# EDGAR Filing Document

**Accession Number:** 0001370177
**File Stem:** 0001049169-26-001446
**Filing Date:** 2026-5
**Character Count:** 577397
**Document Hash:** eadd97f38f7751f1afd18b6df62dbdf7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001049169-26-001446.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001049169-26-001446

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RiverNorth Funds
- **CENTRAL INDEX KEY:** 0001370177

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21934
- **FILM NUMBER:** 261037800

**BUSINESS ADDRESS:**
- **STREET 1:** 360 S. ROSEMARY AVE
- **STREET 2:** SUITE 1420
- **CITY:** WEST PALM BEACH
- **STATE:** FL
- **ZIP:** 33401
- **BUSINESS PHONE:** 312-832-1440

**MAIL ADDRESS:**
- **STREET 1:** 360 S. ROSEMARY AVE
- **STREET 2:** SUITE 1420
- **CITY:** WEST PALM BEACH
- **STATE:** FL
- **ZIP:** 33401

## Series and Classes Contracts Data

### RiverNorth/DoubleLine Strategic Income Fund (Series ID: S000030798)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000095454 | Class R      | RNDLX           |
| C000095455 | Class I      | RNSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RIVERNORTH FUNDS

- **b. Investment Company Act file number:** 811-21934

- **c. CIK number of Registrant:** 0001370177

- **d. LEI of Registrant:** 549300XNW3NYGFVOG451

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

  - **Street Address 1:** 360 S. Rosemary Avenue Suite 1420

  - **City:** West Palm Beach

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33401

  - **Telephone number:** 312-445-2249

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

- **a. Name of Series:** RiverNorth/DoubleLine Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000030798

- **c. LEI of Series:** 549300YZY76CZT2T2497

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1020143336.23

**Total Liabilities:** $19689617.64

**Net Assets:** $1000453718.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 184.67175300 | **1-Year:** 15855.91762200 | **5-Year:** 69335.76802500 | **10-Year:** 173908.86283400 | **30-Year:** 40504.24271600

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

- **3-Month:** 111.05300200 | **1-Year:** 7099.12999700 | **5-Year:** 21832.83129400 | **10-Year:** 11901.80793500 | **30-Year:** 2175.97508300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000095454 | 0.41%                | 0.52%                | -1.29%               |
| Class ID C000095455 | 0.43%                | 0.54%                | -1.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-122249.50              | $924365.06                                 |
| Month 2  | $-467564.17              | $5454720.36                                |
| Month 3  | $-4270838.15             | $-15632975.71                              |

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apollo Aviation Securitization Equity Trust                | AASET 2024-2, Ltd.                                                                | CUSIP: 00038QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536479 | PA      | $536713.82    | 0.05%             | 2031-09-16      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Aep Texas Inc                                              | AEP Texas, Inc.                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    109000 | PA      | $111807.87    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aep Texas Inc                                              | AEP Texas, Inc.                                                                   | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70836.59     | 0.01%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Aib Group Plc                                              | AIB Group PLC                                                                     | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $227427.54    | 0.02%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Amsr Trust                                                 | AMSR 2021-SFR1 Trust                                                              | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4865283.50   | 0.49%             | 2028-06-17      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Areit Cre Trust                                            | AREIT 2024-CRE9, Ltd.                                                             | CUSIP: 00193AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $220206.14    | 0.02%             | 2029-02-17      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Areit Cre Trust                                            | AREIT 2024-CRE9, Ltd.                                                             | CUSIP: 00193AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $690981.41    | 0.07%             | 2029-02-17      | Floating      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Areit Cre Trust                                            | AREIT 2025-CRE10, Ltd.                                                            | CUSIP: 00193DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    910000 | PA      | $905392.67    | 0.09%             | 2030-01-17      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| At&t Inc                                                   | AT&T, Inc.                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496918.66    | 0.05%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| At&t Inc                                                   | AT&T, Inc.                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    558000 | PA      | $366174.01    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aar Escrow Issuer Llc                                      | AAR Escrow Issuer LLC                                                             | CUSIP: 00253PAA6<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71294.79     | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                | AASET 2024-1                                                                      | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000745 | PA      | $1007636.79   | 0.10%             | 2031-05-16      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                         | Aaset 2021-2 Trust                                                                | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318786 | PA      | $303194.26    | 0.03%             | 2028-12-15      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                | AASET 2025-1                                                                      | CUSIP: 00258PAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    689346 | PA      | $690367.92    | 0.07%             | 2032-02-16      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Abbvie Inc                                                 | AbbVie, Inc.                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    197000 | PA      | $175839.19    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Abbvie Inc                                                 | AbbVie, Inc.                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104022.49    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Fin Inc                                     | Acrisure LLC / Acrisure Finance, Inc.                                             | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96459.31     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Acrec Llc                                                  | ACREC 2026-FL4 LLC                                                                | CUSIP: 004970AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    990000 | PA      | $988615.98    | 0.10%             | 2030-08-18      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co                                                | Acushnet Co.                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79580.95     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Aercap Ireland Cap/globa                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                         | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    190000 | PA      | $192527.69    | 0.02%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Cap/globa                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                         | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $307210.92    | 0.03%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage System                                   | Advanced Drainage Systems, Inc.                                                   | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24390.52     | 0.00%             | 2034-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                        | Affirm Master Trust                                                               | CUSIP: 00833BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300730.92    | 0.03%             | 2033-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Affirm Inc                                                 | Affirm Asset Securitization Trust 2025-X2                                         | CUSIP: 00835DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $899640.00    | 0.09%             | 2030-10-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Airbnb Inc                                                 | Airbnb, Inc.                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194272.54    | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aircastle / Ireland Dac                                    | Aircastle, Ltd. / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    256000 | PA      | $258304.67    | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Corp                                        | Alliant Energy Corp.                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102120.45    | 0.01%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Alliant Hold / Co-issuer                                   | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer                   | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73739.82     | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco                                    | Allied Universal Holdco LLC                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61913.10     | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Alpha Holding Sa                                           | Alpha Holding SA de CV                                                            | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    659912 | PA      | $4949.34      | 0.00%             | 2025-02-10      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France Sa                                           | Altice France SA                                                                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     44641 | PA      | $42339.02     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004474 | PA      | $447255.60    | 0.04%             | 2036-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02146VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89564 | PA      | $64717.97     | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02146XAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220734 | PA      | $128075.54    | 0.01%             | 2036-12-25      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02147XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88264 | PA      | $44638.34     | 0.00%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02151ABK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781221 | PA      | $352376.67    | 0.04%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711792 | PA      | $237611.44    | 0.02%             | 2037-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02151EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    679643 | PA      | $104019.71    | 0.01%             | 2037-09-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 02151LAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2563151 | PA      | $1320389.44   | 0.13%             | 2047-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Axle & Mfg Inc                                    | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49527.40     | 0.00%             | 2032-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Mfg Inc                                    | American Axle & Manufacturing, Inc.                                               | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34093.96     | 0.00%             | 2033-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                        | American Express Co.                                                              | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    248000 | PA      | $246348.87    | 0.02%             | 2041-02-08      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                    | American Home Mortgage Investment Trust                                           | CUSIP: 026931AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157985 | PA      | $21294.26     | 0.00%             | 2037-01-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp.                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     73000 | PA      | $52520.91     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                        | American Tower Corp.                                                              | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101782.20    | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                  | Amgen, Inc.                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    271000 | PA      | $260870.36    | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                              | Amphenol Corp.                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    138000 | PA      | $129697.87    | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital                                     | Anglo American Capital PLC                                                        | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195643.67    | 0.02%             | 2036-03-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Anglogold Holdings Plc                                     | AngloGold Ashanti Holdings PLC                                                    | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $192306.40    | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                        | Elevance Health, Inc.                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     57000 | PA      | $45955.31     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Part/fi                                   | Antero Midstream Partners LP / Antero Midstream Finance Corp.                     | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73957.63     | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Apa Corp                                                   | APA Corp.                                                                         | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     99000 | PA      | $101709.70    | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Apidos Clo                                                 | Apidos CLO XXIV                                                                   | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000906.05   | 0.10%             | 2030-10-20      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| Apidos Clo                                                 | Apidos CLO XXXIX, Ltd.                                                            | CUSIP: 03766HAQ3<br>LEI: 549300NZQZOTNS7ILQ86 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $499216.50    | 0.05%             | 2038-10-21      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp                                              | AppLovin Corp.                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101017.39    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd            | Arbor Realty Commercial Real Estate Notes 2022-FL1, Ltd.                          | CUSIP: 03880XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1100000 | PA      | $1100130.46   | 0.11%             | 2027-01-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Arcelormittal Sa                                           | ArcelorMittal SA                                                                  | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    108000 | PA      | $113648.29    | 0.01%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners Lp/fin                                   | Archrock Partners LP / Archrock Partners Finance Corp.                            | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122426.40    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ardn 2025-arcp Mortgage Trust                              | ARDN 2025-ARCP Mortgage Trust                                                     | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502144.50    | 0.05%             | 2027-06-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Areit Cre Trust                                            | AREIT 2022-CRE6 Trust                                                             | CUSIP: 04002VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1150000 | PA      | $1149221.45   | 0.11%             | 2037-01-20      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Aris Mining Corp                                           | Aris Mining Corp.                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207312.00    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service                                     | Arizona Public Service Co.                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    401000 | PA      | $394836.39    | 0.04%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                      | Arrow Electronics, Inc.                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187079.57    | 0.02%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                    | Arthur J Gallagher & Co.                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119331.72    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                        | Ashtead Capital, Inc.                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218213.66    | 0.02%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                      | Athene Global Funding                                                             | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164965.28    | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                      | Athene Global Funding                                                             | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    104000 | PA      | $102376.73    | 0.01%             | 2029-10-08      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                      | Athene Global Funding                                                             | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105938.34    | 0.01%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                      | Atlassian Corp.                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152949.34    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Augusta Spinco Corporati                                   | Augusta SpinCo Corp.                                                              | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $86053.72     | 0.01%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Autozone Inc                                               | AutoZone, Inc.                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    182000 | PA      | $185202.46    | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                             | Avant Credit Card Master Trust 2025-1                                             | CUSIP: 05351KAT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $742191.00    | 0.07%             | 2028-10-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group                                     | Aviation Capital Group LLC                                                        | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    138000 | PA      | $140258.77    | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Avilease Capital Ltd                                       | Avilease Capital, Ltd.                                                            | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $389656.02    | 0.04%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Fndg Ltd                                   | Avolon Holdings Funding, Ltd.                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    168000 | PA      | $171837.99    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Fndg Ltd                                   | Avolon Holdings Funding, Ltd.                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    207000 | PA      | $212162.99    | 0.02%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance                                             | Azorra Finance, Ltd.                                                              | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     65000 | PA      | $67003.04     | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Azorra Finance                                             | Azorra Finance, Ltd.                                                              | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     90000 | PA      | $90951.75     | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2018-C2                                                      | CUSIP: 05491UBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $453706.60    | 0.05%             | 2028-12-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2025-5C37                                                    | CUSIP: 05494NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $157309.19    | 0.02%             | 2030-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2025-5YR19                                                                  | CUSIP: 05494RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14545000 | PA      | $1132793.69   | 0.11%             | 2058-12-15      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2025-5YR19                                                                  | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $249765.23    | 0.02%             | 2030-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bat Capital Corp                                           | BAT Capital Corp.                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    168000 | PA      | $136521.71    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Bat Capital Corp                                           | BAT Capital Corp.                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190332.89    | 0.02%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bcap Llc Trust                                             | BCAP, LLC Trust                                                                   | CUSIP: 05530NAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93371 | PA      | $44366.44     | 0.00%             | 2037-04-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bcap Llc Trust                                             | BCAP, LLC Trust                                                                   | CUSIP: 05530NAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60580 | PA      | $25765.95     | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bcap Llc Trust                                             | BCAP, LLC Trust                                                                   | CUSIP: 05533CKM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4597224 | PA      | $2052421.55   | 0.21%             | 2036-07-26      | Variable      | 2.76%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C27                                                    | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211000 | PA      | $219280.44    | 0.02%             | 2029-06-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C27                                                    | CUSIP: 05555FAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5542000 | PA      | $435789.63    | 0.04%             | 2029-06-15      | Variable      | 2.74%                 | Yes           |                  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        |    310000 | PA      | $313801.53    | 0.03%             | 2029-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C29                                                    | CUSIP: 05555PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233000 | PA      | $227653.35    | 0.02%             | 2029-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C29                                                    | CUSIP: 05555PAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $177649.00    | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2024-5C29                                                    | CUSIP: 05555PAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $216307.25    | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2025-5C36                                                    | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239000 | PA      | $246413.35    | 0.02%             | 2030-07-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bds Ltd                                                    | BDS 2025-FL15 LLC                                                                 | CUSIP: 05556EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010000 | PA      | $1011560.45   | 0.10%             | 2030-09-19      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Bds Ltd                                                    | BDS 2025-FL16 LLC                                                                 | CUSIP: 05556XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1210596.53   | 0.12%             | 2030-11-19      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2026-5C40                                                    | CUSIP: 05557AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $116769.50    | 0.01%             | 2031-01-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2026-5C40                                                    | CUSIP: 05557AAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7542000 | PA      | $707570.83    | 0.07%             | 2059-02-15      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Bpce Sa                                                    | BPCE SA                                                                           | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    425000 | PA      | $419293.98    | 0.04%             | 2032-01-13      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2024-C9 Mortgage Trust                                                        | CUSIP: 05593MAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6394000 | PA      | $794535.70    | 0.08%             | 2034-07-15      | Variable      | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2024-5C6 Mortgage Trust                                                       | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309000 | PA      | $314679.51    | 0.03%             | 2029-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Trust 2025-ROIC                                                                | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005296 | PA      | $1005725.40   | 0.10%             | 2027-03-15      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Bstn Commercial Mortgage Trust                             | BSTN Commercial Mortgage Trust 2025-HUB                                           | CUSIP: 05594GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $178811.12    | 0.02%             | 2031-04-13      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2023-C6 MORTGAGE TRUST                                                        | CUSIP: 055985AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $169556.99    | 0.02%             | 2033-01-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Bx Trust 2019-oc11                                         | BX Trust                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189355.52    | 0.02%             | 2029-12-09      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust 2019-oc11                                         | BX Trust                                                                          | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $685291.95    | 0.07%             | 2029-12-09      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust                                                      | CUSIP: 05608BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990327.60    | 0.10%             | 2034-04-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Bmo 2022-c1 Mortgage Trust                                 | BMO 2022-C1 Mortgage Trust                                                        | CUSIP: 05609MAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7951000 | PA      | $723723.87    | 0.07%             | 2032-02-15      | Variable      | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Bsprt Issuer, Ltd.                                         | BSPRT 2023-FL10 Issuer, Ltd.                                                      | CUSIP: 05610VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $299489.01    | 0.03%             | 2028-08-15      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Trust 2024-CNYN                                                                | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285185 | PA      | $285525.13    | 0.03%             | 2041-04-15      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2025-C11 Mortgage Trust                                                       | CUSIP: 05613XAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3440000 | PA      | $528758.96    | 0.05%             | 2035-02-15      | Variable      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Bsprt Issuer, Ltd.                                         | BSPRT 2025-FL12 Issuer LLC                                                        | CUSIP: 05619BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003532.00   | 0.10%             | 2030-05-17      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Trust 2025-ARIA                                                                | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107482 | PA      | $107275.15    | 0.01%             | 2030-12-13      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Bxmt Ltd                                                   | BXMT 2026-FL6, Ltd.                                                               | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    350000 | PA      | $350330.75    | 0.04%             | 2030-11-19      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit Clo, Limited                           | Bain Capital Credit CLO 2023-3, Ltd.                                              | CUSIP: 05682CAU1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492977.00    | 0.05%             | 2038-10-24      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit Clo, Limited                           | Bain Capital Credit Clo 2019-4, Ltd.                                              | CUSIP: 05684AAY5<br>LEI: 2549005Y1B9W2JZHZI08 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $499099.10    | 0.05%             | 2035-04-23      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit Clo, Limited                           | Bain Capital Credit CLO 2019-4, Ltd.                                              | CUSIP: 05684ABG3<br>LEI: 2549005Y1B9W2JZHZI08 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $481113.50    | 0.05%             | 2035-04-23      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit Clo, Limited                           | Bain Capital Credit CLO 2022-3, Ltd.                                              | CUSIP: 05684QAA2<br>LEI: 549300RZZ0GDV2ODIJ14 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $883291.95    | 0.09%             | 2035-07-17      | Floating      | 11.02%                | Yes           |                  2 | On Loan: No      |
| Baker Hughes Llc/co-obl                                    | Baker Hughes Holdings LLC / Baker Hughes Co.-Obligor, Inc.                        | CUSIP: 05724BAP4<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160096.92    | 0.02%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                | Balboa Bay Loan Funding 2025-2, Ltd.                                              | CUSIP: 057915AA8<br>LEI: 2549002Z9TKO9WGID477 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999412.00    | 0.10%             | 2039-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Funding Corporation                        | Banc of America Funding Trust                                                     | CUSIP: 05949QBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23396 | PA      | $23348.21     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda Sa                                        | Banco Davivienda SA                                                               | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $202900.00    | 0.02%             | 2035-07-02      | Variable      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Banco Internac Del Peru                                    | Banco Internacional del Peru SAA Interbank                                        | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $152092.50    | 0.02%             | 2035-04-30      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Banco Internac Del Peru                                    | Banco Internacional del Peru SAA Interbank                                        | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $147840.00    | 0.01%             | 2031-07-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Banc Of America Funding Corporation                        | Banc of America Funding 2014-R8 Trust                                             | CUSIP: 05969MAB5<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |   1273521 | PA      | $1045099.37   | 0.10%             | 2036-06-26      | Floating      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Banco De Credito Del Per                                   | Banco de Credito del Peru S.A.                                                    | CUSIP: 05971V2D6<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    300000 | PA      | $295307.34    | 0.03%             | 2031-09-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                                      | Banco Santander Chile                                                             | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $148219.50    | 0.01%             | 2030-11-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    154000 | PA      | $137068.06    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151125.93    | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    162000 | PA      | $164856.42    | 0.02%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Banc Of America Commercial Mortgage Trust                  | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10                | CUSIP: 06054MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1056919.70   | 0.11%             | 2026-05-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Bank Of America Corp                                       | Bank of America Corp.                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99512.79     | 0.01%             | 9999-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank Of Ny Mellon Corp                                     | Bank of New York Mellon Corp.                                                     | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    163000 | PA      | $159743.24    | 0.02%             | 9999-12-31      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank Of Ny Mellon Corp                                     | Bank of New York Mellon Corp.                                                     | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169262.25    | 0.02%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank Of Nova Scotia                                        | Bank of Nova Scotia                                                               | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $67061.85     | 0.01%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2025-BNK50                                                                   | CUSIP: 064908AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7971850 | PA      | $217926.47    | 0.02%             | 2068-05-15      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2022-BNK39                                                                   | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $243856.76    | 0.02%             | 2032-01-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2022-BNK39                                                                   | CUSIP: 06539VBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $111024.31    | 0.01%             | 2032-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK 2020-BNK27                                                                   | CUSIP: 06539YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16875000 | PA      | $427680.00    | 0.04%             | 2030-04-15      | Variable      | 0.72%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK 2025-BNK51                                                                   | CUSIP: 06541HAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7320000 | PA      | $1171727.04   | 0.12%             | 2067-12-25      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK 2025-BNK51                                                                   | CUSIP: 06541HAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1201000 | PA      | $858905.96    | 0.09%             | 2036-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK                                                                              | CUSIP: 06541KAC2<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   4156000 | PA      | $106539.06    | 0.01%             | 2061-05-15      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK                                                                              | CUSIP: 06541KAE8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   1583000 | PA      | $40182.87     | 0.00%             | 2061-05-15      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                       | BANK                                                                              | CUSIP: 06541KAG3<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   4552000 | PA      | $111733.39    | 0.01%             | 2061-05-15      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2024-5YR8                                                                   | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $121384.25    | 0.01%             | 2029-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2025-5YR15                                                                  | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $163974.72    | 0.02%             | 2030-06-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2024-5YR10                                                                  | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311000 | PA      | $316126.21    | 0.03%             | 2029-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank5 2024-5yr9                                            | BANK5 2024-5YR9                                                                   | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306000 | PA      | $314761.15    | 0.03%             | 2029-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bank5                                                      | BANK5 2026-5YR20                                                                  | CUSIP: 06650JBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745000 | PA      | $637462.90    | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Plc                                               | Barclays PLC                                                                      | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $240745.88    | 0.02%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit                                     | Barings Private Credit Corp.                                                      | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5812869.12   | 0.58%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                         | Bausch + Lomb Corp.                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $175737.50    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                      | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $22650.60     | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos Inc                                      | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3840.91      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities Llc                | BBCMS Mortgage Trust 2025-5C34                                                    | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $242989.79    | 0.02%             | 2030-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-a Trust                                   | Bear Stearns ALT-A Trust                                                          | CUSIP: 073868AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644913 | PA      | $271701.33    | 0.03%             | 2036-11-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                 | Bear Stearns Asset-Backed Securities Trust                                        | CUSIP: 07387UCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1046049 | PA      | $459476.58    | 0.05%             | 2036-02-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                | Bell Telephone Co. of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $211950.20    | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2019-B9 Mortgage Trust                                                  | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $993128.86    | 0.10%             | 2029-01-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2018-B2 Mortgage Trust                                                  | CUSIP: 08161CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8198875 | PA      | $46985.29     | 0.00%             | 2028-01-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2018-B4 Mortgage Trust                                                  | CUSIP: 08161HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18826823 | PA      | $186538.04    | 0.02%             | 2028-06-15      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2018-B4 Mortgage Trust                                                  | CUSIP: 08161HAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1072498.05   | 0.11%             | 2028-07-15      | Variable      | 2.76%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2019-B13 Mortgage Trust                                                 | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $100626.51    | 0.01%             | 2029-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2021-B31 Mortgage Trust                                                 | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $859250.55    | 0.09%             | 2031-11-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2022-B32 Mortgage Trust                                                 | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $245532.34    | 0.02%             | 2032-01-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V10 Mortgage Trust                                                 | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $325950.40    | 0.03%             | 2029-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V10 Mortgage Trust                                                 | CUSIP: 08163UAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1085509.20   | 0.11%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V15 Mortgage Trust                                                 | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20123736 | PA      | $834728.54    | 0.08%             | 2030-05-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V15 Mortgage Trust                                                 | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157000 | PA      | $163326.66    | 0.02%             | 2030-05-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V19 Mortgage Trust                                                 | CUSIP: 08164DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244000 | PA      | $251468.35    | 0.03%             | 2030-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V18 Mortgage Trust                                                 | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $122015.45    | 0.01%             | 2030-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2026-B42 Mortgage Trust                                                 | CUSIP: 08164FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $352191.35    | 0.04%             | 2035-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2026-V21 Mortgage Trust                                                 | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222000 | PA      | $225177.00    | 0.02%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2026-V20 Mortgage Trust                                                 | CUSIP: 08164KBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $34865.67     | 0.00%             | 2031-01-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V16 Mortgage Trust                                                 | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $164601.44    | 0.02%             | 2030-07-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2025-V16 Mortgage Trust                                                 | CUSIP: 08164RAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $439573.00    | 0.04%             | 2058-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO IX, Ltd.                                              | CUSIP: 08181BBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996899.00    | 0.10%             | 2037-10-20      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners Clo Ltd                            | Benefit Street Partners CLO XXXII, Ltd.                                           | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $997916.00    | 0.10%             | 2038-10-25      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                            | Benefit Street Partners CLO XXXVII, Ltd.                                          | CUSIP: 08182TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993684.00    | 0.10%             | 2038-01-25      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-v8 Mortgage Trust                           | Benchmark 2024-V8 Mortgage Trust                                                  | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $309087.60    | 0.03%             | 2029-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-v8 Mortgage Trust                           | Benchmark 2024-V8 Mortgage Trust                                                  | CUSIP: 08190AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $338613.06    | 0.03%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V9 Mortgage Trust                                                  | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $313092.63    | 0.03%             | 2029-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V9 Mortgage Trust                                                  | CUSIP: 081919AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351000 | PA      | $317106.91    | 0.03%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                   | Benchmark 2024-V11 Mortgage Trust                                                 | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $244249.91    | 0.02%             | 2029-10-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                           | Black Hills Corp.                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181752.15    | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                 | Blackbird Capital II Aircraft Lease, Ltd.                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    938633 | PA      | $888851.76    | 0.09%             | 2028-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Blackrock Tcp Cap Corp                                     | BlackRock TCP Capital Corp.                                                       | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9821330.90   | 0.98%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Block Financial Llc                                        | Block Financial LLC                                                               | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $202933.60    | 0.02%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Fina                                   | Blue Owl Technology Finance Corp.                                                 | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   9434000 | PA      | $9328882.60   | 0.93%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bluemountain Clo Ltd                                       | BlueMountain Fuji US CLO II, Ltd.                                                 | CUSIP: 09629EAJ0<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983445.35    | 0.10%             | 2030-10-20      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2024-5C7 Mortgage Trust                                                       | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207000 | PA      | $210633.37    | 0.02%             | 2029-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2025-5C11 Mortgage Trust                                                      | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236000 | PA      | $243687.23    | 0.02%             | 2030-06-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bmo Mortgage Trust                                         | BMO 2026-C14 Mortgage Trust                                                       | CUSIP: 096942BA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $229225.49    | 0.02%             | 2036-02-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fed Republic Of Brazil                                     | Brazilian Government International Bond                                           | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $144880.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                          | Brown & Brown, Inc.                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84839.75     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brightspire Capital, Inc                                   | Brsp 2026-Fl3, Ltd.                                                               | CUSIP: 116686AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1220000 | PA      | $1215170.51   | 0.12%             | 2043-08-19      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners Lp                                        | Buckeye Partners LP                                                               | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61786.80     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Builders Firstsource Inc                                   | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148270.04    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders Firstsource Inc                                   | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65018.97     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                     | Bunge, Ltd. Finance Corp.                                                         | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    204000 | PA      | $197727.39    | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlingtn North Santa Fe                                   | Burlington Northern Santa Fe LLC                                                  | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1043437.27   | 0.10%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, Llc                               | Business Jet Securities 2024-2 LLC                                                | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    829864 | PA      | $834716.71    | 0.08%             | 2030-09-15      | Fixed         | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Trust 2022-LBA6                                                                | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $510543.41    | 0.05%             | 2027-01-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2025-BCAT                                            | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479142 | PA      | $481202.16    | 0.05%             | 2027-08-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2026-CSMO                                            | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $180545.51    | 0.02%             | 2028-02-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2026-CSMO                                            | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $562272.54    | 0.06%             | 2028-02-15      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2026-ALOHA                                           | CUSIP: 12434HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150375.00    | 0.02%             | 2028-04-15      | Floating      | 5.85%                 | Yes           |                  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        |     20000 | PA      | $19990.58     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  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        |     95000 | PA      | $90202.90     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cco Hldgs Llc/cap Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $34256.94     | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  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        |     80000 | PA      | $72396.96     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Cco Hldgs Llc/cap Corp                                     | CCO Holdings LLC / CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14951.13     | 0.00%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ccl Industries Inc                                         | CCL Industries, Inc.                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |    204000 | PA      | $190452.46    | 0.02%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Centragas                                                  | CENT 2025-CITY                                                                    | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $159685.13    | 0.02%             | 2030-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending                      | Cantor Commercial Real Estate Lending                                             | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113000 | PA      | $121880.18    | 0.01%             | 2052-05-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Chs/community Health Sys                                   | CHS/Community Health Systems, Inc.                                                | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69272.35     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200528 | PA      | $88842.99     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 12543WAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115214 | PA      | $562122.25    | 0.06%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 12544KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121963 | PA      | $82507.82     | 0.01%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 12544TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212701 | PA      | $93936.46     | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                   | Castlelake Aircraft Structured Trust                                              | CUSIP: 12563CAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $309375.00    | 0.03%             | 2039-04-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244841 | PA      | $221968.80    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 12566QAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48229 | PA      | $3493.58      | 0.00%             | 2037-01-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 12567AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33750 | PA      | $29961.84     | 0.00%             | 2037-03-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 12567AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77669 | PA      | $5592.48      | 0.00%             | 2037-03-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Cifc Funding Ltd                                           | CIFC Funding 2025-VII, Ltd.                                                       | CUSIP: 12575VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493100.00    | 0.05%             | 2039-01-22      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc.                      | Bear Stearns Structured Products, Inc.                                            | CUSIP: 12587PFN5<br>LEI: 54930090SNNW1UJRNM62 | Long             | ABS-MBS          | CORP              | US        |   6785254 | PA      | $5805376.19   | 0.58%             | 2047-06-25      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Cms Energy Corp                                            | CMS Energy Corp.                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102869.51    | 0.01%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Comm Mortgage Trust                                        | Commercial Mortgage Pass-Through Certificates                                     | CUSIP: 12591QAF9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   3091920 | PA      | $3.09         | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Comm Mortgage Trust                                        | Commercial Mortgage Pass-Through Certificates                                     | CUSIP: 12591QAG7<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1455349 | PA      | $326.00       | 0.00%             | 2047-08-10      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Comm Mortgage Trust                                        | Commercial Mortgage Pass-Through Certificates                                     | CUSIP: 12591QAH5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     11000 | PA      | $0.01         | 0.00%             | 2047-08-10      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cnh Industrial Cap Llc                                     | CNH Industrial Capital LLC                                                        | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107551.35    | 0.01%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Csail Commercial Mortgage Trust                            | CSAIL 2019-C16 Commercial Mortgage Trust                                          | CUSIP: 12596WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $946384.20    | 0.09%             | 2029-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Csab Mortgage Backed Trust                                 | CSAB Mortgage-Backed Trust                                                        | CUSIP: 12627HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8781274 | PA      | $464434.53    | 0.05%             | 2036-09-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Csab Mortgage Backed Trust                                 | CSAB Mortgage-Backed Trust                                                        | CUSIP: 12629EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111813 | PA      | $23275.73     | 0.00%             | 2037-05-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 12637HAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13043 | PA      | $7663.64      | 0.00%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 12637VAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    768513 | PA      | $109906.65    | 0.01%             | 2036-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 126380AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49997 | PA      | $26705.18     | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 126384AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3156 | PA      | $2367.35      | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Csx Corp                                                   | CSX Corp.                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192226.60    | 0.02%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cnx Resources Corp                                         | CNX Resources Corp.                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58475.20     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Comm Mortgage Trust                                        | COMM 2024-277P Mortgage Trust                                                     | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $123985.26    | 0.01%             | 2029-08-10      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC 2021-B33                                                                     | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $309587.43    | 0.03%             | 2031-10-10      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | Csmc 2021-Nqm6 Trust                                                              | CUSIP: 12662KAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $651064.86    | 0.07%             | 2066-07-25      | Variable      | 2.58%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12667GEK5<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    102313 | PA      | $90605.00     | 0.01%             | 2035-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12667GEN9<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    181707 | PA      | $8735.66      | 0.00%             | 2035-05-25      | Floating      | 1.26%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12667GPT4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    105916 | PA      | $82812.10     | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12668APP4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |     54121 | PA      | $27894.11     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12668BEK5<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    498823 | PA      | $380582.75    | 0.04%             | 2036-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12668BEL3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    105344 | PA      | $83024.61     | 0.01%             | 2036-02-25      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                         | Alternative Loan Trust                                                            | CUSIP: 12668BFK4<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    164504 | PA      | $89630.11     | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 126694MH8<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |    823674 | PA      | $775506.91    | 0.08%             | 2035-11-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                     | Countrywide Home Loan Mortgage Pass-Through Trust                                 | CUSIP: 126694RN0<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-MBS          | CORP              | US        |     17144 | PA      | $14028.50     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crh Smw Finance Dac                                        | CRH SMW Finance DAC                                                               | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $330715.56    | 0.03%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Caesars Entertain Inc                                      | Caesars Entertainment, Inc.                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50667.59     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                      | FNA 2021-M23 X1                                                                   | CUSIP: 3136BKBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40505037 | PA      | $655395.81    | 0.07%             | 2031-11-01      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                                     | Canyon Capital CLO, Ltd.                                                          | CUSIP: 13875LAW8<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $993135.60    | 0.10%             | 2031-01-30      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| Canyon Clo 2021-3 Ltd                                      | Canyon CLO 2021-3, Ltd.                                                           | CUSIP: 13875MAQ9<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $956460.00    | 0.10%             | 2034-07-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                                     | Canyon Capital CLO, Ltd.                                                          | CUSIP: 13876EAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $885697.00    | 0.09%             | 2031-07-15      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                                     | Canyon CLO 2020-1, Ltd.                                                           | CUSIP: 13876LBC0<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481409.50    | 0.05%             | 2034-07-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital Clo Ltd                                     | Canyon CLO 2021-4, Ltd.                                                           | CUSIP: 13877QAE5<br>LEI: 254900V38Q76ALAJY818 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $881962.00    | 0.09%             | 2034-10-15      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health, Inc.                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160144.11    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                        | Cardinal Health, Inc.                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22671.27     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle Global Market Strategies CLO, Ltd.                                        | CUSIP: 14314NAA9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995318.85    | 0.10%             | 2031-05-15      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle US CLO 2022-5, Ltd.                                                       | CUSIP: 14318LAU5<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499981.00    | 0.05%             | 2037-10-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle US CLO 2025-5, Ltd.                                                       | CUSIP: 14320JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493024.50    | 0.05%             | 2039-01-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                           | Carlyle US CLO 2026-1, Ltd.                                                       | CUSIP: 14320NAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496752.00    | 0.05%             | 2039-04-25      | Floating      | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                              | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     69000 | PA      | $69726.57     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                              | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     80000 | PA      | $80073.98     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                              | Carnival Corp.                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     70000 | PA      | $69524.46     | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cascade Mh Asset Trust                                     | Cascade MH Asset Trust                                                            | CUSIP: 14732FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4601000 | PA      | $4440392.43   | 0.44%             | 2044-11-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust                       | Castlelake Aircraft Securitization Trust                                          | CUSIP: 14856CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3731686 | PA      | $3186393.14   | 0.32%             | 2043-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cathedral Lake Ltd                                         | Cathedral Lake VIII, Ltd.                                                         | CUSIP: 14919GAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986399.60    | 0.10%             | 2035-01-20      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Pershing Square Sparc Hldgs Ltd                            | PERSHING SQUARE SPARC HOLDINGS                                                    | CUSIP: 714920113<br>LEI: 5493000J0QXAU1Z8FB80 | N/A              | DE               | CORP              | US        |     64870 | NC      | $0.65         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Celanese Us Holdings Llc                                   | Celanese US Holdings LLC                                                          | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25529.20     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese Us Holdings Llc                                   | Celanese US Holdings LLC                                                          | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25664.82     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                         | Cenovus Energy, Inc.                                                              | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    107000 | PA      | $106505.43    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                         | Chase Mortgage Finance Trust                                                      | CUSIP: 161629AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4295637 | PA      | $1578623.90   | 0.16%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                         | Chase Mortgage Finance Trust                                                      | CUSIP: 16163EAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3035266 | PA      | $1541144.88   | 0.15%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                         | Chase Mortgage Finance Trust                                                      | CUSIP: 16163HBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323759 | PA      | $3.24         | 0.00%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chaseflex Trust                                            | ChaseFlex Trust Series                                                            | CUSIP: 16165YAR3<br>LEI: 5493006ND0ASVXWQFQ18 | Long             | ABS-MBS          | CORP              | US        |   2796192 | PA      | $2330474.57   | 0.23%             | 2037-08-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                        | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187563.12    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                        | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    193000 | PA      | $198759.34    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                        | Cheniere Energy, Inc.                                                             | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18945.78     | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux                                      | Chile Electricity Lux Mpc II Sarl                                                 | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    194174 | PA      | $196225.89    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Republic Of Chile                                          | Chile Government International Bond                                               | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $182849.00    | 0.02%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cipher Compute Llc                                         | Cipher Compute LLC                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51863.95     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76081.69     | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161092.28    | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111742.33    | 0.01%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                          | Citigroup Mortgage Loan Trust                                                     | CUSIP: 17307G4K1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |    534763 | PA      | $240289.98    | 0.02%             | 2036-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                          | Citigroup Mortgage Loan Trust 2009-12                                             | CUSIP: 173097AH9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    104648 | PA      | $80443.71     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citicorp Mortgage Securities, Inc.                         | Citicorp Mortgage Securities Trust                                                | CUSIP: 173105AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244904 | PA      | $227268.39    | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                          | Citigroup Mortgage Loan Trust 2009-4                                              | CUSIP: 17315EAU7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    115497 | PA      | $111415.43    | 0.01%             | 2035-05-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95277.49     | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                              | Citigroup, Inc.                                                                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97747.68     | 0.01%             | 9999-12-31      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2019-GC41                                     | CUSIP: 17328FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $198882.16    | 0.02%             | 2029-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Clarios Global Lp/us Fin                                   | Clarios Global LP / Clarios US Finance Co.                                        | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122784.60    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global Lp/us Fin                                   | Clarios Global LP / Clarios US Finance Co.                                        | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136165.05    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Grp Inc                                     | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33797.00     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Grp Inc                                     | Cloud Software Group, Inc.                                                        | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35599.19     | 0.00%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition                                     | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123153.37    | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                        | CitiMortgage Alternative Loan Trust                                               | CUSIP: 18976GAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250531 | PA      | $223407.72    | 0.02%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic Of Colombia                                       | Colombia Government International Bond                                            | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $122000.00    | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colonial Enterprises Inc                                   | Colonial Enterprises, Inc.                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $120977.87    | 0.01%             | 2035-11-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Columbus Mckinnon Corp                                     | Columbus McKinnon Corp.                                                           | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60028.50     | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                     | Commonwealth Edison Co.                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188657.99    | 0.02%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer Ii, Llc                         | Compass Datacenters Issuer II LLC                                                 | CUSIP: 20469AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501754.00    | 0.05%             | 2029-08-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust 2022-R03                                      | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3685000 | PA      | $3970149.35   | 0.40%             | 2042-03-25      | Floating      | 13.51%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust 2022-R02                                      | CUSIP: 20754BAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4250000 | PA      | $4438702.55   | 0.44%             | 2027-01-25      | Floating      | 11.31%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust 2023-R06                                      | CUSIP: 20754EAF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4125000 | PA      | $4313025.75   | 0.43%             | 2043-07-25      | Floating      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust                                               | CUSIP: 20754HAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2752762 | PA      | $2775629.85   | 0.28%             | 2039-07-25      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - Cas                                           | Connecticut Avenue Securities Trust 2024-R03                                      | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5181935.00   | 0.52%             | 2044-03-25      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Constellation En Gen Llc                                   | Constellation Energy Generation LLC                                               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    161000 | PA      | $158967.41    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Coreweave Inc                                              | CoreWeave, Inc.                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34041.50     | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Cougar Jv Subsidiary Llc                                   | Cougar JV Subsidiary LLC                                                          | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67256.74     | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole Sa                                         | Credit Agricole SA                                                                | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $245010.92    | 0.02%             | 2033-09-25      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ubs Group Ag                                               | UBS Group AG                                                                      | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    251000 | PA      | $242828.36    | 0.02%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities             | Credit Suisse First Boston Mortgage Securities Corp.                              | CUSIP: 2254582G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12602 | PA      | $6615.26      | 0.00%             | 2025-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities             | Credit Suisse First Boston Mortgage Securities Corp.                              | CUSIP: 225470AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4023015 | PA      | $1047010.98   | 0.10%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities             | Credit Suisse First Boston Mortgage Securities Corp.                              | CUSIP: 225470EH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36191 | PA      | $25306.54     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | CSMC Mortgage-Backed Trust                                                        | CUSIP: 225470UQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144557 | PA      | $36116.76     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                               | Credit Suisse Mortgage Capital Certificates                                       | CUSIP: 225470ZL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1642175 | PA      | $790815.26    | 0.08%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crescent Capital Bdc Inc                                   | Crescent Capital BDC, Inc.                                                        | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |    350000 | NS      | $8722000.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                                           | Crown Castle, Inc.                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197277.99    | 0.02%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Point Clo Ltd                                        | Crown Point CLO IV, Ltd.                                                          | CUSIP: 22845XAJ9<br>LEI: 549300735PG2ZC70V672 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502002.45    | 0.05%             | 2031-04-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust                             | CSTL Commercial Mortgage Trust 2026-GATE3                                         | CUSIP: 228920AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $178203.06    | 0.02%             | 2031-02-10      | Variable      | 4.94%                 | Yes           |                  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        |    700000 | PA      | $703938.20    | 0.07%             | 2027-11-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Dcli Bidco Llc                                             | Dcli Bidco LLC                                                                    | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86023.83     | 0.01%             | 2029-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Dolp Trust                                                 | DOLP Trust 2021-NYC                                                               | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $186929.34    | 0.02%             | 2031-05-10      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finan Na                                     | Daimler Truck Finance North America LLC                                           | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    283000 | PA      | $277896.11    | 0.03%             | 2031-04-12      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Databank Issuer Ii, Llc                                    | DataBank Issuer II LLC                                                            | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $388796.08    | 0.04%             | 2030-09-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Databank Issuer Ii, Llc                                    | DataBank Issuer II LLC                                                            | CUSIP: 23802YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $290498.70    | 0.03%             | 2030-09-25      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Dealer Tire Llc/dt Issr                                    | Dealer Tire LLC / DT Issuer LLC                                                   | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112514.09    | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                               | Del Amo Fashion Center Trust 2017-AMO                                             | CUSIP: 24500EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $145956.21    | 0.01%             | 2027-06-05      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Dell Inc                                                   | Dell, Inc.                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     86000 | PA      | $91448.25     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                        | Delta Air Lines, Inc.                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104729.00    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-a Securities Inc Mortgage Loan Trust          | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust                               | CUSIP: 251510JX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123929 | PA      | $7119.57      | 0.00%             | 2035-12-25      | Floating      | 1.29%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-a Securities Inc Mortgage Loan Trust          | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust                               | CUSIP: 251510KA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54374 | PA      | $44165.85     | 0.00%             | 2035-12-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc.                         | Deutsche Mortgage Securities, Inc. Mortgage Loan Trust                            | CUSIP: 25157GBH4<br>LEI: 529900RSBMUF46QF5O69 | Long             | ABS-MBS          | CORP              | US        |     70004 | PA      | $66044.85     | 0.01%             | 2036-04-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding Llc                         | Diamond Infrastructure Funding LLC                                                | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1962664.00   | 0.20%             | 2026-12-20      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Digicel Group Holdings                                     | Digicel Group Holdings, Ltd.                                                      | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     33726 | PA      | $1637.79      | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Digicel Group Holdings                                     | Digicel Group Holdings, Ltd.                                                      | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     97403 | PA      | $673.98       | 0.00%             | 2030-12-31      | None          | 0.00%                 | Yes           |                  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        |     56000 | PA      | $55975.43     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dish Dbs Corp                                              | DISH DBS Corp.                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $53685.41     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dish Dbs Corp                                              | DISH DBS Corp.                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $77423.80     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing Llc                                      | Directv Financing LLC                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69931.77     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Docuformas Sa                                              | Mexarrend SAPI de CV                                                              | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $2250.00      | 0.00%             | 2024-07-24      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer Llc                            | Domino's Pizza Master Issuer LLC                                                  | CUSIP: 25755TAR1<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198566.60    | 0.02%             | 2032-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub                                    | Dornoch Debt Merger Sub, Inc.                                                     | CUSIP: 25830JAA9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31280.48     | 0.00%             | 2029-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 40 Senior Loan Fund                                                        | CUSIP: 26244FAG2<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $866638.75    | 0.09%             | 2031-08-15      | Floating      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                    | Dryden 45 Senior Loan Fund                                                        | CUSIP: 26244PAG0<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1138393.00   | 0.11%             | 2030-10-15      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp.                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    241000 | PA      | $178957.76    | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp.                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     69000 | PA      | $59096.53     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                           | Duke Energy Corp.                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $139893.40    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Electricite De France Sa                                   | Electricite de France SA                                                          | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    224000 | PA      | $207751.34    | 0.02%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2025-INV4                                                                    | CUSIP: 26846DAH7<br>LEI: 254900KQZEY4W9F3MX66 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007303.00   | 0.10%             | 2029-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2025-INV3                                                                    | CUSIP: 26847NAF8<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |   4969000 | PA      | $4896512.23   | 0.49%             | 2029-07-25      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas                                         | Eastern Energy Gas Holdings LLC                                                   | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    201000 | PA      | $189450.66    | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                 | Eaton Corp.                                                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197535.63    | 0.02%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Echostar Corp                                              | EchoStar Corp.                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54043.29     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol Sa                                               | Ecopetrol SA                                                                      | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $211512.05    | 0.02%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2025-INV2                                                                    | CUSIP: 281914AF8<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993988.50    | 0.10%             | 2070-05-26      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                         | EFMT 2025-INV5                                                                    | CUSIP: 28224UAP9<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   6770000 | PA      | $6717891.31   | 0.67%             | 2029-11-25      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management                                   | Element Fleet Management Corp.                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    182000 | PA      | $189841.84    | 0.02%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management                                   | Element Fleet Management Corp.                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $184842.96    | 0.02%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                      | Ellucian Holdings, Inc.                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58755.83     | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elp Commercial Mortgage Trust                              | ELP Commercial Mortgage Trust 2025-ELP                                            | CUSIP: 290154AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $763676.88    | 0.08%             | 2030-11-13      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Emrld Bor / Emrld Co-iss                                   | EMRLD Borrower LP / Emerald Co.-Issuer, Inc.                                      | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122197.08    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Empower Clo Ltd.                                           | Empower CLO 2022-1, Ltd.                                                          | CUSIP: 29246AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493812.00    | 0.05%             | 2037-10-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Empresa De Transporte Me                                   | Empresa de Transporte de Pasajeros Metro SA                                       | CUSIP: 29246QAB1<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    900000 | PA      | $810046.89    | 0.08%             | 2047-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                               | Enbridge, Inc.                                                                    | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $86773.52     | 0.01%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                     | Energizer Holdings, Inc.                                                          | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60955.91     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer Lp                                         | Energy Transfer LP                                                                | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    204000 | PA      | $208173.84    | 0.02%             | 9999-12-31      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Enel Finance Intl Nv                                       | ENEL Finance International NV                                                     | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202889.57    | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance Intl Nv                                       | ENEL Finance International NV                                                     | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198393.83    | 0.02%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp                                               | Entergy Corp.                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189669.96    | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Oper                                   | Enterprise Products Operating LLC                                                 | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    187000 | PA      | $180014.73    | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Equinix Eu 2 Financing C                                   | Equinix Europe 2 Financing Corp. LLC                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97129.49     | 0.01%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                    | Essential Utilities, Inc.                                                         | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85819.58     | 0.01%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Essential Properties Lp                                    | Essential Properties LP                                                           | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200921.77    | 0.02%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central                                      | Evergy Kansas Central, Inc.                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192992.19    | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                | Exelon Corp.                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979668.74    | 0.10%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                          | Expedia Group, Inc.                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193415.48    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Lp                                     | Extra Space Storage LP                                                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186595.09    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2026-ESH2                                             | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178322 | PA      | $179790.20    | 0.02%             | 2028-02-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Fmc Gmsr Issuer Trust                                      | FMC GMSR Issuer Trust                                                             | CUSIP: 30259RAJ4<br>LEI: 549300LYRWPSYPK6S325 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5826731.40   | 0.58%             | 2026-07-25      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Fmc Gmsr Issuer Trust                                      | FMC GMSR Issuer Trust                                                             | CUSIP: 30259RAL9<br>LEI: 549300LYRWPSYPK6S325 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4852786.00   | 0.49%             | 2026-10-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Fs Kkr Capital Corp                                        | FS KKR Capital Corp.                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960987.68    | 0.10%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fs Kkr Capital Corp                                        | FS KKR Capital Corp.                                                              | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4916666.40   | 0.49%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fremf Mortgage Trust                                       | FREMF 2018-KF56 Mortgage Trust                                                    | CUSIP: 30307QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    709905 | PA      | $640121.39    | 0.06%             | 2028-11-25      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mortgage Trust                                       | FREMF 2019-KF71 Mortgage Trust                                                    | CUSIP: 30314GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263360 | PA      | $1223867.59   | 0.12%             | 2029-10-25      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Frtkl                                                      | FRTKL 2021-SFR1                                                                   | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4050000 | PA      | $3984168.06   | 0.40%             | 2026-09-17      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Fs Rialto Issuer Ltd                                       | FS Rialto 2024-FL9 Issuer LLC                                                     | CUSIP: 30338WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1195963.20   | 0.12%             | 2030-04-19      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Fs Rialto Issuer Ltd                                       | FS Rialto 2025-FL10 Issuer LLC                                                    | CUSIP: 30340KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1097793.33   | 0.11%             | 2042-08-19      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Fs Rialto Issuer Ltd                                       | FS Rialto 2026-FL11 Issuer LLC                                                    | CUSIP: 30343TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1230000 | PA      | $1233790.86   | 0.12%             | 2044-01-19      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. Pool                                             | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70183 | PA      | $71123.59     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. Pool                                             | CUSIP: 3128M6VJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30311 | PA      | $30687.61     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DMX42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2997453 | PA      | $2497016.97   | 0.25%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DNAE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1251272 | PA      | $1114074.14   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DQGV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1269478 | PA      | $1266797.35   | 0.13%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    931256 | PA      | $922753.79    | 0.09%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2190744 | PA      | $1958385.53   | 0.20%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1741651 | PA      | $1498287.44   | 0.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DVMK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1175401 | PA      | $1203745.91   | 0.12%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DVMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1765518 | PA      | $1806667.35   | 0.18%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1399154 | PA      | $1138089.25   | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1415647 | PA      | $1403885.68   | 0.14%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132E0GL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797540 | PA      | $658488.72    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1190883 | PA      | $1238223.37   | 0.12%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3136A3U58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1090950 | PA      | $95050.76     | 0.01%             | 2042-02-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A4V30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233803 | PA      | $48087.67     | 0.00%             | 2042-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A5FL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81666 | PA      | $5701.10      | 0.00%             | 2042-04-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A6YW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116069 | PA      | $99830.85     | 0.01%             | 2042-06-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A9AP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120982 | PA      | $85371.75     | 0.01%             | 2042-10-25      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 3136A9W46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262964 | PA      | $176937.81    | 0.02%             | 2042-11-25      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136AJAP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3966232 | PA      | $402470.25    | 0.04%             | 2044-02-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136APLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4386661 | PA      | $475112.71    | 0.05%             | 2045-07-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B4TD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34413975 | PA      | $303806.57    | 0.03%             | 2029-04-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B5NX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22103201 | PA      | $335539.86    | 0.03%             | 2029-06-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B7FZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12752959 | PA      | $578643.83    | 0.06%             | 2031-03-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B9EB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46126248 | PA      | $1794301.81   | 0.18%             | 2032-07-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B9EN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23053104 | PA      | $159808.73    | 0.02%             | 2027-12-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136B9NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12239567 | PA      | $350018.57    | 0.03%             | 2030-09-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BB6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7807973 | PA      | $327226.67    | 0.03%             | 2050-10-25      | Floating      | 0.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BCJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8118290 | PA      | $1269750.84   | 0.13%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BCUM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16103476 | PA      | $683075.62    | 0.07%             | 2050-11-25      | Floating      | 0.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BDLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8457471 | PA      | $1412905.07   | 0.14%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-aces                                             | Fannie Mae-Aces                                                                   | CUSIP: 3136BGFS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 331553707 | PA      | $1056064.87   | 0.11%             | 2031-07-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BGL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12184889 | PA      | $1403901.50   | 0.14%             | 2051-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BML30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10093549 | PA      | $7074755.22   | 0.71%             | 2052-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BRH83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14143490 | PA      | $2251772.26   | 0.23%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                 | CUSIP: 3136BSV77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15581854 | PA      | $8550377.02   | 0.85%             | 2051-12-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A1X32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    447496 | PA      | $13418.61     | 0.00%             | 2040-09-15      | Floating      | 0.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A4FE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27425 | PA      | $27201.84     | 0.00%             | 2030-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A4FY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131883 | PA      | $130065.11    | 0.01%             | 2030-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A5VL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27133 | PA      | $20526.51     | 0.00%             | 2041-01-15      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A6EB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315108 | PA      | $22152.78     | 0.00%             | 2041-02-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137A7SW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152761 | PA      | $16929.65     | 0.00%             | 2036-08-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137ABET4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    288224 | PA      | $238884.97    | 0.02%             | 2041-05-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137ACJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166829 | PA      | $12355.68     | 0.00%             | 2041-06-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137AFAU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649632 | PA      | $34747.47     | 0.00%             | 2041-09-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137AJR89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1394369 | PA      | $116189.53    | 0.01%             | 2041-12-15      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137AYZ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301849 | PA      | $273279.20    | 0.03%             | 2033-01-15      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137B4AK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2097207 | PA      | $1305333.78   | 0.13%             | 2043-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137F6YP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3465300 | PA      | $462811.67    | 0.05%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137F7LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9241928 | PA      | $1472691.08   | 0.15%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137F7UT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16976343 | PA      | $2563084.92   | 0.26%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137F95L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10187535 | PA      | $1552769.83   | 0.16%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137FFUD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6489545 | PA      | $3445557.61   | 0.34%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137FVLJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1739566 | PA      | $211542.87    | 0.02%             | 2050-08-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137FXLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8680220 | PA      | $1424396.40   | 0.14%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 3137GABL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152762 | PA      | $13901.44     | 0.00%             | 2040-09-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137H2V92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11545072 | PA      | $1999713.87   | 0.20%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137H5R25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11070983 | PA      | $7204180.80   | 0.72%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2729462 | PA      | $420154.78    | 0.04%             | 2051-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HAUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18032806 | PA      | $2086804.99   | 0.21%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HDQR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7403476 | PA      | $6076963.49   | 0.61%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HKRV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15207230 | PA      | $1853899.66   | 0.19%             | 2041-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HKRW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13144821 | PA      | $2376742.77   | 0.24%             | 2051-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HKS88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10625541 | PA      | $1164218.26   | 0.12%             | 2041-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                | CUSIP: 3137HLVU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6737064 | PA      | $1196376.50   | 0.12%             | 2051-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 31385XLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17868 | PA      | $17995.65     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 3138A54X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15394 | PA      | $14744.87     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31394NGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315068 | PA      | $329194.46    | 0.03%             | 2033-12-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                         | CUSIP: 31395Q5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4572466 | PA      | $639425.91    | 0.06%             | 2044-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396K5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    934426 | PA      | $70591.31     | 0.01%             | 2036-10-25      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396LHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77188 | PA      | $9301.23      | 0.00%             | 2036-10-25      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396PBM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237980 | PA      | $19435.65     | 0.00%             | 2037-01-25      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396QD97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20084 | PA      | $1129.13      | 0.00%             | 2039-09-25      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396QFB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54435 | PA      | $2707.68      | 0.00%             | 2039-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396QTY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20846 | PA      | $514.51       | 0.00%             | 2039-08-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396VJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4499 | PA      | $309.76       | 0.00%             | 2037-04-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396VY44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178309 | PA      | $10475.10     | 0.00%             | 2037-05-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396WHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4227 | PA      | $270.49       | 0.00%             | 2037-06-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396WK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32110 | PA      | $2875.13      | 0.00%             | 2037-07-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396WKM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157471 | PA      | $13729.65     | 0.00%             | 2036-10-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396XL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33520 | PA      | $2796.59      | 0.00%             | 2037-11-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396XR55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31669 | PA      | $2108.93      | 0.00%             | 2037-12-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31396YJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275251 | PA      | $21340.30     | 0.00%             | 2038-02-25      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397CDA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518620 | PA      | $44787.49     | 0.00%             | 2036-11-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397EMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28951 | PA      | $1763.30      | 0.00%             | 2037-01-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397EQ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28288 | PA      | $2584.60      | 0.00%             | 2037-01-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397GFA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246073 | PA      | $19527.03     | 0.00%             | 2037-04-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397GQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175317 | PA      | $13632.70     | 0.00%             | 2037-04-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397MBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21066 | PA      | $853.40       | 0.00%             | 2038-07-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397MUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8818 | PA      | $9102.10      | 0.00%             | 2038-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397N4X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57614 | PA      | $57037.86     | 0.01%             | 2039-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397NA96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10517 | PA      | $600.61       | 0.00%             | 2037-04-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397NKA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284720 | PA      | $15479.50     | 0.00%             | 2036-03-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31397NS71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24676 | PA      | $2035.31      | 0.00%             | 2039-06-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397PCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46607 | PA      | $3348.10      | 0.00%             | 2037-11-15      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397PCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150727 | PA      | $11049.66     | 0.00%             | 2036-08-15      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397PJ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48048 | PA      | $3095.02      | 0.00%             | 2037-11-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397RKF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14491 | PA      | $1079.98      | 0.00%             | 2038-02-15      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397RVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57006 | PA      | $3811.91      | 0.00%             | 2038-03-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397RW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660215 | PA      | $2571.61      | 0.00%             | 2038-03-15      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31397YZF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440481 | PA      | $37119.53     | 0.00%             | 2037-02-15      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398CGK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151564 | PA      | $10614.38     | 0.00%             | 2039-04-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398CKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26619 | PA      | $25490.75     | 0.00%             | 2038-06-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398EPV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2462 | PA      | $184.83       | 0.00%             | 2039-07-15      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398GRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39819 | PA      | $3195.21      | 0.00%             | 2040-01-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398GRQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82084 | PA      | $82942.73     | 0.01%             | 2040-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398GV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14761 | PA      | $1261.00      | 0.00%             | 2040-02-25      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398GZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40401 | PA      | $1047.94      | 0.00%             | 2040-02-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398JHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181935 | PA      | $10204.96     | 0.00%             | 2036-11-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398MBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64129 | PA      | $2032.57      | 0.00%             | 2040-02-25      | Floating      | 0.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398MCQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13077 | PA      | $734.94       | 0.00%             | 2040-02-25      | Floating      | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398MQW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233127 | PA      | $10153.77     | 0.00%             | 2040-03-25      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398MZ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14807 | PA      | $704.79       | 0.00%             | 2040-04-25      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398N2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505341 | PA      | $139826.78    | 0.01%             | 2040-11-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398NNM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614112 | PA      | $54822.25     | 0.01%             | 2040-10-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398NPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52392 | PA      | $4656.28      | 0.00%             | 2039-11-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398RXA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30478 | PA      | $27680.33     | 0.00%             | 2040-06-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398TKW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857562 | PA      | $849959.20    | 0.08%             | 2040-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association REMICS                                      | CUSIP: 31398TXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3771 | PA      | $285.46       | 0.00%             | 2040-08-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Federal Home Loan Mortgage Corp. REMICS                                           | CUSIP: 31398VC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101517 | PA      | $100822.50    | 0.01%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 31402Q6T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23082 | PA      | $23268.23     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 31402Q6U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65191 | PA      | $65750.03     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Federal National Mortgage Association Pool                                        | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40999 | PA      | $41355.57     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140L0PB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2492880 | PA      | $2147407.44   | 0.21%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140NVS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2758000 | PA      | $2786422.51   | 0.28%             | 2031-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140NYAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428148 | PA      | $1503483.19   | 0.15%             | 2041-04-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140NYDV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1429996 | PA      | $1463894.84   | 0.15%             | 2032-01-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140NYN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1475958 | PA      | $1478564.44   | 0.15%             | 2030-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140QUBG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1590212 | PA      | $1622506.37   | 0.16%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140QUUS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1635903 | PA      | $1678887.64   | 0.17%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W0DU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791592 | PA      | $1595761.18   | 0.16%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W1HU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766806 | PA      | $791438.24    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W1HW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3008889 | PA      | $3103717.16   | 0.31%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W1YU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725389 | PA      | $1463028.39   | 0.15%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140W3A25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2062682 | PA      | $2087545.34   | 0.21%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XBPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437963 | PA      | $1186709.45   | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XCTW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3268205 | PA      | $2952362.99   | 0.30%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XEBC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1554533 | PA      | $1395699.91   | 0.14%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XL3A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1208821 | PA      | $1235398.83   | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XMAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2187861 | PA      | $1879325.23   | 0.19%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XMQ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2100149 | PA      | $1803310.37   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 3140XQ7M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890814 | PA      | $925532.69    | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                   | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231294 | PA      | $1221253.44   | 0.12%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                            | Fannie Mae Interest Strip                                                         | CUSIP: 31424UNX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14876313 | PA      | $792015.50    | 0.08%             | 2037-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 31427N3W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    906878 | PA      | $933942.04    | 0.09%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 31427NHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1950055 | PA      | $2002241.92   | 0.20%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                  | CUSIP: 3142GUMN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1112042 | PA      | $1137306.86   | 0.11%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co                                   | Fedex Freight Holding Co., Inc.                                                   | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32196.97     | 0.00%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment                                     | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.             | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32718.61     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities              | First Horizon Alternative Mortgage Securities Trust                               | CUSIP: 32051GTG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30415 | PA      | $14797.81     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities              | First Horizon Alternative Mortgage Securities Trust                               | CUSIP: 32051GTK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393269 | PA      | $191337.08    | 0.02%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Industrial Lp                                        | First Industrial LP                                                               | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    242000 | PA      | $244651.85    | 0.02%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-through Trust                  | First Horizon Mortgage Pass-Through Trust                                         | CUSIP: 32056JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416200 | PA      | $159062.98    | 0.02%             | 2037-11-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Flash Compute Llc                                          | Flash Compute LLC                                                                 | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65522.67     | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd                                                   | Flex, Ltd.                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    105000 | PA      | $103228.16    | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission                                   | Florida Gas Transmission Co. LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82119.01     | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fondo Mivivienda Sa                                        | Fondo MIVIVIENDA SA                                                               | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $150187.50    | 0.02%             | 2031-03-31      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Franklin Bsp Capital Co                                    | Franklin BSP Capital Corp.                                                        | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7043092.70   | 0.70%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - Stacr                                        | Freddie Mac STACR REMIC Trust 2021-DNA1                                           | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2796932.50   | 0.28%             | 2051-01-25      | Floating      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - Stacr                                        | Freddie Mac STACR REMIC Trust 2021-DNA2                                           | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3738520.80   | 0.37%             | 2033-08-25      | Floating      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - Stacr                                        | Freddie Mac STACR REMIC Trust 2021-HQA2                                           | CUSIP: 35564KGR4<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $3071523.68   | 0.31%             | 2033-12-25      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - Stacr                                        | Freddie Mac STACR REMIC Trust 2020-DNA6                                           | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |   4300000 | PA      | $5011982.39   | 0.50%             | 2050-12-25      | Floating      | 9.31%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Hold                                      | Freedom Mortgage Holdings LLC                                                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29541.88     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Freeport-mcmoran Inc                                       | Freeport-McMoRan, Inc.                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49668.37     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc                                     | Full House Resorts, Inc.                                                          | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50187.50     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Gatx Corp                                                  | GATX Corp.                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     93000 | PA      | $85708.11     | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gcat                                                       | GCAT 2021-NQM4 Trust                                                              | CUSIP: 36168HAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1015803.75   | 0.10%             | 2066-08-25      | Variable      | 2.46%                 | Yes           |                  2 | On Loan: No      |
| Ggam Finance Ltd                                           | GGAM Finance, Ltd.                                                                | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $122969.40    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                 | CUSIP: 36178NFW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2287078 | PA      | $2138333.25   | 0.21%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Glp Capital Lp / Fin Ii                                    | GLP Capital LP / GLP Financing II, Inc.                                           | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    162000 | PA      | $157710.76    | 0.02%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ABG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2226577 | PA      | $1976682.77   | 0.20%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1186856 | PA      | $1022036.92   | 0.10%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ABYY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1848587 | PA      | $1637597.86   | 0.16%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ADSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1936914 | PA      | $1669911.97   | 0.17%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ADSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1703743 | PA      | $1453501.91   | 0.15%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                | CUSIP: 3622ADTR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1213215 | PA      | $1088315.99   | 0.11%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gsaa Home Equity Trust                                     | GSAA Home Equity Trust                                                            | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425336 | PA      | $93524.19     | 0.01%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Gsaa Home Equity Trust                                     | GSAA Home Equity Trust                                                            | CUSIP: 3622EUAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    769118 | PA      | $162564.63    | 0.02%             | 2037-03-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Gsr Mortgage Loan Trust                                    | GSR Mortgage Loan Trust                                                           | CUSIP: 3622N6AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627159 | PA      | $328861.32    | 0.03%             | 2037-05-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Gsr Mortgage Loan Trust                                    | GSR Mortgage Loan Trust                                                           | CUSIP: 362334DH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872363 | PA      | $304467.71    | 0.03%             | 2036-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gsaa Home Equity Trust                                     | GSAA Home Equity Trust                                                            | CUSIP: 362334MD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127024 | PA      | $33746.19     | 0.00%             | 2036-03-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Gsaa Home Equity Trust                                     | GSAA Home Equity Trust                                                            | CUSIP: 36244SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708713 | PA      | $458276.17    | 0.05%             | 2036-07-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust 2018-GS10                                            | CUSIP: 36250SAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828000 | PA      | $791886.86    | 0.08%             | 2028-07-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust 2015-GC28                                            | CUSIP: 36251FAG1<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    467627 | PA      | $449400.22    | 0.04%             | 2048-02-10      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust                                                      | CUSIP: 36251SAU2<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   1954000 | PA      | $19520.46     | 0.00%             | 2031-07-15      | Floating      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GC38                                            | CUSIP: 36252SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1767000 | PA      | $1519104.04   | 0.15%             | 2029-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Corp. Trust 2017-375H                                      | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $175222.48    | 0.02%             | 2027-09-10      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Corp. Trust 2018-RIVR                                      | CUSIP: 36255WAJ4<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $3225.00      | 0.00%             | 2035-07-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage Securities Trust                               | GS Mortgage Securities Trust                                                      | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636000 | PA      | $571325.99    | 0.06%             | 2029-12-13      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Gsr Mortgage Loan Trust                                    | GSR Mortgage Loan Trust                                                           | CUSIP: 362636AT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1433969 | PA      | $673541.24    | 0.07%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ge Healthcare Tech Inc                                     | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189221.57    | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gfl Environmental Hol                                      | GFL Environmental Holdings US, Inc.                                               | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78563.67     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Gabx Leasing                                               | Gabx Leasing LLC                                                                  | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113402.37    | 0.01%             | 2031-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust                        | GS Mortgage-Backed Securities Corp. Trust 2025-NQM6                               | CUSIP: 362933AG8<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1454000 | PA      | $1461001.01   | 0.15%             | 2029-11-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust                        | GS Mortgage-Backed Securities Corp. Trust 2025-NQM6                               | CUSIP: 362933AH6<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |    687000 | PA      | $686067.74    | 0.07%             | 2029-11-25      | Variable      | 0.07%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security                                       | Garda World Security Corp.                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $173409.92    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security                                       | Garda World Security Corp.                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50729.10     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ge Vernova Inc                                             | GE Vernova, Inc.                                                                  | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     68000 | PA      | $65462.47     | 0.01%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Finl Co                                     | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    203000 | PA      | $200156.32    | 0.02%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis Clo Ltd                                      | Kennedy Lewis CLO 12, Ltd.                                                        | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499987.00    | 0.05%             | 2038-07-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                      | Genesee & Wyoming, Inc.                                                           | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106386.00    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ggp Trust                                                  | GGP 2026-TY                                                                       | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $178385.58    | 0.02%             | 2031-03-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Getty Images Inc                                           | Getty Images, Inc.                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49377.87     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Glencore Funding Llc                                       | Glencore Funding LLC                                                              | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210345.66    | 0.02%             | 2033-07-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                        | Global Payments, Inc.                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91591.25     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | 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        |    120000 | PA      | $121894.80    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco Llc                                            | Goat Holdco LLC                                                                   | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70489.58     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                                    | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179666.53    | 0.02%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                                    | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90774.48     | 0.01%             | 2026-12-31      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                                    | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    201000 | PA      | $197125.96    | 0.02%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc                                    | Goldman Sachs Group, Inc.                                                         | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29551.56     | 0.00%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38374JVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16621 | PA      | $618.09       | 0.00%             | 2034-10-20      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38374TAP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27148 | PA      | $2318.13      | 0.00%             | 2039-02-16      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375BGG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5562839 | PA      | $166184.25    | 0.02%             | 2060-10-20      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375D2C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    946730 | PA      | $59551.57     | 0.01%             | 2039-06-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375XG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16637 | PA      | $82.04        | 0.00%             | 2038-08-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38375XRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258610 | PA      | $8411.38      | 0.00%             | 2038-08-20      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38376CJP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    541475 | PA      | $553459.94    | 0.06%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38376MAF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1010432 | PA      | $46378.65     | 0.00%             | 2043-07-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38376RYY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4274775 | PA      | $208625.69    | 0.02%             | 2066-09-20      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377FGS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16359 | PA      | $881.65       | 0.00%             | 2039-09-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377JPL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16340 | PA      | $122.11       | 0.00%             | 2039-03-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377KVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1290376 | PA      | $132516.08    | 0.01%             | 2040-09-20      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377V2C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    389877 | PA      | $36077.60     | 0.00%             | 2041-05-20      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377VE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183933 | PA      | $148444.70    | 0.01%             | 2041-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377WJJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106967 | PA      | $9727.11      | 0.00%             | 2041-05-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38377WVM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    605706 | PA      | $55259.94     | 0.01%             | 2041-06-20      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378P2C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2679262 | PA      | $288136.46    | 0.03%             | 2044-01-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378PTH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1318934 | PA      | $89546.91     | 0.01%             | 2043-02-16      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378WAU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2221892 | PA      | $242160.67    | 0.02%             | 2043-08-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38378WML4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    880116 | PA      | $37610.25     | 0.00%             | 2043-03-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38379AR77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3350424 | PA      | $335996.94    | 0.03%             | 2044-03-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38379CFC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1846366 | PA      | $130128.20    | 0.01%             | 2044-06-16      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38379GB22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1346283 | PA      | $144679.10    | 0.01%             | 2044-10-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380LM42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3798409 | PA      | $240996.14    | 0.02%             | 2069-11-20      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380Q2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12852770 | PA      | $393391.15    | 0.04%             | 2071-05-20      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380RJ84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16318223 | PA      | $864289.78    | 0.09%             | 2063-04-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380VFC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7314000 | PA      | $6228048.73   | 0.62%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38380XJ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3711688 | PA      | $436096.25    | 0.04%             | 2048-07-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381E2N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25422912 | PA      | $1506917.70   | 0.15%             | 2064-01-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Ginniemae Strip                                            | Ginnie Mae Strip                                                                  | CUSIP: 38381GBR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6657104 | PA      | $366526.83    | 0.04%             | 2045-09-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381LVU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8945519 | PA      | $540721.76    | 0.05%             | 2065-10-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381LWG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7615472 | PA      | $547602.67    | 0.05%             | 2066-03-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381RDX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7795361 | PA      | $653800.83    | 0.07%             | 2045-02-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381WQ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3587688 | PA      | $423623.80    | 0.04%             | 2049-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38381XEM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14312708 | PA      | $2278329.72   | 0.23%             | 2048-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382HKF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7128421 | PA      | $853145.05    | 0.09%             | 2050-08-20      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382K5E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15340242 | PA      | $2318649.94   | 0.23%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382KVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13626560 | PA      | $376594.50    | 0.04%             | 2050-10-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382KVY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10461604 | PA      | $1423467.57   | 0.14%             | 2050-10-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382L2E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6708907 | PA      | $861349.85    | 0.09%             | 2050-11-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382LAH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9830883 | PA      | $259592.33    | 0.03%             | 2050-11-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382LAK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  15243023 | PA      | $2218054.94   | 0.22%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382LPN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13184799 | PA      | $1829704.68   | 0.18%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382LX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  14383986 | PA      | $2223486.63   | 0.22%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382M5R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  10513751 | PA      | $1524802.00   | 0.15%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382MM97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8137835 | PA      | $1070842.29   | 0.11%             | 2051-01-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382MRU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  15224659 | PA      | $2888464.93   | 0.29%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382MW70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  12784769 | PA      | $1931268.47   | 0.19%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382NXV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7142387 | PA      | $1024678.94   | 0.10%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382Q2G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9608963 | PA      | $280865.18    | 0.03%             | 2051-05-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382Q2P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11948134 | PA      | $1913720.66   | 0.19%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382Q3U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12307616 | PA      | $1561011.80   | 0.16%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382QXM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4854099 | PA      | $147898.57    | 0.01%             | 2051-05-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382RNV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10435001 | PA      | $1764724.56   | 0.18%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382RPN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18778671 | PA      | $79009.38     | 0.01%             | 2051-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382UAD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8079361 | PA      | $253680.64    | 0.03%             | 2051-06-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382VBP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7357742 | PA      | $220961.83    | 0.02%             | 2051-06-20      | Floating      | -0.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382VET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23228044 | PA      | $219107.81    | 0.02%             | 2051-06-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382WSF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10080568 | PA      | $1851540.24   | 0.19%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38382XZF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13334796 | PA      | $1631609.62   | 0.16%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383A2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15233704 | PA      | $1787014.08   | 0.18%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383AXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10151913 | PA      | $1189906.68   | 0.12%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383CFT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18628291 | PA      | $2519886.20   | 0.25%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383GRK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29934062 | PA      | $162781.43    | 0.02%             | 2052-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383HFY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19315202 | PA      | $3380869.28   | 0.34%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15576327 | PA      | $2215984.86   | 0.22%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383UV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18311004 | PA      | $15583303.44  | 1.56%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383UV64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16118426 | PA      | $12910959.06  | 1.29%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38383UVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14419008 | PA      | $1863343.95   | 0.19%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38384KHG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11863494 | PA      | $1703117.20   | 0.17%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38384MEZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14096343 | PA      | $11433828.61  | 1.14%             | 2054-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38385DG75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14129903 | PA      | $1878045.01   | 0.19%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38385EYL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18691305 | PA      | $2782107.31   | 0.28%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Government National Mortgage Association                                          | CUSIP: 38385FQE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16348309 | PA      | $2037084.35   | 0.20%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                         | Graham Holdings Co.                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88391.31     | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc                                             | Gray Media, Inc.                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55047.66     | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc                                             | Gray Media, Inc.                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55463.98     | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                     | GreenSky Home Improvement Issuer Trust 2025-3                                     | CUSIP: 39571WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $795631.20    | 0.08%             | 2060-12-27      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                     | GreenSky Home Improvement Issuer Trust 2024-2                                     | CUSIP: 39571XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223745 | PA      | $224928.11    | 0.02%             | 2059-10-27      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corporation                                        | Griffon Corp.                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129824.47    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Guardian Life Glob Fund                                    | Guardian Life Global Funding                                                      | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    161000 | PA      | $162025.68    | 0.02%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Op Corp                                    | Gulfport Energy Operating Corp.                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127996.25    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Hsi Asset Securitization Corporation Trust                 | HSI Asset Securitization Corp. Trust 2007-NC1                                     | CUSIP: 40430TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1046735 | PA      | $680754.56    | 0.07%             | 2037-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                           | Hardee's Funding LLC                                                              | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $914908.34    | 0.09%             | 2028-06-20      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I Lp                                     | Harvest Midstream I LP                                                            | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117450.08    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                          | Herc Holdings, Inc.                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66695.46     | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                          | Herc Holdings, Inc.                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19715.34     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                          | Herc Holdings, Inc.                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19355.68     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I/hilcorp                                   | Hilcorp Energy I LP / Hilcorp Finance Co.                                         | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49886.23     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operatin                                   | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49813.75     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Usa Trust                                           | Hilton USA Trust 2016-SFP                                                         | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $771655.95    | 0.08%             | 2035-11-05      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                    | Honeywell Aerospace, Inc.                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    166000 | PA      | $164769.75    | 0.02%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Hsi Asset Securitization Corporation Trust                 | HSI Asset Securitization Corp. Trust                                              | CUSIP: 44328AAA8<br>LEI: 2138004J9K5ER1VNP306 | Long             | ABS-O            | CORP              | US        |   5131792 | PA      | $1356317.18   | 0.14%             | 2036-10-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                | Hubbell, Inc.                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    118000 | PA      | $114970.72    | 0.01%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares                                      | Huntington Bancshares, Inc.                                                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    127000 | PA      | $109090.09    | 0.01%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                    | Hyundai Capital America                                                           | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    377000 | PA      | $382245.54    | 0.04%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Illumina Inc                                               | Illumina, Inc.                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157322.73    | 0.02%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Impac Cmb Trust                                            | Impac CMB Trust Series 2004-10                                                    | CUSIP: 45254NLK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55644 | PA      | $51268.02     | 0.01%             | 2035-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Llc                                          | Imperial Fund Mortgage Trust 2021-NQM4                                            | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $793224.90    | 0.08%             | 2057-01-25      | Variable      | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 45660L6U8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379123 | PA      | $160866.10    | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 45661EBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    862892 | PA      | $308068.20    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indymac Imja Mortgage Loan Trust                           | IndyMac IMJA Mortgage Loan Trust                                                  | CUSIP: 456652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    948342 | PA      | $329749.85    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indymac Imsc Mortgage Loan Trust                           | IndyMac IMSC Mortgage Loan Trust                                                  | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4704638 | PA      | $1364257.08   | 0.14%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ing Groep Nv                                               | ING Groep NV                                                                      | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    239000 | PA      | $238397.79    | 0.02%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Inversiones Cmpc Sa                                        | Inversiones CMPC SA                                                               | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $195470.00    | 0.02%             | 2057-12-09      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Jbs Nv/usa Foods/food Co                                   | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings               | CUSIP: 46590XBA3<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |     65000 | PA      | $65244.08     | 0.01%             | 2037-03-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust              | JPMCC Commercial Mortgage Securities Trust 2019-COR5                              | CUSIP: 46591EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781000 | PA      | $700253.66    | 0.07%             | 2029-05-13      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust              | JPMCC Commercial Mortgage Securities Trust 2017-JP7                               | CUSIP: 465968AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $293744.45    | 0.03%             | 2027-07-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| J.p. Morgan Alternative Loan Trust                         | JP Morgan Alternative Loan Trust                                                  | CUSIP: 46627MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134626 | PA      | $87531.89     | 0.01%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.p. Morgan Alternative Loan Trust                         | JP Morgan Alternative Loan Trust                                                  | CUSIP: 46628VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11770 | PA      | $13049.79     | 0.00%             | 2036-08-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Acquisition Corp                        | JP Morgan Mortgage Acquisition Trust 2006-RM1                                     | CUSIP: 46629NAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3188264 | PA      | $1405179.84   | 0.14%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Acquisition Corp                        | JP Morgan Mortgage Acquisition Corp.                                              | CUSIP: 46629QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150429 | PA      | $88666.08     | 0.01%             | 2029-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust                                                          | CUSIP: 46631NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112157 | PA      | $45271.30     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust                                                          | CUSIP: 46631NEA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628662 | PA      | $253870.67    | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Reremic                                          | JP Morgan Resecuritization Trust                                                  | CUSIP: 46635NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405541 | PA      | $336496.81    | 0.03%             | 2037-06-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust                                        | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2343610 | PA      | $23.44        | 0.00%             | 2047-11-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Reremic                                          | JP Morgan Resecuritization Trust                                                  | CUSIP: 46643NAF2<br>LEI: 5493004MQHFTPQUDN572 | Long             | ABS-MBS          | CORP              | US        |   1470051 | PA      | $1445364.60   | 0.14%             | 2046-07-27      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust                 | JP Morgan BB Commercial Mortgage Securities Trust                                 | CUSIP: 46644UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800488 | PA      | $8.00         | 0.00%             | 2048-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Jpmbb Commercial Mortgage Securities Trust                 | JP Morgan BB Commercial Mortgage Securities Trust                                 | CUSIP: 46644YAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100652 | PA      | $115.29       | 0.00%             | 2048-08-15      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374706.53    | 0.04%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    161000 | PA      | $163982.31    | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    181000 | PA      | $184320.28    | 0.02%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123594.71    | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Jpmorgan Chase & Co                                        | JPMorgan Chase & Co.                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96495.34     | 0.01%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust                              | CUSIP: 46651CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321000 | PA      | $299179.06    | 0.03%             | 2032-05-05      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                  | Jabil, Inc.                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     88000 | PA      | $85724.59     | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                       | Jacobs Solutions, Inc.                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    340000 | PA      | $331807.99    | 0.03%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jbs Nv/usa Foods/food Co                                   | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings               | CUSIP: 472140AH5<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    214000 | PA      | $210051.86    | 0.02%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jetblue Airways/loyalty                                    | JetBlue Airways Corp. / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18928.37     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Utilities Co                                      | Kentucky Utilities Co.                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83584.84     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Ener Part                                    | Kinder Morgan Energy Partners LP                                                  | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     84000 | PA      | $93832.58     | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services Llc                                    | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124393.20    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services Llc                                    | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35402.22     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services Llc                                    | Kodiak Gas Services LLC                                                           | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35583.00     | 0.00%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                       | Kyndryl Holdings, Inc.                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    362000 | PA      | $252374.95    | 0.03%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                                       | LBTY Commercial Mortgage Trust 2026-225L                                          | CUSIP: 50178LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $177484.50    | 0.02%             | 2031-02-10      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lcm Ltd Partnership                                        | LCM XIV LP                                                                        | CUSIP: 50184WAC6<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $483573.75    | 0.05%             | 2031-07-20      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| Lcm Ltd Partnership                                        | LCM XVII LP                                                                       | CUSIP: 50190BAB6<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $495948.35    | 0.05%             | 2031-10-15      | Floating      | 9.93%                 | Yes           |                  2 | On Loan: No      |
| Lcm Ltd Partnership                                        | LCM Loan Income Fund I Income Note Issuer, Ltd.                                   | CUSIP: 50200LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $259897.78    | 0.03%             | 2031-07-16      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| Lcm Ltd Partnership                                        | LCM 28, Ltd.                                                                      | CUSIP: 50200QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $384080.90    | 0.04%             | 2030-10-20      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Lft Cre 2021-fl1, Llc                                      | LMNT CRE 2025-FL3 LLC                                                             | CUSIP: 50208TAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1136087.68   | 0.11%             | 2031-05-21      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Lmrk Issuer Co. Llc                                        | Lmrk Issuer Co. 2 LLC                                                             | CUSIP: 50209AAK7<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $964492.25    | 0.10%             | 2030-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp Of Amer                                    | Laboratory Corp. of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    407000 | PA      | $396448.80    | 0.04%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lakeside Park Clo                                          | Lakeside Park CLO, Ltd.                                                           | CUSIP: 51219AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $942903.00    | 0.09%             | 2038-04-15      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp                                           | Lamar Media Corp.                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78368.70     | 0.01%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance                                    | Crescent Energy Finance LLC                                                       | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20447.94     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan Trust                       | Laurel Road Prime Student Loan Trust 2020-A                                       | CUSIP: 51889CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8498501 | PA      | $933500.81    | 0.09%             | 2050-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520NAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356436 | PA      | $224615.59    | 0.02%             | 2036-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520QBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3841019 | PA      | $221988.60    | 0.02%             | 2036-11-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520QBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3841019 | PA      | $217642.49    | 0.02%             | 2036-11-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170095 | PA      | $218340.09    | 0.02%             | 2036-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                      | Lehman Mortgage Trust                                                             | CUSIP: 52520SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170095 | PA      | $128568.64    | 0.01%             | 2036-12-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                      | Level 3 Financing, Inc.                                                           | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117197.78    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lewey Park Clo Ltd                                         | Lewey Park CLO, Ltd.                                                              | CUSIP: 527911AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490852.00    | 0.05%             | 2037-10-21      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Life Time Inc                                              | Life Time, Inc.                                                                   | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136141.83    | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder Intl Inc                                    | Light & Wonder International, Inc.                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58828.20     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lifepoint Health Inc                                       | LifePoint Health, Inc.                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61348.81     | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lima Metro Line 2 Fin Lt                                   | Lima Metro Line 2 Finance, Ltd.                                                   | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |    111839 | PA      | $114341.75    | 0.01%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Lindblad Expeditions Llc                                   | Lindblad Expeditions LLC                                                          | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61295.76     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group Plc                                   | Lloyds Banking Group PLC                                                          | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    288000 | PA      | $292850.52    | 0.03%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Loancore 2018-cre1 Issuer, Ltd.                            | LoanCore 2025 2025-CRE8 Issuer LLC                                                | CUSIP: 53947FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $636620.80    | 0.06%             | 2030-02-01      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Loancore 2021-cre5 Issuer, Ltd                             | LoanCore 2021-CRE5 Issuer, Ltd.                                                   | CUSIP: 53947XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $622680.25    | 0.06%             | 2036-07-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Loancore 2021-cre6 Issuer, Ltd.                            | LoanCore 2021-CRE6 Issuer, Ltd.                                                   | CUSIP: 53948HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999412.90    | 0.10%             | 2038-11-15      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                       | Lockheed Martin Corp.                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    191000 | PA      | $192831.37    | 0.02%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    118000 | PA      | $111651.51    | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mastr Asset Backed Securities Trust                        | Master Asset Backed Securities Trust                                              | CUSIP: 55275RAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3522394 | PA      | $1680657.47   | 0.17%             | 2036-10-25      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2021-FL7, Ltd.                                                                | CUSIP: 55284AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    300000 | PA      | $299712.09    | 0.03%             | 2036-10-16      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2021-FL7, Ltd.                                                                | CUSIP: 55284AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    937050 | PA      | $937574.75    | 0.09%             | 2036-10-16      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2021-FL7, Ltd.                                                                | CUSIP: 55284AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1090000 | PA      | $1091464.96   | 0.11%             | 2036-10-16      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2025-FL17 LLC                                                                 | CUSIP: 55287HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $682745.84    | 0.07%             | 2040-02-21      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2025-FL17 LLC                                                                 | CUSIP: 55287HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $783324.36    | 0.08%             | 2040-02-18      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2026-FL21 LLC                                                                 | CUSIP: 55287NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $341386.52    | 0.03%             | 2041-02-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2026-FL21 LLC                                                                 | CUSIP: 55287NAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140000 | PA      | $1143730.08   | 0.11%             | 2041-02-18      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Mhc Commercial Mortgage Trust                              | MHC Commercial Mortgage Trust 2021-MHC                                            | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8472 | PA      | $8471.55      | 0.00%             | 2026-04-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Mplx Lp                                                    | MPLX LP                                                                           | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995963.89    | 0.10%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mplx Lp                                                    | MPLX LP                                                                           | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107481.85    | 0.01%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mvw Owner Trust                                            | MVW 2021-1W LLC                                                                   | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189656 | PA      | $183488.34    | 0.02%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Mvw Owner Trust                                            | MVW 2021-1W LLC                                                                   | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220001 | PA      | $213647.92    | 0.02%             | 2041-01-22      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2024-FL14 LLC                                                                 | CUSIP: 55416AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300686.10    | 0.03%             | 2039-03-19      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2024-FL14 LLC                                                                 | CUSIP: 55416AAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1357067.25   | 0.14%             | 2039-03-19      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2024-FL14 LLC                                                                 | CUSIP: 55416AAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $888273.63    | 0.09%             | 2039-03-19      | Floating      | 9.96%                 | Yes           |                  2 | On Loan: No      |
| Mach I                                                     | MACH 1 Cayman, Ltd.                                                               | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    219434 | PA      | $217804.16    | 0.02%             | 2026-08-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Hld                                   | Macquarie Airfinance Holdings, Ltd.                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    104000 | PA      | $103517.70    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Hld                                   | Macquarie Airfinance Holdings, Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $105424.42    | 0.01%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Discovery Holdings Inc                                     | Discovery Global Holdings, Inc.                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17725.00     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Holdings Inc                                     | Discovery Global Holdings, Inc.                                                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23145.70     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Discovery Holdings Inc                                     | Discovery Global Holdings, Inc.                                                   | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48406.25     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Magnetite Clo Ltd                                          | Magnetite Xxxiii, Ltd.                                                            | CUSIP: 55953YAU0<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495408.50    | 0.05%             | 2037-10-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Clo Ltd                                          | Magnetite Xxxiii, Ltd.                                                            | CUSIP: 55954BAE5<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $974262.00    | 0.10%             | 2037-10-20      | Floating      | 9.22%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Clo Ltd                                          | Magnetite XXIX, Ltd.                                                              | CUSIP: 55955JAE7<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491680.00    | 0.05%             | 2037-07-15      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                             | Mariner Finance issuance Trust 2024-B                                             | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $852801.60    | 0.09%             | 2030-10-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                   | Mars, Inc.                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195150.50    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Marsh & Mclennan Cos Inc                                   | Marsh & McLennan Cos., Inc.                                                       | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97125.74     | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marriott International                                     | Marriott International, Inc.                                                      | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186797.27    | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International                                     | Marriott International, Inc.                                                      | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    196000 | PA      | $193794.40    | 0.02%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                     | Marvell Technology, Inc.                                                          | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    362000 | PA      | $383252.46    | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mastec Inc                                                 | MasTec, Inc.                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196379.71    | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                       | Matador Resources Co.                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60697.20     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co                                       | Matador Resources Co.                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34800.05     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Mattel Inc                                                 | Mattel, Inc.                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82518.96     | 0.01%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mcgraw-hill Education                                      | McGraw-Hill Education, Inc.                                                       | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69266.29     | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mf1 Multifamily Housing Mortgage Loan Trust                | MF1 2024-FL15                                                                     | CUSIP: 58003MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003244.00   | 0.10%             | 2041-08-18      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Mcdonald's Corp                                            | McDonald's Corp.                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    212000 | PA      | $176961.90    | 0.02%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mcgraw-hill Education                                      | McGraw-Hill Education, Inc.                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30645.21     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co., Inc.                                                                 | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238510.46    | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                     | Merrill Lynch Mortgage Investors Trust Series 2006-RM3                            | CUSIP: 590217AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9448143 | PA      | $1969599.52   | 0.20%             | 2037-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset                       | Merrill Lynch Alternative Note Asset Trust                                        | CUSIP: 59023YAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687842 | PA      | $57280.48     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Metlife Inc                                                | MetLife, Inc.                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    161000 | PA      | $163449.78    | 0.02%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer Llc                         | MetroNet Infrastructure Issuer LLC                                                | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016913.00   | 0.10%             | 2030-08-20      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Michaels Cos Inc/the                                       | Michaels Cos., Inc.                                                               | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29236.47     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Athenahealth Group Inc                                     | AthenaHealth Group, Inc.                                                          | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79873.96     | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Miter Brand / Miwd Borr                                    | Miter Brands Acquisition Holdco, Inc. / MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115005.38    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi Ufj Fin Grp                                     | Mitsubishi UFJ Financial Group, Inc.                                              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $250636.48    | 0.03%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Molex Electronics Tech                                     | Molex Electronic Technologies LLC                                                 | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    209000 | PA      | $212082.83    | 0.02%             | 2032-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2018-L1                                            | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117000 | PA      | $1030194.69   | 0.10%             | 2028-10-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2021-L6                                            | CUSIP: 61692CBX5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $278389.22    | 0.03%             | 2031-07-15      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61745M4R1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    713490 | PA      | $579876.07    | 0.06%             | 2035-07-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96341.76     | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    181000 | PA      | $185106.99    | 0.02%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95081.27     | 0.01%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98021.72     | 0.01%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                             | Morgan Stanley                                                                    | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    114000 | PA      | $111730.67    | 0.01%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61749JAE6<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |    458775 | PA      | $228285.70    | 0.02%             | 2036-06-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61749JAJ5<br>LEI: 549300E4V6DCTUJSC749 | Long             | ABS-MBS          | CORP              | US        |    556141 | PA      | $226610.99    | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61749WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133942 | PA      | $52737.13     | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61749WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900768 | PA      | $1109887.66   | 0.11%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                         | Morgan Stanley Mortgage Loan Trust                                                | CUSIP: 61752RAH5<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-O            | CORP              | US        |    303266 | PA      | $104029.57    | 0.01%             | 2047-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust                                                    | CUSIP: 61767FBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724747 | PA      | $356.07       | 0.00%             | 2026-08-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2021-L7                                            | CUSIP: 61772TAA2<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-MBS          | CORP              | US        |  10249000 | PA      | $500643.15    | 0.05%             | 2031-10-15      | Variable      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Baml Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                       | CUSIP: 61778GBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $159294.22    | 0.02%             | 2030-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans Llc                                     | Mosaic Solar Loan Trust                                                           | CUSIP: 61946EAA6<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     32326 | PA      | $31712.36     | 0.00%             | 2042-06-20      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans Llc                                     | Mosaic Solar Loan Trust                                                           | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158452 | PA      | $147928.69    | 0.01%             | 2030-08-20      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Mosaic Solar Loans Llc                                     | Mosaic Solar Loan Trust                                                           | CUSIP: 61946PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218580 | PA      | $193530.61    | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                     | Motorola Solutions, Inc.                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166404.11    | 0.02%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Medline Borrower Lp                                        | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204310.45    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ncl Corporation Ltd                                        | NCL Corp., Ltd.                                                                   | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $29164.97     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  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        |     30000 | PA      | $30924.09     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Ngpl Pipeco Llc                                            | NGPL PipeCo LLC                                                                   | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    233000 | PA      | $214338.10    | 0.02%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Nrg Energy Inc                                             | NRG Energy, Inc.                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75067.13     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nxp Bv/nxp Fdg/nxp Usa                                     | NXP BV / NXP Funding LLC / NXP USA, Inc.                                          | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    152000 | PA      | $149995.13    | 0.01%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc                                      | Nabors Industries, Inc.                                                           | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52528.05     | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries Inc                                      | Nabors Industries, Inc.                                                           | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40971.50     | 0.00%             | 2032-11-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co                                       | National Fuel Gas Co.                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86950.80     | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nationwide Bldg Society                                    | Nationwide Building Society                                                       | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    279000 | PA      | $279914.17    | 0.03%             | 2036-07-14      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                     | Natixis Commercial Mortgage Securities Trust 2019-10K                             | CUSIP: 63874UAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $482218.67    | 0.05%             | 2029-05-15      | Variable      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Natwest Group Plc                                          | NatWest Group PLC                                                                 | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    212000 | PA      | $206707.94    | 0.02%             | 2047-03-03      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc                                       | Neptune Bidco US, Inc.                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40396.52     | 0.00%             | 2031-05-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Clo Ltd                                   | Neuberger Berman Loan Advisers Clo 44, Ltd.                                       | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491766.00    | 0.05%             | 2035-10-16      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Clo Ltd                                   | Neuberger Berman Loan Advisers Clo 44, Ltd.                                       | CUSIP: 64134EAL8<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $932639.00    | 0.09%             | 2035-10-16      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Clo Ltd                                   | Neuberger Berman Loan Advisers CLO 46, Ltd.                                       | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491140.50    | 0.05%             | 2037-01-20      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| New Mountain Finance Cor                                   | New Mountain Finance Corp.                                                        | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   8312000 | PA      | $8291883.80   | 0.83%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                        | New Residential Mortgage Loan Trust 2025-NQM5                                     | CUSIP: 64832GAH7<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1974726.00   | 0.20%             | 2065-08-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance                                    | New York Life Insurance Co.                                                       | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     84000 | PA      | $93907.41     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                          | Newell Brands, Inc.                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33624.84     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Capital                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $661295.43    | 0.07%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Nextera Energy Capital                                     | NextEra Energy Capital Holdings, Inc.                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91357.82     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                          | Nexstar Media, Inc.                                                               | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15060.55     | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                          | Nexstar Media, Inc.                                                               | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75616.80     | 0.01%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nisource Inc                                               | NiSource, Inc.                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    186000 | PA      | $189328.49    | 0.02%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nisource Inc                                               | NiSource, Inc.                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95698.30     | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Nisource Inc                                               | NiSource, Inc.                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156620.53    | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance                                    | Nissan Motor Acceptance Co. LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57714.36     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Willowbrook Mall                                           | NJ 2025-WBRK                                                                      | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $164559.36    | 0.02%             | 2030-03-05      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Nj Trust 2023-gsp                                          | NJ Trust 2023-GSP                                                                 | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $285227.75    | 0.03%             | 2029-01-06      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation                        | Nomura Asset Acceptance Corp. Alternative Loan Trust                              | CUSIP: 65535VPD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877924 | PA      | $374600.02    | 0.04%             | 2035-08-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp.                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    116000 | PA      | $91395.02     | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp.                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    193000 | PA      | $177993.15    | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                      | Novartis Capital Corp.                                                            | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    217000 | PA      | $218703.89    | 0.02%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                               | Novelis Corp.                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50472.55     | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Nvent Finance Sarl                                         | nVent Finance Sarl                                                                | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    103000 | PA      | $105746.99    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| O'reilly Automotive Inc                                    | O'Reilly Automotive, Inc.                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    103000 | PA      | $101906.91    | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nyc Commercial Mortgage Trust 2021-909                     | NYC Commercial Mortgage Trust 2025-3BP                                            | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $821753.16    | 0.08%             | 2027-02-15      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Nyc Commercial Mortgage Trust 2021-909                     | NYC Commercial Mortgage Trust 2025-300P                                           | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499000 | PA      | $502574.24    | 0.05%             | 2030-07-13      | Variable      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial Llc                                   | OBX 2025-NQM23 Trust                                                              | CUSIP: 67123BAL0<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600075.00    | 0.06%             | 2029-12-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Oak-eagle Acquireco Inc                                    | OAK-Eagle Acquireco, Inc.                                                         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36286.06     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Oak-eagle Acquireco Inc                                    | OAK-Eagle Acquireco, Inc.                                                         | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20950.93     | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Oaktree Specialty Lend                                     | Oaktree Specialty Lending Corp.                                                   | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7050163.19   | 0.70%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lend                                     | Oaktree Specialty Lending Corp.                                                   | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8679080.64   | 0.87%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit                                   | Oaktree Strategic Credit Fund                                                     | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047135.88   | 0.10%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                          | Chord Energy Corp.                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77480.41     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                          | Chord Energy Corp.                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45623.70     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd                         | Octagon Investment Partners 26, Ltd.                                              | CUSIP: 675714AG4<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $29661.35     | 0.00%             | 2030-07-15      | Floating      | 12.02%                | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42, Ltd.                       | Octagon Investment Partners 42, Ltd.                                              | CUSIP: 67576RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $962444.00    | 0.10%             | 2037-07-15      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Xvi Ltd                        | Octagon Investment Partners XVI, Ltd.                                             | CUSIP: 67590BAY6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500456.20    | 0.05%             | 2030-07-17      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Xvi Ltd                        | Octagon Investment Partners XVI, Ltd.                                             | CUSIP: 67590DAG1<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $836538.25    | 0.08%             | 2030-07-17      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 40, Ltd.                       | Octagon Investment Partners 40, Ltd.                                              | CUSIP: 67592EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $407997.48    | 0.04%             | 2035-01-20      | Floating      | 10.93%                | Yes           |                  2 | On Loan: No      |
| Octagon 59 Ltd                                             | Octagon 59, Ltd.                                                                  | CUSIP: 675931AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $391457.33    | 0.04%             | 2035-05-15      | Floating      | 11.25%                | Yes           |                  2 | On Loan: No      |
| Olin Corp                                                  | Olin Corp.                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24486.90     | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Omega Hlthcare Investors                                   | Omega Healthcare Investors, Inc.                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    112000 | PA      | $103617.69    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Hlthcare Investors                                   | Omega Healthcare Investors, Inc.                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105674.33    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 180 Medical Inc                                            | 180 Medical, Inc.                                                                 | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196560.76    | 0.02%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc                                                  | ONEOK, Inc.                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105147.21    | 0.01%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corp                                       | OneMain Finance Corp.                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60358.50     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Onemain Finance Corp                                       | OneMain Finance Corp.                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81331.48     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                 | 1345T 2025-AOA                                                                    | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $419587.48    | 0.04%             | 2027-06-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Op Servicios Mega                                          | Operadora de Servicios Mega SA de CV Sofom ER                                     | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $10500.00     | 0.00%             | 2025-02-11      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Owens Corning                                              | Owens Corning                                                                     | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98241.86     | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income                                     | Blue Owl Credit Income Corp.                                                      | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977988.02   | 0.20%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income                                     | Blue Owl Credit Income Corp.                                                      | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050081.78   | 0.20%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Fina                                   | Blue Owl Technology Finance Corp.                                                 | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4725585.74   | 0.47%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                      | Blue Owl Capital Corp.                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3719355.40   | 0.37%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                      | Blue Owl Capital Corp.                                                            | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   4889000 | PA      | $4747592.23   | 0.47%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfp Iii                                                    | PFP 2024-11, Ltd.                                                                 | CUSIP: 69291WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    298659 | PA      | $299316.92    | 0.03%             | 2029-08-17      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Pfp Iii                                                    | PFP 2024-11, Ltd.                                                                 | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    585375 | PA      | $586648.55    | 0.06%             | 2029-08-17      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Pnc Financial Services                                     | PNC Financial Services Group, Inc.                                                | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68327.08     | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Pnc Financial Services                                     | PNC Financial Services Group, Inc.                                                | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87227.65     | 0.01%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Pr Mortgage Loan Trust                                     | PR Mortgage Loan Trust                                                            | CUSIP: 69358KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4607705 | PA      | $4275222.23   | 0.43%             | 2047-09-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Pseg Power Llc                                             | PSEG Power LLC                                                                    | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $69083.11     | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Penn Commercial Mortgage Trust                             | PENN Commercial Mortgage Trust 2025-P11                                           | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $238975.29    | 0.02%             | 2030-08-10      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2025-7 LLC                                                                   | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3404627.40   | 0.34%             | 2028-08-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2025-8 LLC                                                                   | CUSIP: 69383BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6504751.50   | 0.65%             | 2028-10-25      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                      | PRPM 2025-NQM6 Trust                                                              | CUSIP: 69383RAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $794272.32    | 0.08%             | 2070-12-25      | Variable      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer                                      | Panther Escrow Issuer LLC                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100386.40    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Avenue Trust                                       | MAD Commercial Mortgage Trust 2025-11MD                                           | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $183082.54    | 0.02%             | 2030-10-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Park Intermed Holdings                                     | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101289.90    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                | Paychex, Inc.                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    369000 | PA      | $371027.29    | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pennantpark Investment C                                   | PennantPark Investment Corp.                                                      | CUSIP: 708062AD6<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3043953.43   | 0.30%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pennantpark Floating Rat                                   | PennantPark Floating Rate Capital, Ltd.                                           | CUSIP: 70806AAA4<br>LEI: 529900BH3IP6381K4L72 | Long             | DBT              | RF                | US        |   3750000 | PA      | $3750000.00   | 0.37%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pennymac Fin Svcs Inc                                      | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71649.62     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Fin Svcs Inc                                      | PennyMac Financial Services, Inc.                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43470.78     | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing/ptl                                   | Penske Truck Leasing Co. Lp / PTL Finance Corp.                                   | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204099.92    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| People's Choice Home Loan Securities Trust                 | People's Choice Home Loan Securities Trust Series 2005-4                          | CUSIP: 71085PDG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4688513 | PA      | $3550083.14   | 0.35%             | 2035-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Performance Food Group I                                   | Performance Food Group, Inc.                                                      | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48279.87     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Permian Resourc Optg Llc                                   | Permian Resources Operating LLC                                                   | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102951.93    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic Of Peru                                           | Peruvian Government International Bond                                            | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $93135.00     | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negar                                   | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                         | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $198684.20    | 0.02%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                       | Pershing Square Tontine Holdings                                                  | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |    259482 | NS      | $2.59         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Petrobras Global Finance                                   | Petrobras Global Finance BV                                                       | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $49055.00     | 0.00%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pfp Iii                                                    | PFP 2026-13, Ltd.                                                                 | CUSIP: 716966AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1240000 | PA      | $1243944.44   | 0.12%             | 2043-08-18      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Phantom Aviation                                           | Phantom Aviation                                                                  | CUSIP: 71711GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249032 | PA      | $252690.67    | 0.03%             | 2033-01-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris Intl Inc                                     | Philip Morris International, Inc.                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169110.73    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery                                    | Phillips Edison Grocery Center Operating Partnership I LP                         | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146975.78    | 0.01%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                          | Post Holdings, Inc.                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98604.77     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                          | Post Holdings, Inc.                                                               | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9801.46      | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners Llc                       | PRET 2025-NPL7 LLC                                                                | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3010437.00   | 0.30%             | 2028-07-25      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2024-SFR2 Trust                                              | CUSIP: 74290XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4733920.00   | 0.47%             | 2029-04-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp                                           | Progressive Corp.                                                                 | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    207000 | PA      | $207381.67    | 0.02%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2021-SFR8 Trust                                              | CUSIP: 74333TAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6900000 | PA      | $6817102.71   | 0.68%             | 2026-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                 | Progress Residential 2021-SFR3                                                    | CUSIP: 74333VAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2490949.50   | 0.25%             | 2026-05-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Qorvo Inc                                                  | Qorvo, Inc.                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    118000 | PA      | $106806.10    | 0.01%             | 2031-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                      | Qnity Electronics, Inc.                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50619.35     | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Qxo Building Products                                      | QXO Building Products, Inc.                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45938.97     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                      | Quest Diagnostics, Inc.                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183800.39    | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                      | Quikrete Holdings, Inc.                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60984.90     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 748940AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548497 | PA      | $437902.39    | 0.04%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 748940AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28836 | PA      | $20830.36     | 0.00%             | 2036-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 74922EAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234681 | PA      | $192788.65    | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 74925FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157893 | PA      | $129175.86    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rckt Trust                                                 | RCKT Trust 2025-PL1                                                               | CUSIP: 74939RAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1097959.50   | 0.11%             | 2034-07-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Rhp Hotel Ppty/rhp Finan                                   | RHP Hotel Properties LP / RHP Finance Corp.                                       | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101898.60    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                              | Residential Funding Mortgage Securities I Trust                                   | CUSIP: 74957VAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58147 | PA      | $50192.64     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                              | Residential Funding Mortgage Securities I Trust                                   | CUSIP: 74958BAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167737 | PA      | $120063.39    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rhp Hotel Ppty/rhp Finan                                   | RHP Hotel Properties LP / RHP Finance Corp.                                       | CUSIP: 74984CAA6<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34567.53     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Rfr Trust                                                  | RFR Trust 2025-SGRM                                                               | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $784339.61    | 0.08%             | 2029-03-11      | Variable      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                     | Radiology Partners, Inc.                                                          | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91360.80     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 751155AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883906 | PA      | $789631.41    | 0.08%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75115AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38031 | PA      | $29543.14     | 0.00%             | 2036-08-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75115AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114094 | PA      | $7897.24      | 0.00%             | 2036-08-25      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75115BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3026397 | PA      | $949729.78    | 0.09%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75116CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3834 | PA      | $5613.08      | 0.00%             | 2037-04-25      | Floating      | 23.39%                | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                           | Residential Accredit Loans, Inc.                                                  | CUSIP: 75116FBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338819 | PA      | $278858.58    | 0.03%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Anywhere Re Grp/realogy                                    | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp.                         | CUSIP: 75606DAQ4<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47281.15     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Est/co-iss                                   | Anywhere Real Estate Group LLC / Anywhere Co.-Issuer Corp.                        | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55121.06     | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Re Grp/realogy                                    | Anywhere Real Estate Group LLC / Realogy Co.-Issuer Corp.                         | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26560.23     | 0.00%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Redaptive Eaas Issuer, Llc                                 | REDAPTIVE EAAS ISSUER 2025-1 LLC                                                  | CUSIP: 757204AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236297 | PA      | $235181.35    | 0.02%             | 2033-10-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Renesas Electronics Corp                                   | Renesas Electronics Corp.                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    510000 | PA      | $502178.87    | 0.05%             | 2026-11-25      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Rentokil Terminix Llc                                      | Rentokil Terminix Funding LLC                                                     | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200874.50    | 0.02%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 761119AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243132 | PA      | $165187.02    | 0.02%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 761119AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148816 | PA      | $38857.38     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 761119AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315026 | PA      | $23884.95     | 0.00%             | 2036-08-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                              | Residential Funding Mortgage Securities I Trust                                   | CUSIP: 76111XP56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254369 | PA      | $202722.20    | 0.02%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319289 | PA      | $399135.19    | 0.04%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 76113FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896502 | PA      | $220349.12    | 0.02%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 76114CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54901 | PA      | $26922.62     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                     | Residential Asset Securitization Trust                                            | CUSIP: 76114QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2516404 | PA      | $896798.55    | 0.09%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                            | Residential Mortgage Loan Trust                                                   | CUSIP: 76119CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3018030.60   | 0.30%             | 2060-01-26      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, Llc                  | Retained Vantage Data Centers Issuer LLC                                          | CUSIP: 76134KAC8<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2467062.50   | 0.25%             | 2028-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                              | Residential Funding Mortgage Securities I Trust                                   | CUSIP: 762009BK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90246 | PA      | $71303.32     | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise                                          | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp.                  | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119214.22    | 0.01%             | 2033-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Rivers Ent Borrower Llc                                    | Rivers Enterprise Borrower LLC                                                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29941.84     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                             | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60719.64     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rollins Inc                                                | Rollins, Inc.                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204962.20    | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                     | Roper Technologies, Inc.                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56651.25     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises                                    | Royal Caribbean Cruises, Ltd.                                                     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    103000 | PA      | $103400.45    | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank Of Canada                                       | Royal Bank of Canada                                                              | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    297000 | PA      | $292101.62    | 0.03%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises                                    | Royal Caribbean Cruises, Ltd.                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     89000 | PA      | $87474.25     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma Plc                                         | Royalty Pharma PLC                                                                | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $121693.86    | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Rr 2 Ltd                                                   | RR 2, Ltd.                                                                        | CUSIP: 78109RAJ5<br>LEI: 54930098CLSTWMH4JW47 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $902201.50    | 0.09%             | 2036-04-15      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| Sk Hynix Inc                                               | SK hynix, Inc.                                                                    | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    696000 | PA      | $692298.28    | 0.07%             | 2028-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Smb Private Education Loan Trust                           | SMB Private Education Loan Trust                                                  | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |     39364 | PA      | $39345.16     | 0.00%             | 2027-08-15      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Slg Office Trust                                           | SLG Office Trust 2021-OVA                                                         | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $189312.51    | 0.02%             | 2031-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Sm Energy Co                                               | SM Energy Co.                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56201.70     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sofi Alternative Trust Consumer Loan Program 2021-2        | Sofi Alternative Consumer Loan Program 2021-2                                     | CUSIP: 78472Q107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $223986.55    | 0.02%             | 2030-08-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                         | STWD 2021-FL2, Ltd.                                                               | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1080000 | PA      | $1080005.40   | 0.11%             | 2038-04-18      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Program Llc                       | Sofi Professional Loan Program Trust                                              | CUSIP: 78490D104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $629364.00    | 0.06%             | 2048-01-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                         | Saavi Energia Sarl                                                                | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $210130.00    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sabre Glbl Inc                                             | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24795.00     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Sabre Glbl Inc                                             | Sabre GLBL, Inc.                                                                  | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33832.04     | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Sabra Health Care Lp                                       | Sabra Health Care LP                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    116000 | PA      | $104792.09    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                | Extended Stay America Trust 2026-ESH2                                             | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564687 | PA      | $568470.51    | 0.06%             | 2028-02-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer, Llc                              | Scalelogix Abs Us Issuer LLC                                                      | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $348551.00    | 0.03%             | 2030-07-25      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp                                        | Charles Schwab Corp.                                                              | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105989.55    | 0.01%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Seaspan Corp                                               | Seaspan Corp.                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     90000 | PA      | $84411.70     | 0.01%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corp                                        | Select Medical Corp.                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23850.70     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust                                                            | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699103 | PA      | $534907.93    | 0.05%             | 2037-07-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                           | Societe Generale SA                                                               | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    252000 | PA      | $246697.77    | 0.02%             | 2036-10-03      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materi                                   | Solstice Advanced Materials, Inc.                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14805.48     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Co                                         | Sonoco Products Co.                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51869.55     | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                         | Sonoco Products Co.                                                               | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50892.79     | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XVIII, Ltd.                                                       | CUSIP: 83609TAG2<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1969195.90   | 0.20%             | 2031-01-21      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXIII                                                             | CUSIP: 83614BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479380.28    | 0.05%             | 2034-07-15      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXIV                                                              | CUSIP: 83614LAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $541630.24    | 0.05%             | 2034-10-25      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXIV                                                              | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $451476.98    | 0.05%             | 2034-10-25      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXVI, Ltd.                                                        | CUSIP: 83614XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479465.85    | 0.05%             | 2034-07-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXVIII, Ltd.                                                      | CUSIP: 83615FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $842969.15    | 0.08%             | 2032-01-25      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXXII, Ltd.                                                       | CUSIP: 83616AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471319.88    | 0.05%             | 2034-10-25      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Clo Ltd                                        | Sound Point CLO XXXII, Ltd.                                                       | CUSIP: 83616FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $310545.23    | 0.03%             | 2034-10-25      | Floating      | 10.63%                | Yes           |                  2 | On Loan: No      |
| Southern Co                                                | Southern Co.                                                                      | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132732.62    | 0.01%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas                                       | Southern Natural Gas Co. LLC                                                      | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    104000 | PA      | $105945.43    | 0.01%             | 2035-08-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp                                         | Expand Energy Corp.                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    103000 | PA      | $100400.76    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                     | Spirit AeroSystems, Inc.                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81079.62     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sprite Limited                                             | Sprite 2021-1, Ltd.                                                               | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87836 | PA      | $85763.34     | 0.01%             | 2028-10-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                            | Stack Infrastructure Issuer LLC                                                   | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246674.48    | 0.02%             | 2030-05-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Soluti                                   | Standard Building Solutions, Inc.                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60084.12     | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Soluti                                   | Standard Building Solutions, Inc.                                                 | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38609.56     | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Staples Inc                                                | Staples, Inc.                                                                     | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60163.30     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust                                    | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103870.70    | 0.01%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Start Ltd.                                                 | Start, Ltd.                                                                       | CUSIP: 85572RAA7<br>LEI: 549300VIQYFIDJQCKZ43 | Long             | ABS-O            | CORP              | BM        |     58377 | PA      | $60268.99     | 0.01%             | 2043-05-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust     | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                     | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149931.72    | 0.01%             | 2027-09-20      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                        | Unigel HoldCo Depositary Receipt                                                  | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                        | Unigel HoldCo Depositary Receipt                                                  | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1245 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Store Capital Llc                                          | Store Capital LLC                                                                 | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34712.19     | 0.00%             | 2031-02-11      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Storm King Park Clo, Ltd                                   | Storm King Park CLO, Ltd.                                                         | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000610.00   | 0.10%             | 2037-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                    | Structured Asset Securities Corp.                                                 | CUSIP: 86359DBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105372 | PA      | $94539.15     | 0.01%             | 2035-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                    | Structured Asset Securities Corp.                                                 | CUSIP: 86359DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105372 | PA      | $440.75       | 0.00%             | 2035-03-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                         | STWD 2025-FL4 LLC                                                                 | CUSIP: 863922AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $962126.40    | 0.10%             | 2042-11-19      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding Llc                                         | Subway Funding LLC                                                                | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246875 | PA      | $247426.52    | 0.02%             | 2034-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Helios Issuer, Llc                                         | Sunnova Helios VII Issuer LLC                                                     | CUSIP: 86745RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939471 | PA      | $524816.50    | 0.05%             | 2028-10-20      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer Lp                                         | Energy Transfer LP                                                                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998963.23    | 0.10%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands Bv                                      | Suzano Netherlands BV                                                             | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    212000 | PA      | $205242.50    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch Abs Issuer, Llc                                     | Switch ABS Issuer LLC                                                             | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $438452.96    | 0.04%             | 2029-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Switch Abs Issuer, Llc                                     | Switch ABS Issuer LLC                                                             | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1023186.00   | 0.10%             | 2029-06-25      | Fixed         | 10.03%                | Yes           |                  2 | On Loan: No      |
| Carlyle Secured Lending                                    | Carlyle Secured Lending, Inc.                                                     | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2975255.10   | 0.30%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tif Funding Ii Llc                                         | TIF Funding II LLC                                                                | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232333 | PA      | $212283.25    | 0.02%             | 2031-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| T-mobile Usa Inc                                           | T-Mobile USA, Inc.                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    209000 | PA      | $137019.43    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-mobile Usa Inc                                           | T-Mobile USA, Inc.                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    121000 | PA      | $107709.93    | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-mobile Usa Inc                                           | T-Mobile USA, Inc.                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121978.39    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tpg Real Estate Finance                                    | TRTX 2022-FL5 Issuer, Ltd.                                                        | CUSIP: 87277JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    300000 | PA      | $299225.85    | 0.03%             | 2039-02-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Takeda Us Fin                                              | Takeda US Financing, Inc.                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    243000 | PA      | $242250.61    | 0.02%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply Llc                                    | Talen Energy Supply LLC                                                           | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49478.17     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Nrg Prtnr/fin                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61760.52     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Nrg Prtnr/fin                                    | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAM3<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35198.70     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                       | Targa Resources Corp.                                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105579.89    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Comm                                       | Taylor Morrison Communities, Inc.                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60123.90     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Tbw Mortgage Backed Pass Through Certificates              | TBW Mortgage-Backed Trust                                                         | CUSIP: 878048AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1393347 | PA      | $193481.22    | 0.02%             | 2036-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Telus Corp                                                 | TELUS Corp.                                                                       | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $206300.38    | 0.02%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                      | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10126.36     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                      | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9914.67      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharm Fin Co Llc                                      | Teva Pharmaceutical Finance Co. LLC                                               | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237252.82    | 0.02%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                        | Textainer Marine Containers VII, Ltd.                                             | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    214771 | PA      | $215599.61    | 0.02%             | 2036-01-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Textron Inc                                                | Textron, Inc.                                                                     | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    183000 | PA      | $186255.24    | 0.02%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River CLO, Ltd.                                                   | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999992.40    | 0.10%             | 2031-10-22      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River CLO, Ltd.                                                   | CUSIP: 88432DBN3<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $858839.50    | 0.09%             | 2031-10-22      | Floating      | 10.15%                | Yes           |                  2 | On Loan: No      |
| Thunderbolt Aircraft Lease Limited/ Us Llc                 | Thunderbolt II Aircraft Lease, Ltd.                                               | CUSIP: 886065AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    278787 | PA      | $279340.90    | 0.03%             | 2038-09-15      | Fixed         | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Toronto-dominion Bank                                      | Toronto-Dominion Bank                                                             | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $103343.27    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Trans-allegheny Intersta                                   | Trans-Allegheny Interstate Line Co.                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $373996.77    | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Pipelines                                      | TransCanada PipeLines, Ltd.                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $726213.11    | 0.07%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                              | TransDigm, Inc.                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114477.70    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Transdigm Inc                                              | TransDigm, Inc.                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10118.51     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Transdigm Inc                                              | TransDigm, Inc.                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15207.83     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos Inc                                          | Travelers Cos., Inc.                                                              | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102548.34    | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trestles Clo Ltd                                           | Trestles CLO VI, Ltd.                                                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498293.50    | 0.05%             | 2038-04-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Trestles Clo Ltd                                           | Trestles CLO VIII, Ltd.                                                           | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000386.00   | 0.10%             | 2035-06-11      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2021-SFR1 Trust                                                | CUSIP: 89614YAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3671720.90   | 0.37%             | 2026-07-17      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential                                         | Tricon Residential 2025-SFR2 Trust                                                | CUSIP: 89617FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2888783 | PA      | $2877101.13   | 0.29%             | 2032-08-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Triton Container/tal Int                                   | Triton Container International, Ltd. / TAL International Container Corp.          | CUSIP: 89681LAC6<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    209000 | PA      | $204776.93    | 0.02%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp.                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     81000 | PA      | $86121.17     | 0.01%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp.                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184460.22    | 0.02%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ubs-barclays Commercial Mortgage Trust                     | UBS-Barclays Commercial Mortgage Trust 2013-C5                                    | CUSIP: 90270YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $293517.85    | 0.03%             | 2046-03-10      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2017-C3                                             | CUSIP: 90276GAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31908500 | PA      | $189051.48    | 0.02%             | 2050-08-15      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2017-C4                                             | CUSIP: 90276RBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $336531.30    | 0.03%             | 2027-09-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust                                                     | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1099000 | PA      | $1009862.53   | 0.10%             | 2028-02-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2018-C11                                            | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $503774.96    | 0.05%             | 2028-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Ukg Inc                                                    | UKG, Inc.                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78253.63     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Us Foods Inc                                               | US Foods, Inc.                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59791.74     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ubs Commercial Mortgage Trust                              | UBS Commercial Mortgage Trust 2018-C13                                            | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023000 | PA      | $946845.22    | 0.09%             | 2028-10-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                      | Uber Technologies, Inc.                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184156.02    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Usasf Receivables Llc                                      | US Auto Funding 2021-1                                                            | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204203 | PA      | $163324.62    | 0.02%             | 2026-05-15      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg Sa                                       | Unigel Luxembourg SA                                                              | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     77400 | PA      | $4644.00      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg Sa                                       | Unigel Luxembourg SA                                                              | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     90450 | PA      | $2713.50      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Union Pacific Corp                                         | Union Pacific Corp.                                                               | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493507.98    | 0.05%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                        | United Airlines, Inc.                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    197000 | PA      | $193410.44    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings                                   | United Airlines Holdings, Inc.                                                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279461.51    | 0.03%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings                                   | United Airlines Holdings, Inc.                                                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80407.70     | 0.01%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                      | Mexico Government International Bond                                              | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $186500.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd                                   | United Overseas Bank, Ltd.                                                        | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $198165.88    | 0.02%             | 2032-10-07      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| United Rentals North Am                                    | United Rentals North America, Inc.                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38937.18     | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $1638345.69   | 0.16%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $6212830.09   | 0.62%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $3181125.00   | 0.32%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1890820.32   | 0.19%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $1417839.85   | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4900000 | PA      | $2721796.88   | 0.27%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $4436124.99   | 0.44%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9550000 | PA      | $6387868.18   | 0.64%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2508406.26   | 0.25%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tsy Infl Ix N/b                                            | U.S. Treasury Inflation Indexed Bonds                                             | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    983808 | PA      | $983791.59    | 0.10%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Tsy Infl Ix N/b                                            | United States Treasury Inflation Indexed Bonds                                    | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1002014 | PA      | $994517.19    | 0.10%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4380468.75   | 0.44%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2605722.66   | 0.26%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Bond                                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $11333359.44  | 1.13%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Us Treasury N/b                                            | U.S. Treasury Note                                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4540781.23   | 0.45%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tsy Infl Ix N/b                                            | United States Treasury Inflation Indexed Bonds                                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1273506 | PA      | $1293677.94   | 0.13%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Uniti Group/csl Capital                                    | Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC                 | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45864.03     | 0.00%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications                                   | Univision Communications, Inc.                                                    | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83350.56     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Upland Clo Ltd                                             | Upland CLO, Ltd.                                                                  | CUSIP: 915328BA5<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500386.00    | 0.05%             | 2031-04-20      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust 2022-4                                               | CUSIP: 91678YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543902 | PA      | $547763.51    | 0.05%             | 2027-02-20      | Fixed         | 8.68%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                               | Upstart Securitization Trust 2021-4                                               | CUSIP: 91682NAC7<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |     12817 | PA      | $12798.09     | 0.00%             | 2031-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Vsp Optical Group Inc                                      | VSP Optical Group, Inc.                                                           | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74529.55     | 0.01%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Vt Topco Inc                                               | VT Topco, Inc.                                                                    | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50878.50     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Limited                                      | Vale Overseas, Ltd.                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     73000 | PA      | $74000.10     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Llc                                   | Vantage Data Centers Issuer LLC                                                   | CUSIP: 92212KAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1552905.76   | 0.16%             | 2031-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust                                            | CUSIP: 92257CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313719 | PA      | $293843.07    | 0.03%             | 2027-01-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust                                            | CUSIP: 92257CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168566 | PA      | $156004.70    | 0.02%             | 2027-07-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust                                            | CUSIP: 92257CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125846 | PA      | $114809.20    | 0.01%             | 2027-11-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust                                            | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106783 | PA      | $104591.77    | 0.01%             | 2048-10-26      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                     | Velocity Commercial Capital Loan Trust 2021-2                                     | CUSIP: 92259MAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972215 | PA      | $706561.38    | 0.07%             | 2030-12-25      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaque                                      | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21995.78     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaque                                      | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67800.15     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaque                                      | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30869.28     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Lng Inc                                     | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30696.48     | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Lng Inc                                     | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62429.72     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Lng Inc                                     | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26861.95     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corp                                               | Veralto Corp.                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71551.72     | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                               | Veralto Corp.                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    101000 | PA      | $103190.28    | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                       | Veritiv Operating Co.                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62429.88     | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Verisign Inc                                               | VeriSign, Inc.                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    243000 | PA      | $244855.38    | 0.02%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications                                     | Verizon Communications, Inc.                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    241000 | PA      | $234873.44    | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                       | Verisk Analytics, Inc.                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181371.94    | 0.02%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-9                                                 | CUSIP: 92490EAM5<br>LEI: 2138002AFCEWDDRL8N22 | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2092965.00   | 0.21%             | 2070-10-27      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-12                                                | CUSIP: 92490FAP5<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   3474000 | PA      | $3502597.97   | 0.35%             | 2070-12-25      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-12                                                | CUSIP: 92490FAQ3<br>LEI: 2138009XAW9T934GL239 | Long             | ABS-MBS          | CORP              | US        |   5639000 | PA      | $5578307.44   | 0.56%             | 2070-12-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2024-7                                                 | CUSIP: 924925AH3<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001821.60   | 0.10%             | 2069-09-25      | Variable      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-11                                                | CUSIP: 924935AM1<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-MBS          | CORP              | US        |   1196000 | PA      | $1194550.45   | 0.12%             | 2070-11-25      | Variable      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Group Corporation                                   | Vertiv Group Corp.                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    427000 | PA      | $420792.24    | 0.04%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Vertiv Holdings Co                                         | Vertiv Holdings Co.                                                               | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75035.07     | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-4                                                 | CUSIP: 92538HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1071374.25   | 0.11%             | 2066-07-25      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-6                                                 | CUSIP: 92538MAE9<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1172626.98   | 0.12%             | 2066-10-25      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2021-7                                                 | CUSIP: 92538QAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1538545.00   | 0.15%             | 2066-10-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2024-5                                                 | CUSIP: 92540HAF3<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1010296.60   | 0.10%             | 2069-06-25      | Variable      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-4                                                 | CUSIP: 92540UAG2<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1621989.76   | 0.16%             | 2070-05-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-6                                                 | CUSIP: 92540YAF6<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |   2121000 | PA      | $2114906.37   | 0.21%             | 2029-07-25      | Variable      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2025-R2                                                | CUSIP: 92541EAG7<br>LEI: 2138003KWTZZS4PBW772 | Long             | ABS-MBS          | CORP              | US        |   1183000 | PA      | $1171380.57   | 0.12%             | 2067-07-25      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                 | Verus Securitization Trust 2026-1                                                 | CUSIP: 92541JAQ4<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2453380.00   | 0.25%             | 2071-01-25      | Variable      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                            | Vibrant CLO III, Ltd.                                                             | CUSIP: 92557UBC0<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1056405.32   | 0.11%             | 2031-10-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                            | Vibrant CLO IV-R, Ltd.                                                            | CUSIP: 92558RAN3<br>LEI: 25490092S34X2G9JOV44 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992851.00    | 0.10%             | 2037-10-20      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Vici Properties / Note                                     | VICI Properties LP / VICI Note Co., Inc.                                          | CUSIP: 92564RAB1<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    193000 | PA      | $189803.39    | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Victra Hldg/victra Fin                                     | Victra Holdings LLC / Victra Finance Corp.                                        | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171381.05    | 0.02%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Videotron Ltd                                              | Videotron, Ltd.                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $186827.05    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                         | Viking Cruises, Ltd.                                                              | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    175000 | PA      | $172904.70    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp                                         | Vine Engergy Holdings LLC                                                         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68048.97     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners Ll                                   | Viper Energy Partners LLC                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73088.33     | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Elec & Power Co                                   | Virginia Electric and Power Co.                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68253.19     | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Virginia Elec & Power Co                                   | Virginia Electric and Power Co.                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91425.41     | 0.01%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Virtus Cvt & Income Fund                                   | Virtus Convertible & Income Fund                                                  | CUSIP: 92838X706<br>LEI: 549300WT3ICVH2Z06O49 | Long             | EP               | CORP              | US        |    225890 | NS      | $4682699.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co LLC                                   | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102566.95    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vital Care Issuer Llc                                      | Vital Care Issuer LLC                                                             | CUSIP: 92861WAA2<br>LEI: 959800C9BNAU0YXYRD45 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $604548.60    | 0.06%             | 2031-01-30      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Volcan Cia Minera Saa-cm                                   | Volcan Cia Minera SAA                                                             | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     90000 | PA      | $91408.50     | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Wf-rbs Commercial Mortgage Trust                           | WF-RBS Commercial Mortgage Trust                                                  | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386212 | PA      | $44.96        | 0.00%             | 2057-09-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Wf-rbs Commercial Mortgage Trust                           | WFRBS Commercial Mortgage Trust 2013-C14                                          | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     79310 | PA      | $77962.87     | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO 2022-3, Ltd.                                                             | CUSIP: 92891LAT9<br>LEI: 549300PTKRYBT0IZGR23 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $997127.00    | 0.10%             | 2036-10-20      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO, Ltd.                                                                    | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $460820.00    | 0.05%             | 2031-10-20      | Floating      | 10.13%                | Yes           |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO, Ltd.                                                                    | CUSIP: 92914VAG8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495183.40    | 0.05%             | 2031-07-14      | Floating      | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO, Ltd.                                                                    | CUSIP: 92917TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $897183.25    | 0.09%             | 2031-07-15      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO 2020-1, Ltd.                                                             | CUSIP: 92918GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $944140.45    | 0.09%             | 2034-07-16      | Floating      | 10.28%                | Yes           |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO 2021-1, Ltd.                                                             | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491459.00    | 0.05%             | 2034-07-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Voya Clo Ltd                                               | Voya CLO 2023-1, Ltd.                                                             | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998388.00    | 0.10%             | 2039-01-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent Llc                                         | Voyager Parent LLC                                                                | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62330.34     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Wsp Global Inc                                             | WSP Global, Inc.                                                                  | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    258000 | PA      | $255954.69    | 0.03%             | 2031-09-18      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Wec Energy Group Inc                                       | WEC Energy Group, Inc.                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134398.36    | 0.01%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wr Grace Holding Llc                                       | WR Grace Holdings LLC                                                             | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69051.33     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wbi Operating Llc                                          | WBI Operating LLC                                                                 | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109236.05    | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust, Llc                          | Wachovia Mortgage Loan Trust, LLC Series Trust                                    | CUSIP: 92977YBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39331 | PA      | $38161.97     | 0.00%             | 2035-10-20      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                    | Wachovia Bank Commercial Mortgage Trust                                           | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       259 | PA      | $0.27         | 0.00%             | 2048-11-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Wharf Commercial Mortgage Trust                            | WHARF Commercial Mortgage Trust 2025-DC                                           | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503566.50    | 0.05%             | 2030-07-15      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                           | Wand NewCo 3, Inc.                                                                | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112533.52    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-through Ctfs               | Washington Mutual Alternative Mortgage Pass-Through Certificates                  | CUSIP: 93934FFK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30587 | PA      | $25178.88     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-through Ctfs               | Washington Mutual Alternative Mortgage Pass-Through Certificates                  | CUSIP: 93934NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264419 | PA      | $188551.16    | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                      | Waste Connections, Inc.                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    153000 | PA      | $156302.58    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Watco Cos Llc/finance Co                                   | Watco Cos. LLC / Watco Finance Corp.                                              | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61679.70     | 0.01%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wayfair Llc                                                | Wayfair LLC                                                                       | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45965.21     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wayfair Llc                                                | Wayfair LLC                                                                       | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40335.67     | 0.00%             | 2032-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Weatherford Internationa                                   | Weatherford International, Ltd.                                                   | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $122690.28    | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet Clo Ltd                                          | Wellfleet CLO 2021-1, Ltd.                                                        | CUSIP: 94950DAA2<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $858133.20    | 0.09%             | 2034-04-20      | Floating      | 10.54%                | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                         | Wells Fargo Alternative Loan Trust                                                | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157543 | PA      | $138638.49    | 0.01%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                         | Wells Fargo Alternative Loan Trust                                                | CUSIP: 94985FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157543 | PA      | $15774.81     | 0.00%             | 2037-06-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                         | Wells Fargo Alternative Loan Trust                                                | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169896 | PA      | $150165.37    | 0.02%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C4                                    | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $242337.65    | 0.02%             | 2030-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95000LAJ2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    971166 | PA      | $949922.04    | 0.09%             | 2059-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95000PAV6<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |   5628945 | PA      | $56557.95     | 0.01%             | 2049-12-15      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                      | Wells Fargo & Co.                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    283000 | PA      | $306511.39    | 0.03%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                      | Wells Fargo & Co.                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    398000 | PA      | $404873.78    | 0.04%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                      | Wells Fargo & Co.                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78838.93     | 0.01%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust                                             | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1052209.95   | 0.11%             | 2028-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2020-C55                                    | CUSIP: 95002EBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134000 | PA      | $121334.53    | 0.01%             | 2030-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2024-5C1                                    | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $164538.86    | 0.02%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C5                                    | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238000 | PA      | $245276.61    | 0.02%             | 2030-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C6                                    | CUSIP: 95004TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $238257.21    | 0.02%             | 2030-09-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C6                                    | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $238701.36    | 0.02%             | 2030-09-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C7                                    | CUSIP: 95004XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $248361.45    | 0.02%             | 2030-11-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2025-5C7                                    | CUSIP: 95004XAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $983658.10    | 0.10%             | 2030-11-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2026-5C8                                    | CUSIP: 95005BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332000 | PA      | $335573.32    | 0.03%             | 2031-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2026-5C8                                    | CUSIP: 95005BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166000 | PA      | $162703.01    | 0.02%             | 2031-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2026-5C8                                    | CUSIP: 95005BAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747000 | PA      | $634633.42    | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution Inc                                     | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20392.44     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution Inc                                     | WESCO Distribution, Inc.                                                          | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29620.47     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Western Midstream Operat                                   | Western Midstream Operating LP                                                    | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    112000 | PA      | $110205.90    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake                                     | Westinghouse Air Brake Technologies Corp.                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183039.34    | 0.02%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                             | Whirlpool Corp.                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56918.01     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc                                     | Williams Cos., Inc.                                                               | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195012.62    | 0.02%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                   | Willis North America, Inc.                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116363.19    | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                         | Willis Engine Structured Trust V                                                  | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685556 | PA      | $663238.15    | 0.07%             | 2028-03-15      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                         | Willis Engine Structured Trust VI                                                 | CUSIP: 97064GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1104472 | PA      | $1089848.79   | 0.11%             | 2029-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | Wind River 2021-1 CLO, Ltd.                                                       | CUSIP: 97314HAY5<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002348.00   | 0.10%             | 2037-07-20      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | Wind River 2021-2 CLO, Ltd.                                                       | CUSIP: 97315YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $421119.33    | 0.04%             | 2034-07-20      | Floating      | 10.36%                | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | Wind River 2021-3 CLO, Ltd.                                                       | CUSIP: 97316DAW6<br>LEI: 254900AGKLJSTAXGRN27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987378.00    | 0.10%             | 2038-04-20      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Wind River Clo Ltd                                         | THL Credit Wind River 2017-3 CLO, Ltd.                                            | CUSIP: 97316MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $456694.68    | 0.05%             | 2035-04-15      | Floating      | 10.98%                | Yes           |                  2 | On Loan: No      |
| Windstream Services/escr                                   | Windstream Services LLC / Windstream Escrow Finance Corp.                         | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36604.30     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Uniti Services Llc                                         | Uniti Services LLC                                                                | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41614.67     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Workday Inc                                                | Workday, Inc.                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102153.96    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Xpo Inc                                                    | XPO, Inc.                                                                         | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139147.07    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Yinson Bergenia Producti                                   | Yinson Bergenia Production BV                                                     | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    197340 | PA      | $208888.05    | 0.02%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                 | Zoetis, Inc.                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     76000 | PA      | $67833.70     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                        | Inverpamplona SA                                                                  | CUSIP: 99VVBY3F8<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    263093 | PA      | $0.00         | 0.00%             | 2028-12-30      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Adani Ports And Special                                    | Adani Ports & Special Economic Zone, Ltd.                                         | CUSIP: AZ3417070<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $191848.68    | 0.02%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mong Duong Fin Hldgs Bv                                    | Mong Duong Finance Holdings BV                                                    | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    144845 | PA      | $142612.40    | 0.01%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackrock Multi-sector Income Trust                        | BlackRock Multi-Sector Income Trust                                               | CUSIP: 09258A107<br>LEI: 549300BOVTR6GS7HLC41 | Long             | EC               | RF                | US        |    366668 | NS      | $4590683.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold Fields Orogen Hold                                    | Gold Fields Orogen Holdings BVI, Ltd.                                             | CUSIP: ZS5391108<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $203961.90    | 0.02%             | 2029-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackrock Income Trust Inc                                 | BlackRock Income Trust, Inc.                                                      | CUSIP: 09247F209<br>LEI: TZVEKBHO1R4X5PI73286 | Long             | EC               | RF                | US        |    154493 | NS      | $1632991.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom Of Morocco                                         | Morocco Government International Bond                                             | CUSIP: BM9763137<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $137689.87    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adani International Cont                                   | Adani International Container Terminal Pvt, Ltd.                                  | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    292000 | PA      | $266560.09    | 0.03%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Simpar Europe Sa                                           | Simpar Europe SA                                                                  | CUSIP: BN5372345<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $169700.00    | 0.02%             | 2031-01-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chile Elec Pec Spa                                         | Chile Electricity PEC SpA                                                         | CUSIP: BN7879198<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    148053 | PA      | $134580.31    | 0.01%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guara Norte Sarl                                           | Guara Norte Sarl                                                                  | CUSIP: BN9870989<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    147330 | PA      | $142928.37    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Inretail Consumer                                          | InRetail Consumer                                                                 | CUSIP: N/A<br>LEI: 254900BI1YXHZ31NSP51       | Long             | DBT              | CORP              | PE        |    200000 | PA      | $192430.30    | 0.02%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Jsw Hydro Energy Ltd                                       | JSW Hydro Energy, Ltd.                                                            | CUSIP: BP4638287<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    139000 | PA      | $127328.94    | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ai Candelaria -spain- Sa                                   | AI Candelaria -spain- SA                                                          | CUSIP: BP4790179<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $220643.75    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bbva Mex Banca Grupo Tx                                    | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico         | CUSIP: ZF1238137<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $210758.38    | 0.02%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Acu Petroleo Luxembourg                                    | Acu Petroleo Luxembourg Sarl                                                      | CUSIP: BT4410523<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    210909 | PA      | $214480.41    | 0.02%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Agrosuper Sa                                               | Agrosuper SA                                                                      | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $142329.75    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Jsw Infrastructure                                         | JSW Infrastructure, Ltd.                                                          | CUSIP: BT5111013<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $194953.82    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Csn Resources Sa                                           | CSN Resources SA                                                                  | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $122751.00    | 0.01%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Misc Capital Two Labuan                                    | MISC Capital Two Labuan, Ltd.                                                     | CUSIP: BV5958574<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $198257.80    | 0.02%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bprl International Singa                                   | BPRL International Singapore Pte, Ltd.                                            | CUSIP: AM0189861<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $199556.40    | 0.02%             | 2027-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                         | Dominican Republic International Bond                                             | CUSIP: AM2175637<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $100765.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Allspring Income Opportunities Fund                        | Allspring Income Opportunities Fund                                               | CUSIP: 94987B105<br>LEI: 5493001HF04TYQLWJP49 | Long             | EC               | RF                | US        |     83030 | NS      | $538034.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2024-MF                                              | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629558 | PA      | $630779.77    | 0.06%             | 2039-02-15      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Eagle Point Income Co Inc                                  | Eagle Point Income Co., Inc.                                                      | CUSIP: 269817102<br>LEI: 549300P8ZFJDPIJWXX37 | Long             | EC               | RF                | US        |    110000 | NS      | $1038400.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Trust High Yield Opportunities 2027 Term Fund        | First Trust High Yield Opportunities 2027 Term Fund                               | CUSIP: 33741Q107<br>LEI: 549300VWTG40J7RZE994 | Long             | EC               | RF                | US        |    881099 | NS      | $11921269.47  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 5Yr Note Future                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -20 | NC      | $-2163593.76  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Bioceanico Sovereign                                       | Bioceanico Sovereign Certificate, Ltd.                                            | CUSIP: ZS5584637<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    206729 | PA      | $168831.41    | 0.02%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lima Metro Line 2 Fin Lt                                   | Lima Metro Line 2 Finance, Ltd.                                                   | CUSIP: EK9717506<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | NUSS              | KY        |    298237 | PA      | $304911.34    | 0.03%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rutas 2 & 7 Finance Ltd                                    | Rutas 2 & 7 Finance, Ltd.                                                         | CUSIP: ZQ0325196<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    420000 | PA      | $321299.95    | 0.03%             | 2036-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Star Energy Geothermal                                     | Star Energy Geothermal Wayang Windu, Ltd.                                         | CUSIP: AS2746293<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    127500 | PA      | $128168.81    | 0.01%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blackrock Corporate High Yield Fund Inc                    | BlackRock Corporate High Yield Fund, Inc.                                         | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             | EC               | RF                | US        |   1978428 | NS      | $16856206.56  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Unigel Luxembourg Sa                                       | Unigel Luxembourg SA                                                              | CUSIP: YR2658494<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    108704 | PA      | $6522.24      | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Unigel Luxembourg Sa                                       | Unigel Luxembourg SA                                                              | CUSIP: YR0526610<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    388946 | PA      | $11668.38     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bny Mellon Strategic Municipals Inc                        | BNY Mellon Strategic Municipals, Inc.                                             | CUSIP: 05588W108<br>LEI: 549300FH0LKMOBY7N332 | Long             | EC               | RF                | US        |     31675 | NS      | $199235.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                         | Morgan Stanley Direct Lending Fund                                                | CUSIP: 61774A103<br>LEI: 549300QEX22T2J8IB029 | Long             | EC               | RF                | US        |    203607 | NS      | $2842353.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mv24 Capital Bv                                            | MV24 Capital BV                                                                   | CUSIP: AZ9204969<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    138806 | PA      | $138627.00    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital Bv                                        | Minejesa Capital BV                                                               | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |    129800 | PA      | $128504.66    | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Unigel Netherlands Hold                                    | Unigel Netherlands Holding Corp. BV                                               | CUSIP: YR0563258<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |    459909 | PA      | $9198.18      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Bx Trust                                                   | BX Commercial Mortgage Trust 2026-XL6                                             | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $548320.08    | 0.05%             | 2028-03-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                             | Oaktree Specialty Lending Corp.                                                   | CUSIP: 67401P405<br>LEI: 549300J6MGCEU5928620 | Long             | EC               | RF                | US        |    291476 | NS      | $3293678.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Oi S.a.                                                    | OI S.A.                                                                           | CUSIP: 670851807<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |     21161 | NS      | $14.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                           | Blue Owl Technology Finance Corp.                                                 | CUSIP: 095924106<br>LEI: 254900G5EZJSOD3UKL16 | Long             | EC               | RF                | US        |    650000 | NS      | $8053500.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Holding Sa                                           | Alpha Holding SA de CV                                                            | CUSIP: ZP8032473<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    188546 | PA      | $1414.10      | 0.00%             | 2025-02-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cemex Sab De Cv                                            | Cemex SAB de CV                                                                   | CUSIP: BP9277479<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $249116.43    | 0.02%             | 9999-12-31      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Credito Real Sab De Cv                                     | Credito Real SAB de CV SOFOM ER                                                   | CUSIP: AX0096286<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $2500.00      | 0.00%             | 2026-02-07      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Docuformas Sa                                              | Mexarrend SAPI de CV                                                              | CUSIP: AZ6957007<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $750.00       | 0.00%             | 2024-07-24      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Fideicomiso Pa Pacifico                                    | Fideicomiso PA Pacifico Tres                                                      | CUSIP: JK1075825<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    149020 | PA      | $154213.35    | 0.02%             | 2035-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gnl Quintero Sa                                            | GNL Quintero SA                                                                   | CUSIP: EK4069044<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    267800 | PA      | $267043.72    | 0.03%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp Sab                                     | Orbia Advance Corp. SAB de CV                                                     | CUSIP: EK4851532<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $142987.00    | 0.01%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Generadora De Ene                                   | Mexico Generadora de Energia S de rl                                              | CUSIP: EJ4659987<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |    103924 | PA      | $104185.35    | 0.01%             | 2032-12-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico City Arpt Trust                                     | Mexico City Airport Trust                                                         | CUSIP: AP1359938<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $196273.94    | 0.02%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Peru Lng Srl                                               | Peru LNG Srl                                                                      | CUSIP: AR7830417<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    133360 | PA      | $129543.54    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prumo Participacoes E In                                   | Prumo Participacoes e Investimentos S/A                                           | CUSIP: ZQ2487259<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    182387 | PA      | $183978.64    | 0.02%             | 2031-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Transelec Sa                                               | Transelec SA                                                                      | CUSIP: LW8107226<br>LEI: 549300DPF7MAL5F6CR86 | Long             | DBT              | CORP              | CL        |    750000 | PA      | $730705.60    | 0.07%             | 2029-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pimco Income Strategy Fund Ii                              | PIMCO Income Strategy Fund II                                                     | CUSIP: 72201J104<br>LEI: RS8VXHJKKVE627NLC573 | Long             | EC               | RF                | US        |    789812 | NS      | $5441804.68   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Pimco Corporate & Income Opportunity Fund                  | PIMCO Corporate & Income Opportunity Fund                                         | CUSIP: 72201B101<br>LEI: HDLWHPN6NOUBN66AS151 | Long             | EC               | RF                | US        |        23 | NS      | $277.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivernorth/oaktree High Income Fund                        | RiverNorth/Oaktree High Income Fund                                               | CUSIP: 76881N806<br>LEI: 549300H8VZ32GNIYZV52 | Long             | EC               | RF                | US        |   4614153 | NS      | $39250288.36  | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Pgim Short Duration High Yield Opportunities Fund          | PGIM Short Duration High Yield Opportunities Fund                                 | CUSIP: 69355J104<br>LEI: 549300WGY7DHGMQJU952 | Long             | EC               | RF                | US        |    630532 | NS      | $10101122.64  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Cowen                                                   | Recv Cgbd Trs:872280102                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $4923000.00   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Cowen                                                   | Recv Fssl Trs:644323107                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $3127500.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Cowen                                                   | Recv Msdl Trs:61774a103                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $4816200.00   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Cowen                                                   | Recv Ocsl Trs:67401p405                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         1 | NC      | $2339100.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Money Market Fund      | State Street Institutional Treasury Money Market Fund Premier Class               | CUSIP: 857492888<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |  25647378 | NS      | $25647378.41  | 2.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US Long Bond Future                                                               | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -92 | NC      | $-10476500.00 | -1.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10yr Ultra Fut Jun26                                                           | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -145 | NC      | $-16459765.63 | -1.65%            |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Municipal Trust                                    | Invesco Municipal Trust                                                           | CUSIP: 46131J103<br>LEI: GKS5Y4B1VKHV66WSPK53 | Long             | EC               | RF                | US        |    263398 | NS      | $2507548.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Asset Inflation-linked Opportunities & Income Fund | Western Asset Inflation-Linked Opportunities & Income Fund                        | CUSIP: 95766R104<br>LEI: 549300Z3DNF4FJBJ4A87 | Long             | EC               | RF                | US        |    772783 | NS      | $6537744.18   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US Ultra T-Bond                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -110 | NC      | $-12821875.00 | -1.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Xai Octagon Floating Rate Alternative Income Trust         | XAI Octagon Floating Rate Alternative Income Trust                                | CUSIP: 98400T304<br>LEI: 549300XT617P63BLW552 | Long             | EC               | RF                | US        |     49044 | NS      | $842575.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-chinese Banking                                    | Oversea-Chinese Banking Corp., Ltd.                                               | CUSIP: BX0660676<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $300374.82    | 0.03%             | 2032-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux                                      | Chile Electricity Lux MPC Sarl                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |    172000 | PA      | $177909.92    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai                                   | Adani Electricity Mumbai, Ltd.                                                    | CUSIP: ZP9004422<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $183062.61    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Adani Trans Step-one Ltd                                   | Adani Transmission Step-One, Ltd.                                                 | CUSIP: ZQ5578609<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    266000 | PA      | $232562.15    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** RIVERNORTH FUNDS

**Signature:** Jonathan M. Mohrhardt

**Name of Signer:** Jonathan M. Mohrhardt

**Title:** Treasurer & Chief Financial Officer