      | $121901.01    | 0.00%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| LABL INC                                          | LABL Inc                                                                         | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59647.06     | 0.00%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LABL INC                                          | LABL Inc                                                                         | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     96000 | PA      | $61710.40     | 0.00%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                     | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28079.87     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    217000 | PA      | $211246.44    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                          | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    111000 | PA      | $116787.32    | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 29 Ltd                                                                       | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    819910 | PA      | $820118.83    | 0.02%             | 2031-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152893.05    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61114.56     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                   | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    663000 | PA      | $640352.25    | 0.02%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                  | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102816.40    | 0.00%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| LBA Trust                                         | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3974460 | PA      | $3976944.04   | 0.11%             | 2041-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                            | Lendmark Funding Trust 2025-2                                                    | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3003000 | PA      | $3019639.02   | 0.08%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                             | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    492000 | PA      | $470475.00    | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    438000 | PA      | $472870.49    | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    525000 | PA      | $578866.34    | 0.02%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    313000 | PA      | $337974.27    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                          | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137493.78    | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                 | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79137.46     | 0.00%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71768.78     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114975.27    | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                          | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    118000 | PA      | $115137.58    | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | 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        |   1108000 | PA      | $1120156.64   | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $497085.00    | 0.01%             | 2041-12-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2025-NQM2 Trust                                                              | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |   3015754 | PA      | $3037309.83   | 0.08%             | 2070-05-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                        | MMAF Equipment Finance LLC 2024-A                                                | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1197196 | PA      | $1214532.95   | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2672393.59   | 0.07%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                               | M&T Equipment 2025-LEAF1 Notes                                                   | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751000 | PA      | $755033.47    | 0.02%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                           | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    417000 | PA      | $436883.81    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                    | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $330172.50    | 0.01%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding L Ltd                                                       | CUSIP: 55821FAA5<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500250.00    | 0.01%             | 2034-04-19      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAQ0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1703142.79   | 0.05%             | 2037-07-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LVII Ltd                                                    | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1635000 | PA      | $1636134.36   | 0.04%             | 2034-07-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1066165.38   | 0.03%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                    | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1675000 | PA      | $1599821.98   | 0.04%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority  | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1059935.61   | 0.03%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Massachusetts Educational Financing Authority     | MASSACHUSETTS ST EDUCTNL FING AUTH                                               | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1473867.08   | 0.04%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47895.49     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                              | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122115.02    | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112003.94    | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                      | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285821.71    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $26191.30     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                            | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   4132000 | PA      | $4142854.76   | 0.11%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                          | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $329200.96    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| MELCO RESORTS FINANCE                             | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $785400.00    | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MERLIN ENTERTAINMENTS GR                          | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167589.16    | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                             | Micron Technology Inc                                                            | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4599835.68   | 0.12%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                          | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2169766.83   | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                          | Mill City Mortgage Loan Trust 2017-1                                             | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    659366 | PA      | $653129.02    | 0.02%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                           | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |    242000 | PA      | $245155.83    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                           | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |    125000 | PA      | $125597.50    | 0.00%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                           | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $61249.87     | 0.00%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1038316 | PA      | $1020922.42   | 0.03%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   7084000 | PA      | $7205275.67   | 0.19%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3717000 | PA      | $3791852.02   | 0.10%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                            | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $8486451.64   | 0.23%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3667968.58   | 0.10%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6910000 | PA      | $7096073.79   | 0.19%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9313000 | PA      | $9555440.86   | 0.25%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3381776.15   | 0.09%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9278000 | PA      | $9450531.46   | 0.25%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    414000 | PA      | $426767.85    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5986000 | PA      | $6179866.55   | 0.16%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2169918.09   | 0.06%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1903532.59   | 0.05%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2018-BOP                                          | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426459 | PA      | $1162564.04   | 0.03%             | 2033-08-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7433000 | PA      | $7332374.72   | 0.19%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                           | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   7529000 | PA      | $7566636.87   | 0.20%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5617723 | PA      | $5652140.89   | 0.15%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM7                         | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3863530 | PA      | $3860648.20   | 0.10%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                         | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3343478 | PA      | $3367995.67   | 0.09%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                          | CUSIP: 617942AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2641775 | PA      | $2673223.34   | 0.07%             | 2070-03-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                            | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120316.28    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                            | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34775.23     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257396.20    | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    909000 | PA      | $905540.89    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    476000 | PA      | $489119.04    | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    264000 | PA      | $263875.02    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                        | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3688000 | PA      | $3696562.43   | 0.10%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                        | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2248000 | PA      | $2268892.46   | 0.06%             | 2033-06-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389003.72    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46013.04     | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1910873.71   | 0.05%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2703080.83   | 0.07%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                            | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    287000 | PA      | $274996.51    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197475.10    | 0.01%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAD7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $188238.74    | 0.00%             | 2028-04-03      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAK1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1931000 | PA      | $1937081.65   | 0.05%             | 2027-07-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: —       |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1935000 | PA      | $1956408.45   | 0.05%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                  | NTT Finance Corp                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    492000 | PA      | $501309.09    | 0.01%             | 2030-07-16      | Fixed         | 4.88%                 | 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        |   1770000 | PA      | $1859558.81   | 0.05%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                             | Nabors Industries Inc                                                            | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71991.66     | 0.00%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                            | Nassau Cos of New York/The                                                       | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39774.97     | 0.00%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    818000 | PA      | $829883.94    | 0.02%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26368.54     | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                      | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    162000 | PA      | $167366.41    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Navistar Financial Dealer Note Master Trust       | Navistar Financial Dealer Note Master Owner Trust                                | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2921000 | PA      | $2938800.87   | 0.08%             | 2029-04-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Loan Trust 2018-B                                      | CUSIP: 63940QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438015 | PA      | $438079.67    | 0.01%             | 2059-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63942AAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3202323 | PA      | $3186491.95   | 0.08%             | 2069-04-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3748949 | PA      | $3711665.25   | 0.10%             | 2060-04-15      | Floating      | 5.26%                 | 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        |   3170238 | PA      | $2898849.17   | 0.08%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                        | Navient Student Loan Trust                                                       | CUSIP: 63942TAB1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   1344124 | PA      | $1355866.53   | 0.04%             | 2072-03-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6056070 | PA      | $6079232.90   | 0.16%             | 2055-05-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3258015 | PA      | $3245896.98   | 0.09%             | 2057-03-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5546265 | PA      | $5541273.71   | 0.15%             | 2062-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817507 | PA      | $840426.09    | 0.02%             | 2053-11-25      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1331093 | PA      | $1327032.07   | 0.04%             | 2062-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2951982 | PA      | $2946436.54   | 0.08%             | 2062-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2554158 | PA      | $2547343.45   | 0.07%             | 2062-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                         | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6652000 | PA      | $6689499.32   | 0.18%             | 2065-06-22      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169850.00    | 0.00%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $2025192.71   | 0.05%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix Inc                                                                      | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2332881.34   | 0.06%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                          | New Enterprise Stone & Lime Co Inc                                               | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42811.54     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                      | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    213000 | PA      | $222744.54    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NEW HOME CO INC/THE                               | New Home Co Inc/The                                                              | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39853.11     | 0.00%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                              | New Mountain CLO 3 Ltd                                                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005325.00   | 0.05%             | 2038-10-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | NEW Residential Mortgage Loan Trust 2025-Nqm2                                    | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |   2238892 | PA      | $2259180.74   | 0.06%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust               | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |   3647140 | PA      | $3647537.90   | 0.10%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     98000 | PA      | $100539.86    | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1086457.92   | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4715373.93   | 0.13%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    710000 | PA      | $727180.81    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1324589.03   | 0.04%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91230.48     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                      | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90809.85     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                           | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    203000 | PA      | $201246.88    | 0.01%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                   | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $422370.40    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62960.57     | 0.00%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                          | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3364000 | PA      | $3365051.25   | 0.09%             | 2040-10-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    158000 | PA      | $152667.50    | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    594000 | PA      | $616596.95    | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| OHA Loan Funding Ltd                              | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250523.63    | 0.01%             | 2037-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                   | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751608.00    | 0.02%             | 2038-01-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2665368 | PA      | $2683719.44   | 0.07%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM4 Trust                                                              | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |   2785786 | PA      | $2800861.77   | 0.07%             | 2055-02-25      | Variable      | 5.40%                 | 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        |    995000 | PA      | $988781.25    | 0.03%             | 2042-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                     | NYC Commercial Mortgage Trust 2025-11X                                           | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280000 | PA      | $2280000.00   | 0.06%             | 2040-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                   | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1920000 | PA      | $1920318.72   | 0.05%             | 2038-01-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                   | Oaktree CLO 2024-25 Ltd                                                          | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005914.20   | 0.05%             | 2037-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM6 Trust                                                              | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   2255395 | PA      | $2274573.94   | 0.06%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                          | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |   1281612 | PA      | $1292948.26   | 0.03%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp                                                        | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    560000 | PA      | $568022.92    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                       | OCP CLO 2025-40 Ltd                                                              | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4140000 | PA      | $4137280.02   | 0.11%             | 2038-04-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                    | Ohio Edison Co                                                                   | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2006621.72   | 0.05%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    272000 | PA      | $272163.20    | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                               | OMERS Finance Trust                                                              | CUSIP: 68218TAA9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   4795000 | PA      | $4886445.78   | 0.13%             | 2030-03-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3877421.72   | 0.10%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    575000 | PA      | $567634.54    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    187000 | PA      | $176787.61    | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25109.70     | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57060.32     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    262000 | PA      | $276132.34    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    118000 | PA      | $123254.78    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    357000 | PA      | $367123.81    | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160341.40    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                              | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    575000 | PA      | $581762.00    | 0.02%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust             | Onemain Direct Auto Receivables Trust 2022-1                                     | CUSIP: 68269DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1669223 | PA      | $1673002.86   | 0.04%             | 2029-03-14      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                  | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2201000 | PA      | $2222319.33   | 0.06%             | 2036-09-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                        | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2554781.25   | 0.07%             | 2042-06-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                        | 1345T 2025-AOA                                                                   | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1283000 | PA      | $1285086.29   | 0.03%             | 2042-06-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1020000 | PA      | $1066215.72   | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                        | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205989.72    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    479000 | PA      | $470048.90    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1693215.01   | 0.04%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561549.37    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2220117.27   | 0.06%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2232165.69   | 0.06%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2698903.03   | 0.07%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6795000 | PA      | $6738878.33   | 0.18%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $217874.52    | 0.01%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                          | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $156368.18    | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                          | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26081.95     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| OUTFRONT MEDIA CAP LLC/C                          | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $706895.62    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PBF HOLDING CO LLC                                | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18081.52     | 0.00%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PFS Financing Corp.                               | PFS Financing Corp                                                               | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $630519.06    | 0.02%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7281000 | PA      | $7381057.69   | 0.20%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                               | PFS Financing Corp                                                               | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4954000 | PA      | $4990562.01   | 0.13%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group Inc                                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90019.26     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                       | PNC Bank NA                                                                      | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $8997950.80   | 0.24%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: —       |
| PRP Advisors, LLC                                 | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626100 | PA      | $617599.52    | 0.02%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PSMC Trust                                        | PSMC 2021-1 Trust                                                                | CUSIP: 693650AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6938817 | PA      | $5823457.92   | 0.15%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2025-HOME1                                                                 | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5698538 | PA      | $5747293.23   | 0.15%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                    | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989000 | PA      | $1005413.05   | 0.03%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC              | PRET 2025-RPL2 Trust                                                             | CUSIP: 69392LAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |    723863 | PA      | $705873.32    | 0.02%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                        | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3201000 | PA      | $3186928.08   | 0.08%             | 2033-03-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                       | PRKCM 2023-AFC3 Trust                                                            | CUSIP: 693984AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2412482 | PA      | $2431064.30   | 0.06%             | 2058-09-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97969.47     | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2772278.28   | 0.07%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $819524.75    | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas and Electric Co                                                      | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  10209000 | PA      | $10509541.83  | 0.28%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Palmer Square CLO Ltd                             | Palmer Square CLO 2023-4 Ltd                                                     | CUSIP: 696924AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4010801.20   | 0.11%             | 2037-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1973941.07   | 0.05%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                 | PARK BLUE CLO 2023-III LTD                                                       | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    925000 | PA      | $928061.01    | 0.02%             | 2037-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                 | Park Blue CLO 2025-VII Ltd                                                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002705.40   | 0.05%             | 2038-04-25      | Floating      | 5.08%                 | 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        |    206000 | PA      | $210958.42    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                          | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88532.19     | 0.00%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| PATTERN ENERGY OP LP/PAT                          | Pattern Energy Operations LP / Pattern Energy Operations Inc                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $92627.14     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                       | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3962000 | PA      | $4073616.08   | 0.11%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45694.04     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    224000 | PA      | $234523.07    | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                             | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250341.36    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26331.65     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4036000 | PA      | $4105689.81   | 0.11%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4301365.44   | 0.11%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                            | Philip Morris International Inc                                                  | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4088797.79   | 0.11%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                          | Phoenix Aviation Capital Ltd                                                     | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    254000 | PA      | $267576.81    | 0.01%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                    | Pikes Peak Clo 16 Ltd                                                            | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505170.80   | 0.04%             | 2037-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                       | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1033000 | PA      | $1034423.16   | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust       | Porsche Financial Auto Securitization Trust 2023-2                               | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2518969 | PA      | $2538424.52   | 0.07%             | 2029-01-22      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                      | Post CLO 2024-1 Ltd                                                              | CUSIP: 73743EAA6<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003383.20   | 0.03%             | 2037-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59142.10     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                 | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    689000 | PA      | $647018.08    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                               | Prairie Acquiror LP                                                              | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31817.66     | 0.00%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                          | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $99334.15     | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co            | Prodigy Finance CM2021-1 DAC                                                     | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    341815 | PA      | $337153.57    | 0.01%             | 2051-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                  | Provident Funding Mortgage Trust 2021-INV2                                       | CUSIP: 74388MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1522068 | PA      | $1353287.93   | 0.04%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2023-NQM2 Trust                                                             | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912433 | PA      | $919544.79    | 0.02%             | 2068-08-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2022390 | PA      | $2041926.82   | 0.05%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                 | PRPM 2024-NQM2 Trust                                                             | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674349 | PA      | $688286.66    | 0.02%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                          | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2219983.50   | 0.06%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| QTS ISSUER ABS II LLC                             | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3966000 | PA      | $3963433.20   | 0.11%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                             | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126186.49    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    626000 | PA      | $648068.38    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    741000 | PA      | $768574.09    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                       | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1570000 | PA      | $1570789.87   | 0.04%             | 2036-04-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2021-2                                                       | CUSIP: 74936RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8037590 | PA      | $7182168.75   | 0.19%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                       | RCKT Mortgage Trust 2024-CES1                                                    | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2964384 | PA      | $2985016.18   | 0.08%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $89798.90     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    323000 | PA      | $317758.49    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                          | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |    222000 | PA      | $228913.52    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                              | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     65000 | PA      | $64503.35     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RR 36 LTD                                         | RR 36 Ltd                                                                        | CUSIP: 74989AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1485000 | PA      | $1487955.45   | 0.04%             | 2040-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $448651.92    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                          | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28265.76     | 0.00%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                          | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $229923.00    | 0.01%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    523000 | PA      | $519186.26    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                          | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $189361.12    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                           | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $63153.65     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                | Realty Income Corp                                                               | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    727000 | PA      | $745250.33    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Regatta XX Funding Ltd                            | Regatta XX Funding Ltd                                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1140160.28   | 0.03%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                          | Regatta VIII Funding Ltd                                                         | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   4350000 | PA      | $4363050.00   | 0.12%             | 2037-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                        | Regatta XXVII Funding Ltd                                                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1504487.40   | 0.04%             | 2037-04-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    593000 | PA      | $604276.49    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                           | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1820000 | PA      | $1823854.76   | 0.05%             | 2038-01-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685000 | PA      | $689724.86    | 0.02%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                               | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    228000 | PA      | $233378.06    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                   | Residential Mortgage Loan Trust 2019-3                                           | CUSIP: 76119NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2466372 | PA      | $2441182.60   | 0.06%             | 2059-09-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                 | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82668.34     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                          | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26174.91     | 0.00%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $430136.75    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    294000 | PA      | $304946.91    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                   | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $192133.31    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1963.21      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                          | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34699.17     | 0.00%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   5170000 | PA      | $5096608.95   | 0.14%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications Inc                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1643000 | PA      | $1673015.69   | 0.04%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                            | RR 21 Ltd                                                                        | CUSIP: 78110TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1002176.50   | 0.03%             | 2039-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                              | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26394.64     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141460.50    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94399.70     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132432.59    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3357987.68   | 0.09%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    159000 | PA      | $165754.95    | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50146.41     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                  | Ryder System Inc                                                                 | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    813000 | PA      | $828808.19    | 0.02%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| SCG Hotel Issuer Inc                              | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811000 | PA      | $808465.63    | 0.02%             | 2035-03-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     48000 | PA      | $47463.01     | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                           | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    132000 | PA      | $124778.57    | 0.00%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2004-A                                     | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |    706209 | PA      | $704054.37    | 0.02%             | 2033-06-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2005-A                                     | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |   3744622 | PA      | $3693005.94   | 0.10%             | 2038-12-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2005-B                                     | CUSIP: 78443CCB8<br>LEI: 549300FE2YWO5PJ3Q820 | Long             | ABS-O            | CORP              | US        |   2379054 | PA      | $2321392.47   | 0.06%             | 2039-06-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2006-A                                     | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |   6160076 | PA      | $5920198.06   | 0.16%             | 2039-06-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                            | SLM Private Credit Student Loan Trust 2006-B                                     | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |   4348701 | PA      | $4246595.41   | 0.11%             | 2039-12-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAB4<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   2915439 | PA      | $2957974.75   | 0.08%             | 2050-05-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5022276 | PA      | $5122376.84   | 0.14%             | 2056-10-16      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2022-D                                          | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12182076 | PA      | $12393640.83  | 0.33%             | 2058-10-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                             | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    677000 | PA      | $677380.47    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAB0<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    395051 | PA      | $392264.64    | 0.01%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $10112924.94  | 0.27%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2485845.92   | 0.07%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                          | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1744165.49   | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21113.76     | 0.00%             | 2027-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    121000 | PA      | $114950.00    | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    191000 | PA      | $180495.00    | 0.00%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust         | Santander Mortgage Asset Receivable Trust 2025-NQM5                              | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |   4765878 | PA      | $4760310.79   | 0.13%             | 2065-08-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                          | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24662.85     | 0.00%             | 2030-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                 | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    107000 | PA      | $109626.85    | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     83000 | PA      | $88183.87     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    171000 | PA      | $182006.07    | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                   | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61098.33     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SEALED AIR CORP                                   | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26809.00     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                          | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29377.06     | 0.00%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                            | Sempra                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51028.24     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    871000 | PA      | $839902.51    | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                          | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    214000 | PA      | $198908.37    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2021-1                                                    | CUSIP: 81747KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7390668 | PA      | $6202677.31   | 0.16%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2024-HYB1                                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2618509 | PA      | $2636044.28   | 0.07%             | 2063-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                            | Sequoia Mortgage Trust 2025-10                                                   | CUSIP: 81750CBB0<br>LEI: 54930005PH54PMVV8351 | Long             | ABS-MBS          | CORP              | US        |   5080000 | PA      | $5073802.40   | 0.13%             | 2055-11-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                 | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    302000 | PA      | $286043.23    | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                         | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    967000 | PA      | $1020027.38   | 0.03%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| SHRN Trust                                        | SHRN Trust 2025-MF18                                                             | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3500000.00   | 0.09%             | 2040-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 12 Ltd                                                           | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    460000 | PA      | $460985.69    | 0.01%             | 2037-07-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                              | Signal Peak CLO 3 Ltd                                                            | CUSIP: 82672NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $682236.79    | 0.02%             | 2037-01-23      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                          | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36409.95     | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    363000 | PA      | $362157.55    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26241.87     | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                             | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97619.07     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872781 | PA      | $873224.46    | 0.02%             | 2037-06-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2022-B                                          | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9079719 | PA      | $9160055.87   | 0.24%             | 2055-02-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                  | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4207985 | PA      | $4249918.47   | 0.11%             | 2052-11-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    124000 | PA      | $130571.88    | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC              | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAB4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     47640 | PA      | $47593.28     | 0.00%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1632078 | PA      | $1634837.52   | 0.04%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                  | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6996902 | PA      | $7027950.22   | 0.19%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                          | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887570 | PA      | $892384.07    | 0.02%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                         | Sotheby's                                                                        | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    461000 | PA      | $459223.44    | 0.01%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sounds Point CLO IV-R LTD                                                        | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |   2598173 | PA      | $2598504.29   | 0.07%             | 2031-04-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                               | Southern California Edison Co                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1041613.77   | 0.03%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                       | Southern Co/The                                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    596000 | PA      | $592489.41    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                       | Southern Co/The                                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    458000 | PA      | $466188.00    | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                       | Southern Co/The                                                                  | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4195360.10   | 0.11%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   7708000 | PA      | $7821648.60   | 0.21%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89264.79     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                            | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    322000 | PA      | $353771.42    | 0.01%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180903.79    | 0.00%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103755.40    | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154296.57    | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20932.06     | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    631000 | PA      | $628952.47    | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    436000 | PA      | $420503.05    | 0.01%             | 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        |    131000 | PA      | $126617.09    | 0.00%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| STAR PARENT INC                                   | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    649000 | PA      | $692986.29    | 0.02%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     27000 | PA      | $26759.28     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     26000 | PA      | $27383.56     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     46000 | PA      | $47842.48     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    270000 | PA      | $280915.29    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    423000 | PA      | $416374.47    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| STATION CASINOS LLC                               | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     67000 | PA      | $62934.13     | 0.00%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| STATION CASINOS LLC                               | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46752.84     | 0.00%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18873.52     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57036.77     | 0.00%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                      | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1553322.02   | 0.04%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| SYNOPSYS INC                                      | Synopsys Inc                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2757000 | PA      | $2806093.04   | 0.07%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    782000 | PA      | $808956.87    | 0.02%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5737000 | PA      | $5835821.37   | 0.15%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4288000 | PA      | $4319786.52   | 0.11%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| TCI-Symphony CLO                                  | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    747083 | PA      | $747689.99    | 0.02%             | 2030-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                      | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    885000 | PA      | $886724.78    | 0.02%             | 2033-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                      | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1133374.75   | 0.03%             | 2037-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2102000 | PA      | $2273040.58   | 0.06%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7122000 | PA      | $7127936.40   | 0.19%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2814079.07   | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4662000 | PA      | $4566425.41   | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1323942.90   | 0.04%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4998000 | PA      | $4858093.58   | 0.13%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1905099.42   | 0.05%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3136394.00   | 0.08%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA Inc                                                                 | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3106783.51   | 0.08%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                              | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $61234.67     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                     | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1696108.27   | 0.05%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64608.19     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                           | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $219282.44    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192600.25    | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                      | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    108000 | PA      | $105816.46    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                               | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    113000 | PA      | $108824.98    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141430.98    | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112039.40    | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    536000 | PA      | $556089.28    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                       | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    645000 | PA      | $643240.25    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                        | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35331.63     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $73734.38     | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | 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        |   2799000 | PA      | $2793751.88   | 0.07%             | 2042-04-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2831209.88   | 0.08%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                     | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     88000 | PA      | $93925.30     | 0.00%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2022-1                                                 | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265692 | PA      | $1216404.78   | 0.03%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1277102 | PA      | $1261471.44   | 0.03%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    398275 | PA      | $390041.24    | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                         | Towd Point Mortgage Trust 2020-4                                                 | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620633 | PA      | $566979.42    | 0.02%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments Inc                                                              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    935000 | PA      | $935503.82    | 0.02%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust               | Toyota Auto Receivables 2023-D Owner Trust                                       | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6568288 | PA      | $6638537.69   | 0.18%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    721000 | PA      | $735223.17    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1484282.33   | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                     | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    833000 | PA      | $861387.81    | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    102000 | PA      | $105044.62    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                          | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     53250 | PA      | $55876.77     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                          | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     12952 | PA      | $13310.14     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                  | Trinitas CLO XII Ltd                                                             | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |   5940642 | PA      | $5935007.04   | 0.16%             | 2033-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                             | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $207194.80    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                             | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1312465.21   | 0.03%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                        | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    136000 | PA      | $130632.27    | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                    | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7100000 | PA      | $7042312.50   | 0.19%             | 2034-09-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                        | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1960000 | PA      | $1978427.49   | 0.05%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    233000 | PA      | $228056.43    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| UKG INC                                           | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1844609.54   | 0.05%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26701.31     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                      | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30939.84     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $193569.15    | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79856.08     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   9919000 | PA      | $9894903.77   | 0.26%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2749000 | PA      | $2756557.00   | 0.07%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                             | Uber Technologies Inc                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4683540.05   | 0.12%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| US ACUTE CARE SOLUTIONS                           | US Acute Care Solutions LLC                                                      | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $92666.21     | 0.00%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42911.21     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    277000 | PA      | $274346.53    | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    173000 | PA      | $168911.70    | 0.00%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186508.37    | 0.00%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57800000 | PA      | $57247400.21  | 1.52%             | 2026-05-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20200000 | PA      | $19947598.58  | 0.53%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $68564453.30  | 1.82%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $16076289.02  | 0.43%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $393117.19    | 0.01%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 221600000 | PA      | $208503094.30 | 5.53%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 148100000 | PA      | $145301141.04 | 3.86%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39082812.40  | 1.04%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36010000 | PA      | $33583545.01  | 0.89%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116595000 | PA      | $113772353.98 | 3.02%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63000000 | PA      | $58941914.22  | 1.56%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51100000 | PA      | $51346767.01  | 1.36%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75300000 | PA      | $75644512.56  | 2.01%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62785000 | PA      | $64065225.08  | 1.70%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $70508046.70  | 1.87%             | 2026-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $99768750.00  | 2.65%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15098437.50  | 0.40%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91675000 | PA      | $91116355.47  | 2.42%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5215000 | PA      | $5200740.21   | 0.14%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                         | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   7780000 | PA      | $7674152.40   | 0.20%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                          | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    947000 | PA      | $948139.61    | 0.03%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    690000 | PA      | $710316.36    | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    186000 | PA      | $190241.73    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $411673.36    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST6                                   | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2563387 | PA      | $2563686.76   | 0.07%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170000 | PA      | $2169035.87   | 0.06%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                    | Upgrade Master Pass-Thru Trust Series 2025-ST7                                   | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859000 | PA      | $857500.19    | 0.02%             | 2032-11-15      | Fixed         | 4.98%                 | 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        |    322000 | PA      | $332574.48    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                        | VRTX Trust 2025-HQ                                                               | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2786000 | PA      | $2822529.75   | 0.07%             | 2042-08-05      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                  | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89129.04     | 0.00%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                       | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    105000 | PA      | $109505.24    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    419000 | PA      | $430160.48    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1563810.14   | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068152.00   | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                              | Verizon Master Trust                                                             | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  11907000 | PA      | $11921116.94  | 0.32%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-9                                                | CUSIP: 92490EAA1<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   2815000 | PA      | $2815746.54   | 0.07%             | 2070-10-27      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |   5319093 | PA      | $5370537.43   | 0.14%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                           | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96836.08     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                          | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    291000 | PA      | $286679.96    | 0.01%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                          | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1099730.88   | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1122091 | PA      | $1123448.76   | 0.03%             | 2068-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                               | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11313.94     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |   2465000 | PA      | $2459180.70   | 0.07%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   8233000 | PA      | $8164775.27   | 0.22%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |   6173000 | PA      | $5968780.55   | 0.16%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |   4747000 | PA      | $4749490.56   | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |   4515000 | PA      | $4567733.94   | 0.12%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                            | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    603000 | PA      | $589197.25    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   8742000 | PA      | $8817934.94   | 0.23%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3208000 | PA      | $3242469.48   | 0.09%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3481000 | PA      | $3514370.33   | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    273000 | PA      | $292478.28    | 0.01%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                          | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     27000 | PA      | $26973.41     | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                          | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   7415000 | PA      | $7466830.85   | 0.20%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $466274.54    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                          | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $195978.90    | 0.01%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78025.35     | 0.00%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7723000 | PA      | $7646331.77   | 0.20%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1204380.13   | 0.03%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1157899.35   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566328.86    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3815555.92   | 0.10%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                        | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53865.60     | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust               | Volkswagen Auto Loan Enhanced Trust 2023-2                                       | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11746000 | PA      | $11878284.63  | 0.32%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                     | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    639000 | PA      | $649896.16    | 0.02%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | VOYA CLO 2017-2                                                                  | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    326190 | PA      | $326190.41    | 0.01%             | 2030-06-07      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya 2012-4 Ltd                                                                  | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    838680 | PA      | $839523.58    | 0.02%             | 2030-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    149000 | PA      | $156209.07    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    364000 | PA      | $360711.92    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    507000 | PA      | $507965.33    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WR GRACE HOLDING LLC                              | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    862000 | PA      | $832579.94    | 0.02%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                              | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66980.13     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WHARF Commercial Mortgage Trust                   | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $413085.58    | 0.01%             | 2040-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                  | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    313000 | PA      | $327126.94    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                          | Watco Cos LLC / Watco Finance Corp                                               | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $43509.90     | 0.00%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2579000 | PA      | $2587552.48   | 0.07%             | 2038-03-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2937534.48   | 0.08%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3244864.64   | 0.09%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $849348.84    | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2833896.62   | 0.08%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4083000 | PA      | $4172424.60   | 0.11%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4064519.26   | 0.11%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4800799.94   | 0.13%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10041000 | PA      | $10355315.33  | 0.27%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co                                                                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9620000 | PA      | $9593471.60   | 0.25%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2017-SMP                                   | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17280000 | PA      | $16144396.42  | 0.43%             | 2034-12-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   5371507 | PA      | $5363607.66   | 0.14%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $704478.13    | 0.02%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33061.41     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Westways Funding Ltd                              | WEST Trust 2025-ROSE                                                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2699000 | PA      | $2740550.57   | 0.07%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6985234 | PA      | $7001798.95   | 0.19%             | 2027-07-15      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust 2025-P1                                    | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1910320.42   | 0.05%             | 2029-06-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                               | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        | 124706258 | NS      | $124768611.26 | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                          | Wildfire Intermediate Holdings LLC                                               | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91812.13     | 0.00%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| WILLIAM CARTER                                    | William Carter Co/The                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36004.86     | 0.00%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110164.10    | 0.00%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                             | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150979.91    | 0.00%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                          | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    769000 | PA      | $785261.21    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES    | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  37870000 | NS      | $37870000.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                  | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    377000 | PA      | $391655.85    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| WYNN LAS VEGAS LLC/CORP                           | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85157.45     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149957.99    | 0.00%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                          | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $400554.63    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $392700.00    | 0.01%             | 2029-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                                    | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $199700.00    | 0.01%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334808.64    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ZAYO GROUP HOLDINGS INC                           | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    436110 | PA      | $414670.83    | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| ZI TECH LLC/ZI FIN CORP                           | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $96209.89     | 0.00%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                              | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   3965184 | PA      | $4568074.28   | 0.12%             | 2031-08-17      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                      | AutoFlorence 2 Srl                                                               | CUSIP: 000000000<br>LEI: 815600C91B7AF7C88210 | Long             | ABS-O            | CORP              | IT        |   1883225 | PA      | $2170482.71   | 0.06%             | 2044-12-24      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                      | AutoFlorence 2 Srl                                                               | CUSIP: 000000000<br>LEI: 815600C91B7AF7C88210 | Long             | ABS-O            | CORP              | IT        |    163870 | PA      | $188729.84    | 0.01%             | 2044-12-24      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                            | Dutch Property Finance 2021-2 BV                                                 | CUSIP: 000000000<br>LEI: 724500HXDVQPC2FOAA29 | Long             | ABS-MBS          | CORP              | NL        |   3118286 | PA      | $3595033.21   | 0.10%             | 2059-04-28      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Tagus STC/Ulisses Finance                         | TAGUS - Sociedade de Titularizacao de Creditos SA/Ulisses Finance No. 2          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |   4278044 | PA      | $4926156.90   | 0.13%             | 2038-09-23      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany UG                       | Red & Black Auto Germany 8 UG                                                    | CUSIP: 000000000<br>LEI: 391200E3OPA9K4R22Z70 | Long             | ABS-O            | CORP              | DE        |     68358 | PA      | $78792.54     | 0.00%             | 2030-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA | TAGUS - Sociedade de Titularizacao de Creditos SA/Viriato Finance No 1           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |    563095 | PA      | $645820.50    | 0.02%             | 2040-10-28      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                            | Dutch Property Finance 2022-1 BV                                                 | CUSIP: 000000000<br>LEI: 724500CYSYRT8MQXXN91 | Long             | ABS-MBS          | CORP              | NL        |   5473398 | PA      | $6312148.51   | 0.17%             | 2059-10-28      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Vita Scientia                                     | Vita Scientia 2022-1 DAC                                                         | CUSIP: 000000000<br>LEI: 635400JHBEHLCY2DZM20 | Long             | ABS-MBS          | CORP              | IE        |   9030939 | PA      | $10426916.71  | 0.28%             | 2033-02-27      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Autonoria                                         | Autonoria Spain 2022 FT                                                          | CUSIP: 000000000<br>LEI: 959800TU6P30TL2EN703 | Long             | ABS-O            | CORP              | ES        |    200777 | PA      | $234796.63    | 0.01%             | 2040-01-26      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                            | Dutch Property Finance 2023-1 BV                                                 | CUSIP: 000000000<br>LEI: 72450018DWAQNJ1JEW75 | Long             | ABS-MBS          | CORP              | NL        |    255442 | PA      | $295436.50    | 0.01%             | 2064-04-28      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Domivest B.V.                                     | Domi 2023-1 BV                                                                   | CUSIP: 000000000<br>LEI: 724500Q9WQ341T63UP90 | Long             | ABS-MBS          | CORP              | NL        |   2188318 | PA      | $2539516.80   | 0.07%             | 2055-02-15      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                       | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |   3193000 | PA      | $4205628.77   | 0.11%             | 2028-05-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                       | PCL Funding VIII PLC                                                             | CUSIP: 000000000<br>LEI: 21380059YXNYYIS74Q45 | Long             | ABS-O            | CORP              | GB        |    592000 | PA      | $783820.66    | 0.02%             | 2028-05-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| DELAMARE CARDS                                    | Delamare Cards MTN Issuer PLC                                                    | CUSIP: 000000000<br>LEI: 635400IAJKM25WRCSE95 | Long             | ABS-O            | CORP              | GB        |   3610000 | PA      | $4746458.38   | 0.13%             | 2031-04-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Autoflorence                                      | AutoFlorence 3 Srl                                                               | CUSIP: 000000000<br>LEI: 815600F88BB8BFD30863 | Long             | ABS-O            | CORP              | IT        |    187695 | PA      | $219751.67    | 0.01%             | 2046-12-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction                    | Lanebrook Mortgage Transaction 2023-1 PLC                                        | CUSIP: 000000000<br>LEI: 2138005714CA9TQPDX90 | Long             | ABS-MBS          | CORP              | GB        |    691873 | PA      | $914550.96    | 0.02%             | 2060-08-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2023-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1306000 | PA      | $1728216.30   | 0.05%             | 2031-11-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Lanark Master Issuer plc                          | Lanark Master Issuer PLC                                                         | CUSIP: 000000000<br>LEI: 213800KIOPB5OYXIVY33 | Long             | ABS-MBS          | CORP              | GB        |    937580 | PA      | $1231228.07   | 0.03%             | 2069-12-22      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-1 PLC                                                  | CUSIP: 000000000<br>LEI: 635400DWOSLQW6GG6T02 | Long             | ABS-MBS          | CORP              | GB        |    113000 | PA      | $148957.09    | 0.00%             | 2066-01-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-1 PLC                                                  | CUSIP: 000000000<br>LEI: 635400DWOSLQW6GG6T02 | Long             | ABS-MBS          | CORP              | GB        |    113000 | PA      | $149131.67    | 0.00%             | 2066-01-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2024-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400IODF9CE3RX8L03 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132326.86    | 0.00%             | 2055-08-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2024-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400IODF9CE3RX8L03 | Long             | ABS-MBS          | CORP              | GB        |    114000 | PA      | $151075.62    | 0.00%             | 2055-08-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                            | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    213000 | PA      | $282210.75    | 0.01%             | 2055-07-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                            | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    989000 | PA      | $1306883.34   | 0.03%             | 2055-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Jupiter Mortgages No.1                            | Jupiter Mortgage NO 1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | GB        |    313000 | PA      | $415033.43    | 0.01%             | 2055-07-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                         | Fortuna Consumer Loan ABS 2024-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400N6ZVLRSMHBQG89 | Long             | ABS-O            | CORP              | IE        |    119066 | PA      | $137903.65    | 0.00%             | 2034-02-18      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                         | Fortuna Consumer Loan ABS 2024-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400N6ZVLRSMHBQG89 | Long             | ABS-O            | CORP              | IE        |     59533 | PA      | $69418.58     | 0.00%             | 2034-02-18      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| HILL FL                                           | Hill FL 2024-1BV                                                                 | CUSIP: 000000000<br>LEI: 7245006MK9ZZTYTYIQ03 | Long             | ABS-O            | CORP              | NL        |     73973 | PA      | $85407.97     | 0.00%             | 2032-02-18      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| HILL FL                                           | Hill FL 2024-1BV                                                                 | CUSIP: 000000000<br>LEI: 7245006MK9ZZTYTYIQ03 | Long             | ABS-O            | CORP              | NL        |     73973 | PA      | $85604.16     | 0.00%             | 2032-02-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                   | Elstree Funding No 4 PLC                                                         | CUSIP: 000000000<br>LEI: 635400JAGLODYUGMIF69 | Long             | ABS-MBS          | CORP              | GB        |    752538 | PA      | $993492.98    | 0.03%             | 2055-10-21      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BL Consumer Issuance Platform II                  | Compartment BL Consumer Credit 2024                                              | CUSIP: 000000000<br>LEI: 549300BCEKCIKD7MN312 | Long             | ABS-O            | CORP              | LU        |    817000 | PA      | $940486.16    | 0.02%             | 2041-09-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| BL Consumer Issuance Platform II                  | Compartment BL Consumer Credit 2024                                              | CUSIP: 000000000<br>LEI: 549300BCEKCIKD7MN312 | Long             | ABS-O            | CORP              | LU        |    899000 | PA      | $1036025.16   | 0.03%             | 2041-09-25      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |   1006000 | PA      | $1325904.75   | 0.04%             | 2061-02-26      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |   1203622 | PA      | $1589032.09   | 0.04%             | 2061-02-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    106000 | PA      | $139255.09    | 0.00%             | 2061-02-26      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $131943.66    | 0.00%             | 2061-02-26      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400SJNGQKQ4OKRU39 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $134394.10    | 0.00%             | 2061-02-26      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Marzio Finance                                    | Marzio Finance Srl                                                               | CUSIP: 000000000<br>LEI: 8156009FC13322D4B035 | Long             | ABS-O            | CORP              | IT        |    810006 | PA      | $937098.90    | 0.02%             | 2049-05-28      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                     | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |    913551 | PA      | $1200523.75   | 0.03%             | 2050-06-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                     | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |    181000 | PA      | $237631.74    | 0.01%             | 2050-06-28      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    155000 | PA      | $204876.35    | 0.01%             | 2032-03-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    110000 | PA      | $146132.23    | 0.00%             | 2032-03-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| East One                                          | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    755649 | PA      | $999548.59    | 0.03%             | 2055-12-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| East One                                          | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    172000 | PA      | $227043.64    | 0.01%             | 2055-12-27      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| East One                                          | East One 2024-1 PLC                                                              | CUSIP: 000000000<br>LEI: 213800PCKNACOVV1MZ66 | Long             | ABS-MBS          | CORP              | GB        |    280000 | PA      | $370347.85    | 0.01%             | 2055-12-27      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                  | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $131641.77    | 0.00%             | 2034-03-28      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                  | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    904000 | PA      | $1197363.06   | 0.03%             | 2034-03-28      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                  | London Cards No 2 PLC                                                            | CUSIP: 000000000<br>LEI: 635400SWIULSFYESTP47 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $132517.09    | 0.00%             | 2034-03-28      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Trinity Square                                    | Trinity Square 2021-1 PLC                                                        | CUSIP: 000000000<br>LEI: 6354001L6FRKQUMWRQ12 | Long             | ABS-MBS          | CORP              | GB        |   1317605 | PA      | $1733822.56   | 0.05%             | 2059-07-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    168000 | PA      | $221140.96    | 0.01%             | 2066-05-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $131658.72    | 0.00%             | 2066-05-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-2 PLC                                                  | CUSIP: 000000000<br>LEI: 635400KGPH6QBBQEL802 | Long             | ABS-MBS          | CORP              | GB        |    559286 | PA      | $735832.67    | 0.02%             | 2066-05-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2024-1ST1 PLC                               | CUSIP: 000000000<br>LEI: 635400TPBBDP9FM5EY24 | Long             | ABS-MBS          | CORP              | GB        |    936559 | PA      | $1234838.84   | 0.03%             | 2064-08-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                               | SC Germany SA Compartment Consumer 2024-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |   1200000 | PA      | $1384523.14   | 0.04%             | 2038-01-14      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                               | SC Germany SA Compartment Consumer 2024-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    300000 | PA      | $346143.58    | 0.01%             | 2038-01-14      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                       | Youni Italy 2024-1 Srl                                                           | CUSIP: 000000000<br>LEI: 8156008D82FF6A71F833 | Long             | ABS-O            | CORP              | IT        |    891652 | PA      | $1029797.73   | 0.03%             | 2034-04-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Youni Italy                                       | Youni Italy 2024-1 Srl                                                           | CUSIP: 000000000<br>LEI: 8156008D82FF6A71F833 | Long             | ABS-O            | CORP              | IT        |     67590 | PA      | $78470.05     | 0.00%             | 2034-04-25      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                         | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    357230 | PA      | $469805.87    | 0.01%             | 2031-01-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                         | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    102000 | PA      | $133415.95    | 0.00%             | 2031-01-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Satus PLC                                         | Satus 2024-1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800P7IESQH1HBW693 | Long             | ABS-O            | CORP              | GB        |    337000 | PA      | $444085.66    | 0.01%             | 2031-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| MOLOSSUS BTL                                      | Molossus Btl 2024-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400TPGD2VZXFZMM69 | Long             | ABS-MBS          | CORP              | GB        |   1380069 | PA      | $1815931.72   | 0.05%             | 2061-04-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                         | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    161000 | PA      | $212510.93    | 0.01%             | 2056-04-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                         | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    165000 | PA      | $216415.79    | 0.01%             | 2056-04-21      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                         | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |   1331495 | PA      | $1753543.84   | 0.05%             | 2056-04-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                         | Hops Hill NO 4 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008RKIF9MECMNJ80 | Long             | ABS-MBS          | CORP              | GB        |    628000 | PA      | $826316.79    | 0.02%             | 2056-04-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Lanebrook Mortgage Transaction                    | Lanebrook Mortgage Transaction 2024-1 PLC                                        | CUSIP: 000000000<br>LEI: 635400BMFIJ9ARSOLL61 | Long             | ABS-MBS          | CORP              | GB        |    686131 | PA      | $902365.63    | 0.02%             | 2061-03-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Auburn Securities PLC                             | Auburn 15 PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AVCSC2I7SWKL40 | Long             | ABS-MBS          | CORP              | GB        |   1590932 | PA      | $2097058.51   | 0.06%             | 2045-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance                         | Miltonia Mortgage Finance Srl                                                    | CUSIP: 000000000<br>LEI: 815600BC278905BA4594 | Long             | ABS-MBS          | CORP              | IT        |    273000 | PA      | $314935.59    | 0.01%             | 2062-04-28      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut DAC                          | SCF Rahoituspalvelut XIII DAC                                                    | CUSIP: 000000000<br>LEI: 875500BJTX1DZ2QIPK23 | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $116012.50    | 0.00%             | 2034-06-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                     | UK Logistics 2024-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |    360000 | PA      | $472935.19    | 0.01%             | 2034-05-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Dilosk RMBS                                       | Dilosk Rmbs NO 9 Dac                                                             | CUSIP: 000000000<br>LEI: 635400EER3OFDNYI7P30 | Long             | ABS-MBS          | CORP              | IE        |    676438 | PA      | $779799.08    | 0.02%             | 2063-01-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                       | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |   1504000 | PA      | $1980905.81   | 0.05%             | 2029-07-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                       | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |    106000 | PA      | $139594.30    | 0.00%             | 2029-07-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited  | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |    480000 | PA      | $647673.27    | 0.02%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                     | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $133951.25    | 0.00%             | 2061-09-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                     | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |    197800 | PA      | $261893.25    | 0.01%             | 2061-09-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                     | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |    996263 | PA      | $1312288.15   | 0.03%             | 2061-09-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                     | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |     99899 | PA      | $132277.59    | 0.00%             | 2061-09-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    982724 | PA      | $1295181.45   | 0.03%             | 2094-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $133130.85    | 0.00%             | 2094-03-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132442.47    | 0.00%             | 2094-03-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                     | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $131412.14    | 0.00%             | 2049-06-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                     | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |    353000 | PA      | $463793.48    | 0.01%             | 2049-06-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                          | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |     75516 | PA      | $87572.75     | 0.00%             | 2036-12-29      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                          | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |     75516 | PA      | $87945.47     | 0.00%             | 2036-12-29      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                       | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     57067 | PA      | $66255.28     | 0.00%             | 2042-02-24      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                        | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |     73975 | PA      | $86253.51     | 0.00%             | 2041-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    256000 | PA      | $338769.22    | 0.01%             | 2032-07-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    116000 | PA      | $153055.56    | 0.00%             | 2032-07-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    102000 | PA      | $134328.88    | 0.00%             | 2032-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Pony                                              | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |     94763 | PA      | $109379.60    | 0.00%             | 2033-01-14      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                     | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |     54677 | PA      | $72239.60     | 0.00%             | 2033-04-21      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                     | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |     62332 | PA      | $82096.43     | 0.00%             | 2033-04-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                    | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |    253039 | PA      | $337272.29    | 0.01%             | 2057-03-22      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                    | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |    145870 | PA      | $194906.05    | 0.01%             | 2057-03-22      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Noria                                             | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |     86096 | PA      | $99161.79     | 0.00%             | 2043-02-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                    | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $131531.81    | 0.00%             | 2031-09-16      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                    | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |     83771 | PA      | $110148.68    | 0.00%             | 2031-09-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation     | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    266000 | PA      | $351234.65    | 0.01%             | 2031-08-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation     | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    202000 | PA      | $267479.92    | 0.01%             | 2031-08-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation     | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |    611000 | PA      | $805422.05    | 0.02%             | 2031-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $130993.03    | 0.00%             | 2066-12-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                              | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |     99974 | PA      | $131273.95    | 0.00%             | 2066-12-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                            | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |    100000 | PA      | $115641.58    | 0.00%             | 2036-07-28      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                         | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |    400000 | PA      | $463333.05    | 0.01%             | 2034-10-18      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                         | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $115945.18    | 0.00%             | 2034-10-18      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos      | GAMMA Sociedade de Titularizacao de Creditos                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |    890929 | PA      | $1028564.22   | 0.03%             | 2034-02-25      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                         | Golden Bar Securitisation Srl                                                    | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |    199633 | PA      | $231650.20    | 0.01%             | 2043-09-22      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                          | Auto ABS Spanish Loans 2024-1 FT                                                 | CUSIP: 000000000<br>LEI: 9598007LTXPL84RD7W58 | Long             | ABS-O            | CORP              | ES        |   1846507 | PA      | $2134486.55   | 0.06%             | 2038-09-28      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                               | Metro Finance 2024-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    342327 | PA      | $224893.92    | 0.01%             | 2030-09-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| HILL FL                                           | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |   1291545 | PA      | $1488111.38   | 0.04%             | 2032-10-18      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| HILL FL                                           | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |     96499 | PA      | $109868.57    | 0.00%             | 2032-10-18      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                     | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |     86933 | PA      | $101281.30    | 0.00%             | 2042-10-27      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                     | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |     86933 | PA      | $100898.62    | 0.00%             | 2042-10-27      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| FirstMac Mortgage Funding Trust                   | FIRSTMAC MORTGAGE FUNDING TRUST NO. 4 SERIES 2024-4                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    332380 | PA      | $218137.26    | 0.01%             | 2056-02-18      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                               | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $115741.28    | 0.00%             | 2038-05-14      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                               | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $115877.52    | 0.00%             | 2038-05-14      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                 | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |     71578 | PA      | $82424.75     | 0.00%             | 2036-11-17      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                 | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    795169 | PA      | $915640.09    | 0.02%             | 2036-11-17      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Dowson                                            | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |    117000 | PA      | $154040.39    | 0.00%             | 2031-08-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Dowson                                            | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |    100000 | PA      | $130482.96    | 0.00%             | 2031-08-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction  | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     91529 | PA      | $106151.79    | 0.00%             | 2034-03-21      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction  | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     91529 | PA      | $106295.16    | 0.00%             | 2034-03-21      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction  | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |     91529 | PA      | $106419.02    | 0.00%             | 2034-03-21      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    146000 | PA      | $191685.83    | 0.01%             | 2032-11-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                 | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |    142751 | PA      | $165096.11    | 0.00%             | 2038-07-20      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                 | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |    142751 | PA      | $165208.99    | 0.00%             | 2038-07-20      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                  | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132009.61    | 0.00%             | 2067-09-22      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                   | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $114538.95    | 0.00%             | 2057-12-27      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                  | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $130719.95    | 0.00%             | 2067-09-22      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                  | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |    541000 | PA      | $708956.76    | 0.02%             | 2067-09-22      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                   | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    605722 | PA      | $697976.35    | 0.02%             | 2057-12-27      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                   | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |    100000 | PA      | $114694.56    | 0.00%             | 2057-12-27      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                  | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |   1088026 | PA      | $1432030.81   | 0.04%             | 2067-09-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                    | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    331000 | PA      | $435232.47    | 0.01%             | 2056-10-21      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                    | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132192.34    | 0.00%             | 2056-10-21      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                    | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    717231 | PA      | $945241.62    | 0.03%             | 2056-10-21      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                    | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132807.42    | 0.00%             | 2056-10-21      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                       | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132325.55    | 0.00%             | 2060-04-28      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                       | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |   1484347 | PA      | $1954939.63   | 0.05%             | 2060-04-28      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                       | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $132583.82    | 0.00%             | 2060-04-28      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                       | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $133641.35    | 0.00%             | 2060-04-28      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                     | Stellantis NV                                                                    | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2332688.99   | 0.06%             | 2028-11-19      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                          | Italian Stella Loans Srl                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     90421 | PA      | $104391.53    | 0.00%             | 2039-05-27      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                     | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    154989 | PA      | $204400.62    | 0.01%             | 2035-02-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction  | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |     92198 | PA      | $106646.76    | 0.00%             | 2039-11-15      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | PETROLEOS MEXICANOS                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3200000 | PA      | $3184000.00   | 0.08%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $130437.50    | 0.00%             | 2068-02-26      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    336000 | PA      | $437439.28    | 0.01%             | 2068-02-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Polaris                                           | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $129840.16    | 0.00%             | 2068-02-26      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $131485.70    | 0.00%             | 2056-09-12      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    100000 | PA      | $131580.16    | 0.00%             | 2056-09-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    344000 | PA      | $452392.61    | 0.01%             | 2056-09-12      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |    648436 | PA      | $853648.76    | 0.02%             | 2056-09-12      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Lanark Master Issuer plc                          | Lanark Master Issuer PLC                                                         | CUSIP: 000000000<br>LEI: 213800KIOPB5OYXIVY33 | Long             | ABS-MBS          | CORP              | GB        |    758000 | PA      | $995102.23    | 0.03%             | 2069-12-22      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |    104000 | PA      | $136555.49    | 0.00%             | 2057-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC              | Finance Ireland Auto Receivables No 2 DAC                                        | CUSIP: 000000000<br>LEI: 635400CQQYNH7KEIXW17 | Long             | ABS-O            | CORP              | IE        |   2281498 | PA      | $2631846.68   | 0.07%             | 2034-11-14      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Finance Ireland Auto Receivables DAC              | Finance Ireland Auto Receivables No 2 DAC                                        | CUSIP: 000000000<br>LEI: 635400CQQYNH7KEIXW17 | Long             | ABS-O            | CORP              | IE        |    172903 | PA      | $199000.09    | 0.01%             | 2034-11-14      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                               | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |   2104909 | PA      | $1378068.04   | 0.04%             | 2033-03-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                               | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $327902.43    | 0.01%             | 2033-03-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Liberty Funding Pty Limited                       | Liberty Series 2025-1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    500000 | PA      | $327869.71    | 0.01%             | 2056-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |    758743 | PA      | $997760.60    | 0.03%             | 2035-02-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                       | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |    242656 | PA      | $318779.44    | 0.01%             | 2035-02-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                    | SAPPHIRE XXXII SERIES 2025-1 TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   5000000 | PA      | $3278173.67   | 0.09%             | 2066-06-14      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                         | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |    500000 | PA      | $577303.63    | 0.02%             | 2035-04-18      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                         | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |   2500000 | PA      | $2883354.12   | 0.08%             | 2035-04-18      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                         | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |    100000 | PA      | $115628.78    | 0.00%             | 2035-04-18      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |    113000 | PA      | $148113.91    | 0.00%             | 2033-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                    | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1492000 | PA      | $1962770.22   | 0.05%             | 2033-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Domivest B.V.                                     | Domi 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450072GIRER22FKI26 | Long             | ABS-O            | CORP              | NL        |   1126447 | PA      | $1299175.96   | 0.03%             | 2057-04-16      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                     | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |    735368 | PA      | $967028.41    | 0.03%             | 2035-05-17      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                               | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    100000 | PA      | $115752.58    | 0.00%             | 2038-12-14      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                               | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    600000 | PA      | $692092.13    | 0.02%             | 2038-12-14      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                        | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |   1572000 | PA      | $1814488.14   | 0.05%             | 2042-03-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                               | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |   3499291 | PA      | $2297530.97   | 0.06%             | 2031-10-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                               | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $329279.73    | 0.01%             | 2031-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                    | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |    534189 | PA      | $704084.40    | 0.02%             | 2032-05-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                    | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |    118358 | PA      | $155808.17    | 0.00%             | 2032-05-16      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation              | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |   2233374 | PA      | $2951428.24   | 0.08%             | 2057-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $137080.07    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    100000 | PA      | $117570.04    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                            | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117546.05    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    125000 | PA      | $148087.17    | 0.00%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL PLC                                      | Carnival PLC                                                                     | CUSIP: 000000000<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $200403.21    | 0.01%             | 2031-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                 | Levi Strauss & Co                                                                | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117097.13    | 0.00%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $214820.88    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                              | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $134991.15    | 0.00%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                               | Silgan Holdings Inc                                                              | CUSIP: 000000000<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $162424.78    | 0.00%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -224 | NC      | $-209096.96   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -278 | NC      | $-367891.94   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT DEC25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -25 | NC      | $-2192.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -24 | NC      | $-118938.48   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -103 | NC      | $-346618.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      7942 | NC      | $169510.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -4044 | NC      | $-1121298.63  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   1800000 | OU      | $-140977.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** iShares U.S. ETF Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer