# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001410368-26-020108
**Filing Date:** 2026-2
**Character Count:** 717215
**Document Hash:** 5e420b4f0a4d25c1ae1c95a3a1c0b8f3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020108.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020108

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSGA Active Trust
- **CENTRAL INDEX KEY:** 0001516212

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 26689978

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active Trust
- **DATE OF NAME CHANGE:** 20141208

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active ETF Trust
- **DATE OF NAME CHANGE:** 20110322

## Series and Classes Contracts Data

### State Street(R) DoubleLine(R) Total Return Tactical ETF (Series ID: S000046314)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000144728 | State Street(R) DoubleLine(R) Total Return Tactical ETF | TOTL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SSGA Active Trust

- **b. Investment Company Act file number:** 811-22542

- **c. CIK number of Registrant:** 0001516212

- **d. LEI of Registrant:** 549300MAXSRPQ75ICU67

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** State Street(R) DoubleLine(R) Total Return Tactical ETF

- **b. EDGAR series identifier (if any):** S000046314

- **c. LEI of Series:** 549300BX4XYYCFT9AP37

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $4044420643.53

**Total Liabilities:** $6770537.26

**Net Assets:** $4037650106.27

**Delayed Delivery Securities:** $4058624.69

**Cash Not Reported:** $24028750.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1712.53000000 | **1-Year:** -33559.99000000 | **5-Year:** -122912.57000000 | **10-Year:** -150300.70000000 | **30-Year:** -76411.26000000

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

- **3-Month:** -2522.95000000 | **1-Year:** -36113.64000000 | **5-Year:** -95249.87000000 | **10-Year:** -44778.55000000 | **30-Year:** -9817.08000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144728 | 0.42%                | 0.67%                | 0.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $555692.67               | $4277308.64                                |
| Month 2  | $-571828.61              | $6989417.61                                |
| Month 3  | $449941.12               | $-6846352.43                               |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### 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: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2994932 | PA      | $3036884.56   | 0.08%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET MT-1 Ltd                                                                   | CUSIP: 00039NAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3484292 | PA      | $3470762.84   | 0.09%             | 2050-02-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                        | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     29625 | PA      | $29706.62     | 0.00%             | 2028-12-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                       | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    672000 | PA      | $695741.76    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                                           | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1380000 | PA      | $1379993.10   | 0.03%             | 2042-08-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                              | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                 | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    661250 | PA      | $663451.96    | 0.02%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                                                             | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96250.00     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2023-SFR2 Trust                                                             | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6800000 | PA      | $6738270.89   | 0.17%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2946961.32   | 0.07%             | 2038-08-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2952200.07   | 0.07%             | 2038-08-17      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1971617.38   | 0.05%             | 2038-08-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                                                    | APi Group DE Inc 2025 Term Loan                                                  | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |     85000 | PA      | $85416.08     | 0.00%             | 2029-01-03      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                                              | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $694898.25    | 0.02%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                                     | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2080000 | PA      | $2076916.00   | 0.05%             | 2029-12-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2580574.88   | 0.06%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                                            | Trident TPI Holdings Inc 2024 Term Loan B7                                       | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    169120 | PA      | $162864.39    | 0.00%             | 2028-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Hexion Holdings Corporation                                                         | Hexion Holdings Corporation 2024 Term Loan B                                     | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    103558 | PA      | $100137.22    | 0.00%             | 2029-03-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                                               | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $346895.85    | 0.01%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2024-1                                                                     | CUSIP: 00255JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417784 | PA      | $424681.81    | 0.01%             | 2049-05-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                          | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1242752.76   | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADEMY LTD                                                                         | Academy Ltd                                                                      | CUSIP: 00401YAA8<br>LEI: 549300BN53IR80C35Z14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499710.00    | 0.01%             | 2027-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                                | ACE Securities Corp Home Equity Loan Trust Series 2006-FM1                       | CUSIP: 00441VAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8136273 | PA      | $1942205.62   | 0.05%             | 2036-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                                | ACE Securities Corp Home Equity Loan Trust Series 2007-WM2                       | CUSIP: 00442KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2504412 | PA      | $1019438.07   | 0.03%             | 2037-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                                       | Acrisure LLC 2024 1st Lien Term Loan B6                                          | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    693249 | PA      | $693575.20    | 0.02%             | 2030-11-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                        | Acrisure LLC 2025 Term Loan B                                                    | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     94525 | PA      | $94761.31     | 0.00%             | 2032-06-21      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $178081.20    | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $596501.00    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                                                           | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1980000 | PA      | $1984777.74   | 0.05%             | 2040-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                         | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    765000 | PA      | $775059.75    | 0.02%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                                     | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $204924.30    | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2021 Incremental Term Loan B3                                          | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     61700 | PA      | $58692.20     | 0.00%             | 2027-12-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2023 Term Loan B5                                                      | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    106457 | PA      | $102358.27    | 0.00%             | 2027-12-23      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                                  | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206316.10    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                            | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1066840.50   | 0.03%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                                             | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $570876.60    | 0.01%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                          | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3514159.95   | 0.09%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                            | Agree LP                                                                         | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    849000 | PA      | $888419.07    | 0.02%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                            | AL Candelaria -spain- SA                                                         | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $799947.00    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                                     | Alera Group Inc 2025 Term Loan                                                   | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    139650 | PA      | $140480.22    | 0.00%             | 2032-05-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Alera Group Inc                                                                     | Alera Group Inc 2025 2nd Lien Term Loan                                          | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |     54862 | PA      | $56096.91     | 0.00%             | 2033-05-30      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                 | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    652000 | PA      | $650813.36    | 0.02%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $495886.05    | 0.01%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $593354.00    | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                             | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    945000 | PA      | $996389.10    | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                         | Allied Universal Holdco LLC 2025 USD Term Loan B                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    229425 | PA      | $230894.47    | 0.01%             | 2032-08-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                            | ALLISON TRANSMISSION INC 2025 INCREMENTAL TERM LOAN B                            | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |    195000 | PA      | $196259.70    | 0.00%             | 2032-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    351158 | PA      | $352711.84    | 0.01%             | 2031-09-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    464246 | PA      | $444455.19    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAJ6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   2313128 | PA      | $1150182.92   | 0.03%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-43CB                                                 | CUSIP: 02149FAM6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   2152714 | PA      | $975259.29    | 0.02%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAL3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   6339915 | PA      | $2011899.67   | 0.05%             | 2037-08-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                            | Amentum Government Services Holdings LLC 2024 Term Loan B                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    219312 | PA      | $220202.84    | 0.01%             | 2031-09-29      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    635000 | PA      | $669448.75    | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines Inc 2025 Term Loan                                             | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    200492 | PA      | $201219.29    | 0.00%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines Inc 2025 Term Loan B                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    139300 | PA      | $140171.32    | 0.00%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                               | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386268.90    | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE AND MANUFAC INC                                                       | AMERICAN AXLE AND MANUFAC INC 2025 INCREMENTAL TERM LOAN C                       | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |    115000 | PA      | $115239.20    | 0.00%             | 2032-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                             | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279241.00    | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                             | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315750.50    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                             | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285238.80    | 0.01%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2884280.00   | 0.07%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                               | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   1703000 | PA      | $1760919.03   | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                             | American Home Mortgage Investment Trust 2007-1                                   | CUSIP: 026932AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4725237 | PA      | $2869735.94   | 0.07%             | 2047-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    445000 | PA      | $330452.55    | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1311000 | PA      | $1313346.69   | 0.03%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc.                                                 | Ameriquest Mortgage Securities Asset-Backed Pass-Through Ctfs Ser 2004 FR1       | CUSIP: 03072SQV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4804032 | PA      | $3664918.65   | 0.09%             | 2034-05-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1797146.40   | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                                    | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    440000 | PA      | $432652.00    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                       | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1799026.02   | 0.04%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                    | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    194020 | PA      | $194797.15    | 0.00%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-12                                                 | CUSIP: 03466KAE6<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |   1239572 | PA      | $1242488.85   | 0.03%             | 2070-12-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-12                                                 | CUSIP: 03466KAF3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497422.75    | 0.01%             | 2070-12-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAC1<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   1977867 | PA      | $1994115.80   | 0.05%             | 2070-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-7                                                  | CUSIP: 03466TAD9<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2785144.63   | 0.07%             | 2070-06-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-10                                                 | CUSIP: 034940AD8<br>LEI: 254900CFOEUA52TRVZ51 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1082853.16   | 0.03%             | 2070-09-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                              | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    900000 | PA      | $874773.00    | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Anthelion CLO                                                                       | Anthelion CLO 2025-1 Ltd                                                         | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005340.00   | 0.10%             | 2036-07-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                            | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $473581.40    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                                               | Prime Security Services Borrower LLC 2025 Incremental Term Loan B                | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    198998 | PA      | $198735.82    | 0.00%             | 2032-03-07      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999719.00    | 0.02%             | 2038-10-21      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | APIDOS CLO XLI Ltd                                                               | CUSIP: 03770CAW5<br>LEI: 213800RGMG7DPJTR8V62 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $997600.00    | 0.02%             | 2037-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                                                     | APL Finance 2023-1 DAC                                                           | CUSIP: 03790CAG6<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   1852000 | PA      | $1837395.13   | 0.05%             | 2036-03-20      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                                 | Applied Systems Inc 2024 2nd Lien Term Loan                                      | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     85000 | PA      | $86660.48     | 0.00%             | 2032-02-23      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                       | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    598000 | PA      | $619462.22    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                                                            | Apro LLC 2024 Term Loan B                                                        | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    232174 | PA      | $233625.53    | 0.01%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                     | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1312813 | PA      | $1312825.26   | 0.03%             | 2036-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd                                     | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                           | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    727099 | PA      | $727122.73    | 0.02%             | 2037-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                           | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1999182.00   | 0.05%             | 2043-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                    | ArcelorMittal SA                                                                 | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    662000 | PA      | $712417.92    | 0.02%             | 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: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $545921.20    | 0.01%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                                  | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |    555000 | PA      | $581745.45    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                       | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $970999.60    | 0.02%             | 2035-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                              | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16723141 | PA      | $4265646.34   | 0.11%             | 2036-07-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                                                    | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $835552.00    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                              | Arizona Public Service Co                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2673982.50   | 0.07%             | 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        |   1311000 | PA      | $1340877.69   | 0.03%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                              | Arsenal AIC Parent LLC 2025 Term Loan B                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34656 | PA      | $34797.03     | 0.00%             | 2030-08-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                              | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $180594.40    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                                 | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53840.15     | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                             | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    693000 | PA      | $709188.48    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                                 | Ascend Learning LLC 2025 Repriced Term Loan B                                    | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    399273 | PA      | $401161.67    | 0.01%             | 2028-12-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                            | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $285945.00    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                              | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $223213.00    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     85000 | PA      | $83713.10     | 0.00%             | 2029-01-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2025 Term Loan B13                                                   | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    159462 | PA      | $159598.98    | 0.00%             | 2030-09-19      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624868.75    | 0.02%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    713000 | PA      | $719359.96    | 0.02%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                               | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    796000 | PA      | $818877.04    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                     | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3315921.15   | 0.08%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                        | AutoZone Inc                                                                     | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1287948.48   | 0.03%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                                           | Avant Loans Funding Trust 2024-REV1                                              | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3035829.33   | 0.08%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    811000 | PA      | $830358.57    | 0.02%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                           | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2463655.56   | 0.06%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2109000 | PA      | $2181444.15   | 0.05%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    390000 | PA      | $388007.10    | 0.01%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    310000 | PA      | $327756.80    | 0.01%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                                      | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $586342.40    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $970315.14    | 0.02%             | 2042-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2001000 | PA      | $2046567.69   | 0.05%             | 2058-09-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR19                                                                 | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2249000 | PA      | $2321527.73   | 0.06%             | 2058-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2022-C18                                                    | CUSIP: 054975AM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12094000 | PA      | $1597010.28   | 0.04%             | 2055-12-15      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1212457.00   | 0.03%             | 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        |   1271000 | PA      | $1324420.13   | 0.03%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                                      | BCAP LLC 2010-RR4-I Trust                                                        | CUSIP: 05532XDU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4543680 | PA      | $3469365.84   | 0.09%             | 2037-01-26      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                              | Aveanna Healthcare LLC 2025 Term Loan B                                          | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    149625 | PA      | $150756.17    | 0.00%             | 2032-09-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                                                          | BCP Renaissance Parent LLC 2024 Term Loan B3                                     | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    192628 | PA      | $193831.84    | 0.00%             | 2028-10-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings Inc                                                            | BCPE Empire Holdings Inc 2025 Term Loan B                                        | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |    389123 | PA      | $385718.48    | 0.01%             | 2030-12-11      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                 | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135085.50    | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                             | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1904725.32   | 0.05%             | 2039-09-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1942122.76   | 0.05%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Trust 2025-FPM                                                              | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009577.81   | 0.03%             | 2040-10-10      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2025-5C38                                                   | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2048000 | PA      | $2107196.33   | 0.05%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BNC Mortgage Loan Trust                                                             | BNC Mortgage Loan Trust 2006-1                                                   | CUSIP: 055682AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14567874 | PA      | $10108610.53  | 0.25%             | 2036-10-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1878000 | PA      | $1932730.01   | 0.05%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                      | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $873330.62    | 0.02%             | 2041-04-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1347805.22   | 0.03%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1335845.31   | 0.03%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1086313.03   | 0.03%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-XL2                                            | CUSIP: 05609KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2017400 | PA      | $2013424.23   | 0.05%             | 2038-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-BXMF                                                               | CUSIP: 05609RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229192 | PA      | $228542.47    | 0.01%             | 2026-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236596 | PA      | $236161.37    | 0.01%             | 2039-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ARIA                                                               | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940465 | PA      | $945805.23    | 0.02%             | 2042-12-13      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2023-2 Ltd                                               | CUSIP: 05684GAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2003542.00   | 0.05%             | 2038-07-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2024-4 Ltd                                               | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498650.00    | 0.01%             | 2037-10-23      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2025-3 Ltd                                               | CUSIP: 056914AJ3<br>LEI: 254900F12G9NRZWVR294 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996500.00    | 0.02%             | 2038-07-23      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                                 | Bally's Corporation 2021 Term Loan B                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    117112 | PA      | $115681.32    | 0.00%             | 2028-10-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                                 | Banco Davivienda SA                                                              | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $378232.00    | 0.01%             | 2031-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                                 | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    900000 | PA      | $939267.00    | 0.02%             | 2035-07-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2006 8T2 Trust                                           | CUSIP: 05951UAE1<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |   1343818 | PA      | $1168168.02   | 0.03%             | 2036-10-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2007-5 Trust                                             | CUSIP: 059523BE9<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |   2671784 | PA      | $2064557.77   | 0.05%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                                             | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 05968DAG5<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    500000 | PA      | $519255.00    | 0.01%             | 2035-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                                      | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $213960.00    | 0.01%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $411080.00    | 0.01%             | 2029-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1153405.00   | 0.03%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  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        |   2420000 | PA      | $2385829.60   | 0.06%             | 2031-09-30      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    792406 | PA      | $831661.70    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                                              | Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $414172.00    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                                            | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                 | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     78355 | PA      | $75740.25     | 0.00%             | 2032-07-30      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                                            | Boxer Parent Company Inc 2025 USD Term Loan B                                    | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    387150 | PA      | $386597.93    | 0.01%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2017-BNK6                                                                   | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40273342 | PA      | $327296.62    | 0.01%             | 2060-07-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    916000 | PA      | $954133.08    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1113667.68   | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    628000 | PA      | $653716.60    | 0.02%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    971000 | PA      | $1006189.04   | 0.02%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2021-BNK35                                                                  | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9048728 | PA      | $362648.67    | 0.01%             | 2064-06-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2017-BNK4                                                                   | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23455019 | PA      | $234373.34    | 0.01%             | 2050-05-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2024-5YR8                                                                  | CUSIP: 065923BD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45724359 | PA      | $1262167.43   | 0.03%             | 2057-08-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR15                                                                 | CUSIP: 065924AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1388829.24   | 0.03%             | 2058-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1831000 | PA      | $1928165.88   | 0.05%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1305763.34   | 0.03%             | 2058-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                     | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381000 | PA      | $1436988.10   | 0.04%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $724238.65    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $143500.00    | 0.00%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $353663.25    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                               | Bausch Health Cos Inc                                                            | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $28193.48     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Bayswater Park CLO Ltd                                                              | Bayswater Park CLO Ltd                                                           | CUSIP: 072929AQ5<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3500000.00   | 0.09%             | 2039-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16028751 | PA      | $1284984.29   | 0.03%             | 2062-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                             | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219866.00    | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                         | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    746000 | PA      | $769849.62    | 0.02%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                               | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $765757.50    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17037504 | PA      | $815170.14    | 0.02%             | 2053-09-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2019-B14 Mortgage Trust                                                | CUSIP: 08162YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1844419 | PA      | $1793574.03   | 0.04%             | 2062-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350127 | PA      | $129689.16    | 0.00%             | 2054-03-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $312016.07    | 0.01%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3941000 | PA      | $4137005.83   | 0.10%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2025-V19 Mortgage Trust                                                | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2029000 | PA      | $2096092.88   | 0.05%             | 2058-01-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1421210.28   | 0.04%             | 2058-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37172788 | PA      | $1957986.25   | 0.05%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1382382.60   | 0.03%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  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      | $1001356.00   | 0.02%             | 2037-10-20      | Floating      | 6.98%                 | No            |                  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        |   5000000 | PA      | $5000000.00   | 0.12%             | 2038-10-25      | Floating      | 5.07%                 | No            |                  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      | $998842.00    | 0.02%             | 2038-01-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO 46 Ltd                                               | CUSIP: 08186HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.05%             | 2039-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261750 | PA      | $1284921.58   | 0.03%             | 2057-07-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1832000 | PA      | $1934822.54   | 0.05%             | 2057-07-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1808000 | PA      | $1876508.99   | 0.05%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2012000 | PA      | $2102123.07   | 0.05%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | PA      | $348291.88    | 0.01%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1998000 | PA      | $2047356.33   | 0.05%             | 2058-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                          | Biogen Inc                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $2596260.40   | 0.06%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                    | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1271840.16   | 0.03%             | 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        |   3184131 | PA      | $3059631.13   | 0.08%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                               | Blackfin Pipeline LLC Term Loan B                                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    130000 | PA      | $130406.25    | 0.00%             | 2032-09-29      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                 | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2769156.60   | 0.07%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                                | BlueMountain CLO XXIII Ltd                                                       | CUSIP: 09629LAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001639.00   | 0.02%             | 2037-07-20      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288000 | PA      | $1327789.15   | 0.03%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2011000 | PA      | $2068614.18   | 0.05%             | 2058-10-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                                               | Boots Group Bidco Ltd USD Term Loan                                              | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    115000 | PA      | $115766.48    | 0.00%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2022204.42   | 0.05%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569JAA8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   2454391 | PA      | $2446887.33   | 0.06%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAF8<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5056377.00   | 0.13%             | 2064-11-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | Bravo Residential Funding Trust 2025-NQM9                                        | CUSIP: 10569WAF8<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |  11477000 | PA      | $11536450.86  | 0.29%             | 2065-09-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2023-NQM4                                        | CUSIP: 10569YAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   7181428 | PA      | $7206100.46   | 0.18%             | 2063-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | Bravo Residential Funding Trust 2025-NQM10                                       | CUSIP: 10570BAF1<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1690959.98   | 0.04%             | 2065-09-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAE5<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1917301.65   | 0.05%             | 2065-07-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust Series 2025-NQM8                                 | CUSIP: 10571JAF3<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1493231.06   | 0.04%             | 2065-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1100000 | PA      | $800022.70    | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO I Ltd                                                             | Bridge Street CLO II Ltd                                                         | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2101260.00   | 0.05%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3248000 | PA      | $2648029.44   | 0.07%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                   | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    536000 | PA      | $557992.08    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                             | Brown Group Holding LLC Term Loan B                                              | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    169572 | PA      | $170612.96    | 0.00%             | 2031-07-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                             | Brown Group Holding LLC 2022 Incremental Term Loan B2                            | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     64510 | PA      | $64906.45     | 0.00%             | 2031-07-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                 | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    730000 | PA      | $759820.50    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                             | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy  | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    497456 | PA      | $544494.97    | 0.01%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538272.80    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                            | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    645000 | PA      | $675469.80    | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                              | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1436593.92   | 0.04%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corporation                                       | Burlington Coat Factory Warehouse Corporation 2024 Term Loan B                   | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |     39698 | PA      | $39830.70     | 0.00%             | 2031-09-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                            | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1137376.84   | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                        | Business Jet Securities 2024-2 LLC                                               | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2443852 | PA      | $2439861.51   | 0.06%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104710 | PA      | $1105787.85   | 0.03%             | 2041-08-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958285 | PA      | $957440.89    | 0.02%             | 2042-08-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $744150.70    | 0.02%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1128823.40   | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $370345.95    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $749398.00    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                                                                  | CCL Industries Inc                                                               | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   1370000 | PA      | $1291362.00   | 0.03%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                        | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12492105 | PA      | $116372.95    | 0.00%             | 2050-05-10      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Centragas                                                                           | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1323000 | PA      | $1337448.75   | 0.03%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CEDR TRUST                                                                          | CEDR Commercial Mortgage Trust 2022-SNAI                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $961912.32    | 0.02%             | 2039-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                     | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600715 | PA      | $3856.33      | 0.00%             | 2058-05-10      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                     | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279000 | PA      | $1266175.59   | 0.03%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479620.80    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178054.00    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    310000 | PA      | $275974.40    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-3                                           | CUSIP: 12543RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2910854 | PA      | $1300456.42   | 0.03%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-10                                          | CUSIP: 12545CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430377 | PA      | $1364841.11   | 0.03%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2021-VI Ltd                                                         | CUSIP: 12553SAG9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999200.00    | 0.02%             | 2034-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2020-III Ltd                                                        | CUSIP: 12560EAW6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2747800.00   | 0.07%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2021-V Ltd                                                          | CUSIP: 12565EAN1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000166.00   | 0.02%             | 2038-01-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2855785 | PA      | $2294763.35   | 0.06%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A3                               | CUSIP: 12567AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2126463 | PA      | $1685694.20   | 0.04%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2023-R4                                                                | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7048259 | PA      | $6987764.20   | 0.17%             | 2062-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-III Ltd                                                        | CUSIP: 12571KAC3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998600.00   | 0.05%             | 2035-04-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    625000 | PA      | $642831.25    | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2013-CCRE12 Mortgage Trust                                                  | CUSIP: 12591KAF2<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   1905290 | PA      | $10515.22     | 0.00%             | 2046-10-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2016-DC2 Mortgage Trust                                                     | CUSIP: 12594CBG4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   3195279 | PA      | $124.81       | 0.00%             | 2049-02-10      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45172299 | PA      | $471928.56    | 0.01%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26604758 | PA      | $970675.94    | 0.02%             | 2052-09-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                                                    | CPI Holdco B LLC 2024 Term Loan                                                  | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248144 | PA      | $248953.77    | 0.01%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                                    | CPI HOLDCO B LLC 2025 FUNGIBLE Add-On TERM LOAN                                  | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25000 | PA      | $25081.63     | 0.00%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-DC1 Mortgage Trust                                                     | CUSIP: 12629NAG0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    578066 | PA      | $2477.54      | 0.00%             | 2048-02-10      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                             | CRH America Finance Inc                                                          | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1315736.40   | 0.03%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                            | CSX Corp                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2927000 | PA      | $2058412.75   | 0.05%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                                  | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327554.50    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                                               | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $532675.00    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                 | CNT Holdings I Corp 2025 Term Loan                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    130558 | PA      | $131013.56    | 0.00%             | 2032-11-08      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $559412.15    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-B33                                                                    | CUSIP: 12658WAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    537802 | PA      | $514110.72    | 0.01%             | 2043-10-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-B33                                                                    | CUSIP: 12658WAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1262004.03   | 0.03%             | 2043-10-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-RPL9 Trust                                                             | CUSIP: 12658XAC1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3912792 | PA      | $3898016.57   | 0.10%             | 2061-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2022-3 Mortgage Loan Trust                                                  | CUSIP: 12659YAD6<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |  10023000 | PA      | $9611221.08   | 0.24%             | 2067-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-21CB                                                 | CUSIP: 12667GKC6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1233158 | PA      | $871823.06    | 0.02%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-54CB                                                 | CUSIP: 12668ANT8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   4267745 | PA      | $3017821.99   | 0.07%             | 2035-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-79CB                                                 | CUSIP: 12668BAD5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   2790846 | PA      | $1484565.78   | 0.04%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-OA2                                                  | CUSIP: 126694R75<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   1380336 | PA      | $1300801.67   | 0.03%             | 2046-05-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2005-J2                                          | CUSIP: 12669GW56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581116 | PA      | $410026.81    | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPPIB OVM Member US LLC                                                             | CPPIB OVM Member US LLC Term Loan B                                              | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133387 | PA      | $134367.09    | 0.00%             | 2031-08-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                              | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253575.00    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                           | Caesars Entertainment Inc 2024 Term Loan B1                                      | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    415393 | PA      | $412277.73    | 0.01%             | 2031-02-06      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    625000 | PA      | $608181.25    | 0.02%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                               | Campbell's Company/The                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    577000 | PA      | $587789.90    | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon Capital CLO 2017-1 Ltd                                                    | CUSIP: 13876GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998248.00    | 0.02%             | 2030-07-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon CLO 2020-1 Ltd                                                            | CUSIP: 13876LBC0<br>LEI: 549300IVUME0ILZ1W208 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999158.00    | 0.02%             | 2034-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                              | Canyon Capital CLO 2021-1 Ltd                                                    | CUSIP: 13877EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1982710.00   | 0.05%             | 2034-04-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| CAP SA                                                                              | CAP SA                                                                           | CUSIP: 13911YAA4<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $490872.00    | 0.01%             | 2031-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                 | Cardinal Health Inc                                                              | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2726000 | PA      | $2457434.48   | 0.06%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                    | Carlisle Cos Inc                                                                 | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $531599.25    | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle Global Market Strategies CLO 2016-3 Ltd                                  | CUSIP: 14311UBG2<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998204.00    | 0.02%             | 2034-07-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | CARLYLE US CLO 2021-8 LTD                                                        | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002328.00   | 0.07%             | 2038-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498000.00   | 0.06%             | 2038-10-15      | Floating      | 5.13%                 | No            |                  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      | $499105.50    | 0.01%             | 2037-10-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                    | Carlyle US CLO 2024-5 Ltd                                                        | CUSIP: 14319KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997900.00    | 0.02%             | 2036-10-25      | Floating      | 6.86%                 | No            |                  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        |   2000000 | PA      | $2000000.00   | 0.05%             | 2039-01-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    438000 | PA      | $452160.54    | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1360000 | PA      | $1405152.00   | 0.03%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    705000 | PA      | $724317.00    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    432000 | PA      | $437140.80    | 0.01%             | 2029-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2025-P2                                           | CUSIP: 14688YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1223813.21   | 0.03%             | 2031-07-10      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                       | Castle US Holding Corporation 2025 USD FLSO Term Loan B1                         | CUSIP: 14852DAJ0<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     68872 | PA      | $37018.87     | 0.00%             | 2030-05-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                                                              | Castle US Holding Corp                                                           | CUSIP: 14852LAB9<br>LEI: 254900VXLMLPIE9ID612 | Long             | DBT              | CORP              | US        |     77000 | PA      | $11313.61     | 0.00%             | 2031-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                                             | CBAM 2017-1 Ltd                                                                  | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $701470.00    | 0.02%             | 2038-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                                                 | Six Flags Entertainment Corporation 2024 Term Loan B                             | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    153284 | PA      | $151782.33    | 0.00%             | 2031-05-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                                   | Cedar Funding XIX CLO Ltd                                                        | CUSIP: 15033CAJ1<br>LEI: 213800XI96J5YS3DBD91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998841.00    | 0.02%             | 2038-01-23      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296253.75    | 0.01%             | 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        |    300000 | PA      | $298293.00    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                     | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208592.00    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                                                                | Cengage Learning Inc 2024 1st Lien Term Loan B                                   | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    233116 | PA      | $234349.23    | 0.01%             | 2031-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                                                  | Central Parent Inc 2024 Term Loan B                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49224 | PA      | $41854.75     | 0.00%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                                               | Chamberlain Group Inc 2025 Term Loan B                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    219579 | PA      | $220288.50    | 0.01%             | 2032-09-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2024-5                                                    | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5287235.42   | 0.13%             | 2030-03-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                                     | ChaseFlex Trust Series 2007-3                                                    | CUSIP: 16165AAB0<br>LEI: 549300U1F9IQTDPULK34 | Long             | ABS-MBS          | CORP              | US        |   7723649 | PA      | $1975865.65   | 0.05%             | 2037-07-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                            | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    642000 | PA      | $625558.38    | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2178604.80   | 0.05%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    648000 | PA      | $672727.68    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                               | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    582523 | PA      | $604000.21    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                                                  | Chile Electricity PEC SpA                                                        | CUSIP: 168831AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    452084 | PA      | $407508.27    | 0.01%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-12                                          | CUSIP: 17025LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2022772 | PA      | $1059913.02   | 0.03%             | 2037-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAS4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998201.00    | 0.02%             | 2037-10-20      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                  | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $612018.00    | 0.02%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840000 | PA      | $1832338.83   | 0.05%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1141478.00   | 0.03%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    759000 | PA      | $761049.30    | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2007-AR5                                           | CUSIP: 17311LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369210 | PA      | $343146.58    | 0.01%             | 2037-04-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2007-AR4                                           | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1039677 | PA      | $864967.02    | 0.02%             | 2037-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2007-10                                            | CUSIP: 17313QAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1839837 | PA      | $1477951.18   | 0.04%             | 2037-09-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2015-GC27                                    | CUSIP: 17323CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196308 | PA      | $189202.28    | 0.00%             | 2048-02-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2016-GC36                                    | CUSIP: 17324TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5632534 | PA      | $8104.54      | 0.00%             | 2049-02-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    601000 | PA      | $639794.55    | 0.02%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    648000 | PA      | $662554.08    | 0.02%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2021-JL1                                           | CUSIP: 17329CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356953 | PA      | $348504.63    | 0.01%             | 2062-02-27      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    560000 | PA      | $573865.60    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    685000 | PA      | $715612.65    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                            | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    805000 | PA      | $834986.25    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                                 | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $193811.10    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                                  | Clear Channel Outdoor Holdings Inc 2024 Term Loan                                | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    100000 | PA      | $100393.00    | 0.00%             | 2028-08-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298020.00    | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    495000 | PA      | $518076.90    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    365000 | PA      | $377815.15    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $437413.20    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257699.00    | 0.01%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                                          | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500500.00    | 0.01%             | 2037-04-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                                          | Clover CLO 2021-3 LLC                                                            | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998217.00    | 0.02%             | 2035-01-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                              | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648572.40    | 0.02%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc Term Loan B                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    158816 | PA      | $159126.84    | 0.00%             | 2029-04-13      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3194956.93   | 0.08%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1500000 | PA      | $926322.30    | 0.02%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                                            | Colonial Enterprises Inc                                                         | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    763000 | PA      | $769760.18    | 0.02%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                              | Colossus Acquireco LLC Term Loan B                                               | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    389025 | PA      | $389200.06    | 0.01%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2022-2 Mortgage Loan Trust                                                  | CUSIP: 19685EAA9<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |  12620935 | PA      | $12210583.67  | 0.30%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2023-1 Mortgage Loan Trust                                                  | CUSIP: 19688NAA6<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4936370 | PA      | $4941833.20   | 0.12%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAD3<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1922818.83   | 0.05%             | 2070-06-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $410436.00    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                              | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $2671742.16   | 0.07%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                       | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    118000 | PA      | $117913.86    | 0.00%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                                                  | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219417.00    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                       | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85873.80     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Compass Power Generation LLC                                                        | Compass Power Generation LLC 2025 Term Loan B                                    | CUSIP: 20451VAG8<br>LEI: 5493001FXZ2XUTES8E29 | Long             | LON              | CORP              | US        |    255960 | PA      | $258007.94    | 0.01%             | 2029-04-14      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II, LLC                                                  | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469AAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250505.32    | 0.01%             | 2049-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $12217141.68  | 0.30%             | 2042-01-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAC6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |  13500000 | PA      | $13967536.46  | 0.35%             | 2043-01-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                           | Construction Partners Inc Term Loan B                                            | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    227700 | PA      | $229692.38    | 0.01%             | 2031-11-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                 | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    761000 | PA      | $769500.37    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                                                       | CoreLogic Inc Term Loan                                                          | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    120111 | PA      | $120383.37    | 0.00%             | 2028-06-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    415000 | PA      | $385995.65    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                                | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $192402.60    | 0.00%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                | Cotiviti Corporation 2025 2nd Amendment Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    323325 | PA      | $311202.05    | 0.01%             | 2032-03-26      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                            | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $277960.80    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-HYB1                                        | CUSIP: 22239EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851444 | PA      | $744859.71    | 0.02%             | 2037-03-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                                         | Creative Artists Agency LLC 2025 Repriced Term Loan B                            | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     29788 | PA      | $29936.75     | 0.00%             | 2031-10-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H5 Mortgage Trust                                                     | CUSIP: 227920AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1411324 | PA      | $1422615.09   | 0.04%             | 2070-07-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H5 Mortgage Trust                                                     | CUSIP: 227920AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1512437.19   | 0.04%             | 2070-07-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                                                    | Crown City CLO I                                                                 | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002198.00   | 0.05%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                                                | Crown Finance US Inc 2025 Term Loan B                                            | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |    262742 | PA      | $259622.27    | 0.01%             | 2031-12-02      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KDS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045535 | PA      | $912332.87    | 0.02%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $982506.79    | 0.02%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2195566.58   | 0.05%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                      | Dcli Bidco LLC                                                                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |    680000 | PA      | $698468.80    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1810798.14   | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                         | DG Investment Intermediate Holdings 2 Inc 2025 Term Loan                         | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    375000 | PA      | $376406.25    | 0.01%             | 2032-07-09      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2, Inc.                                         | DG Investment Intermediate Holdings 2 Inc 2025 2nd Lien Term Loan                | CUSIP: 23344MAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30112.50     | 0.00%             | 2033-07-31      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $629139.42    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                            | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124901.25    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                            | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649558.00    | 0.02%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                                         | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    515000 | PA      | $531031.95    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3978130.36   | 0.10%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                             | DataBank Issuer II LLC                                                           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3457472.48   | 0.09%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                        | DAYFORCE INC 2025 TERM LOAN                                                      | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    400000 | PA      | $399288.00    | 0.01%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                             | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $758601.60    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                                                           | Deep Blue Operating I LLC Term Loan                                              | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     60000 | PA      | $60287.40     | 0.00%             | 2032-10-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3279711 | PA      | $3238428.48   | 0.08%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  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        |    940000 | PA      | $925571.71    | 0.02%             | 2035-06-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                            | Dell Inc                                                                         | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    593000 | PA      | $636893.86    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust                                   | Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3                    | CUSIP: 25150VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2411575 | PA      | $2138321.25   | 0.05%             | 2037-06-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| DexKo Global Inc                                                                    | DexKo Global Inc 2021 USD Term Loan B                                            | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |     80362 | PA      | $79934.46     | 0.00%             | 2028-10-04      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                              | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    431335 | PA      | $20228.84     | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                              | Digicel Group Holdings Ltd                                                       | CUSIP: 25381HAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    612753 | PA      | $4094.72      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DirecTV Financing LLC                                                               | DirecTV Financing LLC Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13862 | PA      | $13905.25     | 0.00%             | 2027-08-02      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                               | DirecTV Financing LLC 2024 Term Loan                                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93093 | PA      | $93531.90     | 0.00%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $412279.60    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $448753.10    | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    760000 | PA      | $743622.00    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                               | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $760012.50    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOCUFORMAS SA                                                                       | Mexarrend SAPI de CV                                                             | CUSIP: 25615WAB9<br>LEI: 549300HM88E943FM9K17 | Long             | DBT              | CORP              | MX        |    282000 | PA      | $1477.68      | 0.00%             | 2024-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                                             | Dornoch Debt Merger Sub Inc                                                      | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $243028.80    | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 37 Senior Loan Fund                                                       | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   1626877 | PA      | $1629154.63   | 0.04%             | 2031-01-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 68 CLO Ltd                                                                | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1488757.50   | 0.04%             | 2035-07-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    395000 | PA      | $348753.40    | 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        |   2187000 | PA      | $2164102.11   | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                          | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                            | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    136268 | PA      | $136934.35    | 0.00%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                          | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                            | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     51832 | PA      | $52085.46     | 0.00%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| EAB Global Inc                                                                      | EAB Global Inc 2021 Term Loan                                                    | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |     81135 | PA      | $72341.99     | 0.00%             | 2030-08-16      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                   | EMRLD Borrower LP 2024 Term Loan B                                               | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    217804 | PA      | $218504.36    | 0.01%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    270000 | PA      | $284617.80    | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eagle Parent Corp                                                                   | Eagle Parent Corp 2022 Term Loan B                                               | CUSIP: 26972CAC6<br>LEI: 5493007MVERDD2NKNE42 | Long             | LON              | CORP              | US        |    234332 | PA      | $235252.21    | 0.01%             | 2029-04-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                                  | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1256736.58   | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    515000 | PA      | $568817.50    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $148760.00    | 0.00%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2050000 | PA      | $1469522.00   | 0.04%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECO Services Operations Corp                                                        | ECO Services Operations Corp 2024 Term Loan B                                    | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |    285913 | PA      | $286678.78    | 0.01%             | 2031-06-12      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                                                        | Edelman Financial Center LLC 2024 2nd Lien Term Loan                             | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     80000 | PA      | $80033.60     | 0.00%             | 2028-10-06      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                                                        | Edelman Financial Center LLC 2024 Term Loan                                      | CUSIP: 27943UAM8<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    178647 | PA      | $179795.31    | 0.00%             | 2028-04-07      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM2                                                                   | CUSIP: 281917AE4<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   1762403 | PA      | $1779111.43   | 0.04%             | 2070-06-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAH8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988540.57    | 0.02%             | 2070-11-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Eisner Advisory Group LLC                                                           | Eisner Advisory Group LLC 2024 Term Loan B                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |    230506 | PA      | $232415.81    | 0.01%             | 2031-02-28      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                                                                    | Eldridge CLO 2025-1 Ltd                                                          | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000442.00   | 0.02%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                                            | Element Fleet Management Corp                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1279000 | PA      | $1306293.86   | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                 | Elevance Health Inc                                                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2167656.00   | 0.05%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                               | Ellucian Holdings Inc                                                            | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587546.50    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                                             | Ellucian Holdings Inc 2024 2nd Lien Term Loan                                    | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     15000 | PA      | $15159.38     | 0.00%             | 2032-11-22      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                                                | Elmwood CLO XII Ltd                                                              | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998049.00    | 0.02%             | 2037-10-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                                                          | Embarq LLC                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $55270.35     | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                                            | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    565000 | PA      | $588362.75    | 0.01%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAW0<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998201.00    | 0.02%             | 2037-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2023-2 Ltd                                                           | CUSIP: 29247BAN7<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001900.00   | 0.02%             | 2038-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                              | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    470000 | PA      | $450621.90    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                        | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1274838.74   | 0.03%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                               | Entergy Louisiana LLC                                                            | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    886000 | PA      | $772467.96    | 0.02%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                                | Entergy Arkansas LLC                                                             | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    644000 | PA      | $650085.80    | 0.02%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                            | Enterprise Products Operating LLC                                                | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1199593.12   | 0.03%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2015-GC33                                    | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $468256.08    | 0.01%             | 2058-09-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                         | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   2213000 | PA      | $1389144.36   | 0.03%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                         | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |   1258000 | PA      | $1208761.88   | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                             | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    708000 | PA      | $710655.00    | 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        |   1315000 | PA      | $1304427.40   | 0.03%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                   | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2752499.20   | 0.07%             | 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              |  | US        |   1162000 | PA      | $1193153.22   | 0.03%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    635000 | PA      | $641369.05    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST                                                               | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2983777.20   | 0.07%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                               | FMC GMSR Issuer Trust                                                            | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2566870.83   | 0.06%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2051720.30   | 0.05%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                                | FS RIALTO                                                                        | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    632744 | PA      | $632596.87    | 0.02%             | 2038-05-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                                | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1670000 | PA      | $1667192.00   | 0.04%             | 2042-08-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Non Gold Pool                                                        | CUSIP: 31288QPQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9302243 | PA      | $8514375.30   | 0.21%             | 2051-12-01      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1605645 | PA      | $1552678.70   | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    553433 | PA      | $507268.46    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4272898 | PA      | $3902807.78   | 0.10%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3131XVVC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4015194 | PA      | $3645248.68   | 0.09%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132AEA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1530778 | PA      | $1389737.85   | 0.03%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DPK98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12768173 | PA      | $11485190.09  | 0.28%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DSZN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11382269 | PA      | $11755591.14  | 0.29%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTGF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6829751 | PA      | $7024407.39   | 0.17%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTJW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2821538 | PA      | $2832058.61   | 0.07%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DTU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15119674 | PA      | $15605913.68  | 0.39%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DU5X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23986538 | PA      | $24602665.24  | 0.61%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUCA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10583737 | PA      | $9524997.39   | 0.24%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DUT72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25760888 | PA      | $26581355.53  | 0.66%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11006068 | PA      | $9422509.16   | 0.23%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11436203 | PA      | $9842526.29   | 0.24%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132FCDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7916788 | PA      | $7256412.12   | 0.18%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132HQBE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2341525 | PA      | $2168772.30   | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132HQBF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2385665 | PA      | $2209655.79   | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 3132HT3B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7189946 | PA      | $6664090.42   | 0.17%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132LVVC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10667844 | PA      | $10437320.38  | 0.26%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132M7ME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    624321 | PA      | $622753.56    | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QMX22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593407 | PA      | $562678.84    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPCJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7537800 | PA      | $7090433.92   | 0.18%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1304470 | PA      | $1238680.19   | 0.03%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    960243 | PA      | $906767.35    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QQQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4881898 | PA      | $4592159.14   | 0.11%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWWF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2523724 | PA      | $2382511.99   | 0.06%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132XEA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13938994 | PA      | $12346950.03  | 0.31%             | 2047-12-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132XGR81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17395000 | PA      | $17690251.42  | 0.44%             | 2030-01-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132XGVU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16202000 | PA      | $15918517.49  | 0.39%             | 2033-07-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132XJS27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14000000 | PA      | $13948812.64  | 0.35%             | 2035-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                            | CUSIP: 31335AH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4949139 | PA      | $4655408.94   | 0.12%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133B76S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4830028 | PA      | $4290362.00   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133BE5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11500770 | PA      | $10971114.65  | 0.27%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13749532 | PA      | $11813653.89  | 0.29%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133KYWX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8549099 | PA      | $7927835.14   | 0.20%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136A9B49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1074011 | PA      | $1012146.99   | 0.03%             | 2042-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AA6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20907 | PA      | $11363.12     | 0.00%             | 2043-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136ADMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611451 | PA      | $435333.73    | 0.01%             | 2043-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AGQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16604561 | PA      | $15666833.05  | 0.39%             | 2038-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AGV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2749927 | PA      | $2205489.05   | 0.05%             | 2039-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AGW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2142633 | PA      | $1657827.86   | 0.04%             | 2043-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AM3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5328946 | PA      | $4820236.86   | 0.12%             | 2045-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136ATY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5698000 | PA      | $5065584.45   | 0.13%             | 2045-11-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AUSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300905 | PA      | $1291155.55   | 0.03%             | 2042-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AYQU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6125195 | PA      | $6006183.60   | 0.15%             | 2047-11-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136B3RY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6434400 | PA      | $6144370.45   | 0.15%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136B7U41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  72242803 | PA      | $2059596.80   | 0.05%             | 2029-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136B87D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  90601438 | PA      | $3169990.28   | 0.08%             | 2029-07-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136B8NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12839665 | PA      | $10657629.42  | 0.26%             | 2060-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136B9NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  59458905 | PA      | $1882199.59   | 0.05%             | 2031-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BAR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6775292 | PA      | $6158956.54   | 0.15%             | 2046-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BD5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9521107 | PA      | $8052540.90   | 0.20%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BDLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9747048 | PA      | $1672756.77   | 0.04%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BDXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25837275 | PA      | $4787031.11   | 0.12%             | 2051-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BH7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18701765 | PA      | $2920368.68   | 0.07%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BKWN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19034310 | PA      | $11737801.80  | 0.29%             | 2052-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BKYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10433858 | PA      | $9638232.89   | 0.24%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136BNW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15628522 | PA      | $15038308.36  | 0.37%             | 2032-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BQDR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32180283 | PA      | $5146555.71   | 0.13%             | 2052-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BQEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37253494 | PA      | $7574458.62   | 0.19%             | 2049-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BQKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7274491 | PA      | $5279371.38   | 0.13%             | 2049-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BVF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13771021 | PA      | $12367963.14  | 0.31%             | 2046-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BXN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21418226 | PA      | $21468993.68  | 0.53%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137ABA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2202283 | PA      | $213791.16    | 0.01%             | 2041-05-15      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137ADT23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1684377 | PA      | $1646072.46   | 0.04%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137AGTG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86765 | PA      | $592.81       | 0.00%             | 2041-05-15      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137B8MJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2848959 | PA      | $2640689.96   | 0.07%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BFYN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4299477 | PA      | $3916458.18   | 0.10%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BJGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119357 | PA      | $118862.87    | 0.00%             | 2041-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BL6T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1936466 | PA      | $1890146.91   | 0.05%             | 2044-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137BMPU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3322139 | PA      | $3216234.81   | 0.08%             | 2044-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137F5AA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2217639 | PA      | $2010244.50   | 0.05%             | 2048-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137F5SA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10829233 | PA      | $10105498.91  | 0.25%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FVDA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5810466 | PA      | $5609233.46   | 0.14%             | 2050-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FXLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5725168 | PA      | $997395.74    | 0.02%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137FYY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14766968 | PA      | $2608217.83   | 0.06%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H1F76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19762529 | PA      | $3361293.15   | 0.08%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H1NH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  64081965 | PA      | $289663.30    | 0.01%             | 2051-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H1TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8896453 | PA      | $1663644.56   | 0.04%             | 2051-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H2XW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15427591 | PA      | $2382328.88   | 0.06%             | 2050-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H3CT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12231747 | PA      | $7288967.99   | 0.18%             | 2051-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H3UB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20805109 | PA      | $3033595.68   | 0.08%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H5LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19277261 | PA      | $11898401.42  | 0.29%             | 2052-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H84H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14457024 | PA      | $2666222.98   | 0.07%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137H8RE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $8960491.00   | 0.22%             | 2052-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHEA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22763943 | PA      | $4222194.63   | 0.10%             | 2050-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNSG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20112015 | PA      | $20177114.78  | 0.50%             | 2055-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21171789 | PA      | $21242364.48  | 0.53%             | 2055-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EKQU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1717209 | PA      | $1583566.42   | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EPF41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353382 | PA      | $352071.40    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138EQB35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8681649 | PA      | $8005994.03   | 0.20%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138ERHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6676298 | PA      | $6061168.27   | 0.15%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138W6R24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1729351 | PA      | $1575608.77   | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WBD93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186395 | PA      | $185703.43    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WBHQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356548 | PA      | $355225.00    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WBZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177350 | PA      | $176691.78    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WCCB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236345 | PA      | $235467.98    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WD5R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084460 | PA      | $1027440.32   | 0.03%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WDWK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3983493 | PA      | $3753552.31   | 0.09%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WH5S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1832814 | PA      | $1663945.18   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6708931 | PA      | $6090794.33   | 0.15%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138YHX21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63372 | PA      | $57412.17     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3138YKFY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4958068 | PA      | $4658444.46   | 0.12%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31397UPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1471416 | PA      | $130207.85    | 0.00%             | 2041-06-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31398NRZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688773 | PA      | $664390.77    | 0.02%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140FXMA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8221583 | PA      | $7524686.01   | 0.19%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140HWKW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10034000 | PA      | $8167391.24   | 0.20%             | 2039-11-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140J7YM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3911132 | PA      | $3412270.08   | 0.08%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4068228 | PA      | $3693396.42   | 0.09%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JB6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16875436 | PA      | $16863999.21  | 0.42%             | 2053-03-01      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JBVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3855177 | PA      | $3540153.36   | 0.09%             | 2052-04-01      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140LDZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18833530 | PA      | $16030990.84  | 0.40%             | 2033-10-01      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140LGX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9824167.30   | 0.24%             | 2032-08-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140LHVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10400000 | PA      | $10184047.54  | 0.25%             | 2032-12-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NU2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8025443 | PA      | $8036428.88   | 0.20%             | 2054-04-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140NU2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7522240 | PA      | $7529283.33   | 0.19%             | 2054-04-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140Q0LW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10055000 | PA      | $10225277.00  | 0.25%             | 2030-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QB3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2827413 | PA      | $2523046.25   | 0.06%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12109786 | PA      | $10491877.11  | 0.26%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QMMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20370060 | PA      | $18240930.94  | 0.45%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6995084 | PA      | $7026598.42   | 0.17%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QQYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9805904 | PA      | $9845526.80   | 0.24%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVEV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30629986 | PA      | $31580717.62  | 0.78%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21573169 | PA      | $22256915.93  | 0.55%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QWC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15642995 | PA      | $16257755.37  | 0.40%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0TT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29163196 | PA      | $29470138.42  | 0.73%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0UJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15111064 | PA      | $13660177.53  | 0.34%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0VV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23084869 | PA      | $23732558.86  | 0.59%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W1BU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18449220 | PA      | $19049071.26  | 0.47%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W2BF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8055689 | PA      | $6914908.45   | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W3CP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12604396 | PA      | $13078714.23  | 0.32%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140X8H67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6179185 | PA      | $5344050.23   | 0.13%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11984556 | PA      | $10726412.64  | 0.27%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XCPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21722303 | PA      | $18804735.00  | 0.47%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XD4Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10060331 | PA      | $9396616.57   | 0.23%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XJY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19738008 | PA      | $18878624.01  | 0.47%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XKLT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9643217 | PA      | $9196622.52   | 0.23%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XMTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16101606 | PA      | $16619530.52  | 0.41%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21689572 | PA      | $21735298.89  | 0.54%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19542612 | PA      | $20502180.74  | 0.51%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XPW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22539045 | PA      | $23281430.42  | 0.58%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQQD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29558260 | PA      | $26391020.68  | 0.65%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XQTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13267720 | PA      | $11375816.18  | 0.28%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418BKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461881 | PA      | $453184.18    | 0.01%             | 2034-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311473 | PA      | $305430.34    | 0.01%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418BQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053414 | PA      | $950963.24    | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418CDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1516142 | PA      | $1303550.06   | 0.03%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11085567 | PA      | $9487131.84   | 0.23%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31426N6U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17968981 | PA      | $18317017.79  | 0.45%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3211718 | PA      | $2758891.14   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427PJG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32049185 | PA      | $33049307.57  | 0.82%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427PMT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13674951 | PA      | $12253650.02  | 0.30%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427PYE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15759178 | PA      | $15925973.09  | 0.39%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Non Gold Pool                                                        | CUSIP: 3142BNBX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9840673 | PA      | $9100207.38   | 0.23%             | 2051-07-01      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GSE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32037637 | PA      | $32946002.43  | 0.82%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                          | Fertitta Entertainment LLC 2022 Term Loan B                                      | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    235794 | PA      | $236008.29    | 0.01%             | 2029-01-27      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                              | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $284946.00    | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2022-3                                        | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4392034 | PA      | $4377844.49   | 0.11%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                                   | GIP Pilot Acquisition Partners LP 2025 Term Loan B                               | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    116899 | PA      | $117317.14    | 0.00%             | 2030-10-04      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc                                        | MedAssets Software Intermediate Holdings Inc 2024 First Out Term Loan            | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     16393 | PA      | $14839.20     | 0.00%             | 2028-12-15      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc                                        | MedAssets Software Intermediate Holdings Inc 2024 Second Out Term Loan           | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |     27597 | PA      | $19073.18     | 0.00%             | 2028-12-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                                          | GC Ferry Acquisition I Inc Term Loan                                             | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     68333 | PA      | $68328.87     | 0.00%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                                          | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     11667 | PA      | $11665.93     | 0.00%             | 2032-08-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust Series 2007-FF2                               | CUSIP: 32029GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7960771 | PA      | $4192059.76   | 0.10%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA4                     | CUSIP: 32052WAD1<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |   2601938 | PA      | $843066.61    | 0.02%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA4                     | CUSIP: 32052WAG4<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |   1821658 | PA      | $566634.38    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                                 | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |   1653000 | PA      | $1687762.59   | 0.04%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1063727.96   | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1291102.26   | 0.03%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                   | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $406387.90    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                           | Corpay Technologies Operating Company LLC Term Loan B5                           | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |     59400 | PA      | $59527.41     | 0.00%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                                           | Corpay Technologies Operating Company LLC 2025 Term Loan B                       | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-11-05      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                            | Flex Ltd                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    647000 | PA      | $645945.39    | 0.02%             | 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        |    531000 | PA      | $550854.09    | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                   | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1233997.50   | 0.03%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                        | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    318219 | PA      | $319112.73    | 0.01%             | 2031-09-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                             | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340504.05    | 0.01%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortrea Holdings Inc                                                                | Fortrea Holdings Inc Term Loan B                                                 | CUSIP: 34965PAD8<br>LEI: 5493000FIVFABOVCDU97 | Long             | LON              | CORP              | US        |     13799 | PA      | $13393.46     | 0.00%             | 2030-07-01      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                                  | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                    | CUSIP: 35563PQN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5225518 | PA      | $4114403.88   | 0.10%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                                  | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8476902 | PA      | $6718157.22   | 0.17%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5064505.80   | 0.13%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $9789319.27   | 0.24%             | 2042-02-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $20505388.40  | 0.51%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |  18000000 | PA      | $18078821.64  | 0.45%             | 2044-08-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                               | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    285000 | PA      | $300672.15    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                                                       | Freeport LNG Investments LLLP 2025 Term Loan B                                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    169048 | PA      | $169946.79    | 0.00%             | 2028-12-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305121.00    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399884.00    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                              | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    705000 | PA      | $714397.65    | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125175.00    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp                                                        | Frontier Communications Corp 2025 Term Loan B                                    | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    598492 | PA      | $599710.39    | 0.01%             | 2031-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                                              | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $221676.60    | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX Corp                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    686000 | PA      | $648064.20    | 0.02%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX Corp                                                                        | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    735000 | PA      | $753977.70    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                                                      | GBT US III LLC 2025 Term Loan B1                                                 | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153450 | PA      | $154164.31    | 0.00%             | 2031-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    515000 | PA      | $533679.05    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2704369 | PA      | $2715007.84   | 0.07%             | 2070-05-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM3 Trust                                                             | CUSIP: 36171MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2972378.64   | 0.07%             | 2070-05-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust 2007-AR1                                                 | CUSIP: 362290AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3655872 | PA      | $1960698.96   | 0.05%             | 2047-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 3622AA3V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7128033 | PA      | $6098892.18   | 0.15%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 3622ACDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19079276 | PA      | $17013192.74  | 0.42%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-4                                                    | CUSIP: 3622EBAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5210660 | PA      | $2038990.56   | 0.05%             | 2037-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-10                                                   | CUSIP: 3622NDAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2091665 | PA      | $728324.58    | 0.02%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC34                                           | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     38336 | PA      | $38004.52     | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GC34                                           | CUSIP: 36250VAF9<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |   1272058 | PA      | $6432.56      | 0.00%             | 2048-10-10      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21288532 | PA      | $58389.76     | 0.00%             | 2049-10-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAA6<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    283000 | PA      | $230744.67    | 0.01%             | 2031-07-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAN8<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $41728.47     | 0.00%             | 2031-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAQ1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $64681.50     | 0.00%             | 2031-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAS7<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $58181.50     | 0.00%             | 2031-07-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2018-TWR                                       | CUSIP: 36251SAU2<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $51681.50     | 0.00%             | 2031-07-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2014-GC24                                           | CUSIP: 36253GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1613937 | PA      | $4440.26      | 0.00%             | 2047-09-10      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36289559 | PA      | $391765.38    | 0.01%             | 2050-08-10      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust 2006-OA1                                                 | CUSIP: 362631AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13876872 | PA      | $2835165.59   | 0.07%             | 2046-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                              | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1288478.40   | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Assetmark Financial Holdings, Inc.                                                  | Assetmark Financial Holdings Inc 2024 Term Loan                                  | CUSIP: 36269YAC9<br>LEI: 5493001K4EDHT2T6W812 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-09-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3722535.44   | 0.09%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAD0<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2011182.66   | 0.05%             | 2065-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAF7<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1254230.58   | 0.03%             | 2066-01-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                               | CUSIP: 362933AE3<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1945486 | PA      | $1947104.20   | 0.05%             | 2029-11-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Corp Trust 2025-NQM6                               | CUSIP: 362933AF0<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1063586.10   | 0.03%             | 2029-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    695000 | PA      | $706189.50    | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                                | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $649624.05    | 0.02%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                                | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |    345000 | PA      | $358513.65    | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                                               | Kennedy Lewis CLO 13 Ltd                                                         | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000400.00   | 0.02%             | 2037-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                                               | Kennedy Lewis CLO 12 Ltd                                                         | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503088.50   | 0.04%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                                                               | Genesee & Wyoming Inc                                                            | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1037682.60   | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    210000 | PA      | $215243.70    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                               | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    210000 | PA      | $220586.10    | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                            | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $410360.00    | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                    | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191434.50    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    632000 | PA      | $628574.56    | 0.02%             | 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        |   1915000 | PA      | $1987980.65   | 0.05%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                                     | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $672730.85    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                                                      | GOGO Intermediate Holdings LLC Term Loan B                                       | CUSIP: 38046JAB0<br>LEI: 2549003PQSV921SNHM89 | Long             | LON              | CORP              | US        |    123944 | PA      | $113641.57    | 0.00%             | 2028-04-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Golden State Food LLC                                                               | Golden State Food LLC Term Loan B                                                | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197802 | PA      | $199286.00    | 0.00%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                             | Goldentree Loan Management US Clo 17 Ltd                                         | CUSIP: 38139FAN0<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001200.00   | 0.02%             | 2039-01-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                             | GoldenTree Loan Management US CLO 27 Ltd                                         | CUSIP: 38140AAN8<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.02%             | 2039-01-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1265264.00   | 0.03%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    599000 | PA      | $622906.09    | 0.02%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1316256.48   | 0.03%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                                    | GoodLeap Sustainable Home Solutions Trust 2021-5                                 | CUSIP: 38237HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3166985 | PA      | $1189930.10   | 0.03%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                              | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237000.00    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38377RAB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2593465 | PA      | $2575932.49   | 0.06%             | 2040-12-20      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378JM66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293154 | PA      | $291276.73    | 0.01%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38379AF47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458518 | PA      | $6837.35      | 0.00%             | 2042-07-20      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38379XN89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7776373 | PA      | $6749198.83   | 0.17%             | 2043-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380R4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  53427934 | PA      | $3012204.40   | 0.07%             | 2063-05-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  68114752 | PA      | $3830785.91   | 0.09%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380RVN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  98914761 | PA      | $6131130.57   | 0.15%             | 2061-01-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380XWR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2252891 | PA      | $2193181.26   | 0.05%             | 2048-07-20      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381BK78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5018140 | PA      | $4733257.61   | 0.12%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  73821851 | PA      | $4449950.16   | 0.11%             | 2063-08-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DDS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  84295809 | PA      | $5296847.67   | 0.13%             | 2062-12-16      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  95413264 | PA      | $4763400.37   | 0.12%             | 2063-03-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DNK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  39603669 | PA      | $1701775.18   | 0.04%             | 2061-05-16      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DQY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 121651618 | PA      | $8457118.31   | 0.21%             | 2063-10-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381DZY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  79428063 | PA      | $5047079.13   | 0.13%             | 2063-10-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381E6L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  87422858 | PA      | $4033742.24   | 0.10%             | 2063-09-16      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381E8G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  78004007 | PA      | $3449608.66   | 0.09%             | 2064-07-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381JYF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  50332362 | PA      | $4460155.92   | 0.11%             | 2065-07-16      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381LKA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  60554937 | PA      | $3827721.14   | 0.09%             | 2065-10-16      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381MRS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  38424957 | PA      | $2681673.52   | 0.07%             | 2067-02-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381NS58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25313531 | PA      | $18358361.64  | 0.45%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382FM76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3754243 | PA      | $2962942.78   | 0.07%             | 2050-06-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382HYM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5705194 | PA      | $760565.73    | 0.02%             | 2050-08-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382JYN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8682546 | PA      | $1364933.01   | 0.03%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LHS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6960589 | PA      | $560903.70    | 0.01%             | 2050-11-20      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20725988 | PA      | $2792869.59   | 0.07%             | 2050-11-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LPU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25860013 | PA      | $3258311.53   | 0.08%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LR52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25530042 | PA      | $3247609.51   | 0.08%             | 2050-12-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382LXD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6738235 | PA      | $1138995.38   | 0.03%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382MT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32168960 | PA      | $5127627.34   | 0.13%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382MZR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8900965 | PA      | $1559403.15   | 0.04%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382NYE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7124504 | PA      | $1283710.95   | 0.03%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382PMU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13173512 | PA      | $2311243.74   | 0.06%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7359810 | PA      | $864490.54    | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382U5C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11954129 | PA      | $1405595.14   | 0.03%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382WHG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6538408 | PA      | $255305.87    | 0.01%             | 2051-01-20      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382WXF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16960002 | PA      | $2960011.65   | 0.07%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XJ89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5740964 | PA      | $916378.13    | 0.02%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XKH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21315042 | PA      | $3872036.82   | 0.10%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38382XRU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18531903 | PA      | $3232998.08   | 0.08%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383DAL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34869067 | PA      | $5759710.81   | 0.14%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383DBR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23199079 | PA      | $4101219.54   | 0.10%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383FTG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33255368 | PA      | $5347193.44   | 0.13%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383JBA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  66881946 | PA      | $4732694.91   | 0.12%             | 2068-02-16      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383PQQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3017384 | PA      | $532271.69    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383R4A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  47029830 | PA      | $5643981.69   | 0.14%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383V3N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33642803 | PA      | $5516949.07   | 0.14%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38383Y6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  36838251 | PA      | $5839350.87   | 0.14%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384JX58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9491929 | PA      | $1706467.94   | 0.04%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384PKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20559448 | PA      | $3435325.72   | 0.09%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385GBP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25902025 | PA      | $3945133.99   | 0.10%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                                    | Grace Trust 2020-GRCE                                                            | CUSIP: 38406JAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147000 | PA      | $1007467.68   | 0.02%             | 2040-12-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                                                | GrafTech Finance Inc                                                             | CUSIP: 384311AC0<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $137440.20    | 0.00%             | 2029-12-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                                                  | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160660.50   | 0.03%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                        | Graham Packaging Company Inc 2024 Term Loan B                                    | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    265000 | PA      | $266347.53    | 0.01%             | 2027-08-04      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                         | Grant Thornton Advisors LLC 2025 Term Loan B                                     | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    337007 | PA      | $338061.95    | 0.01%             | 2031-06-02      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                                         | Grant Thornton Advisors LLC 2025 Incremental Term Loan                           | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     64838 | PA      | $65173.36     | 0.00%             | 2031-06-02      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                      | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $358092.75    | 0.01%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                      | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352714.20    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  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        |   3107000 | PA      | $3169795.36   | 0.08%             | 2060-12-27      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                                              | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    142146 | PA      | $142093.27    | 0.00%             | 2039-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                                              | Greystone CRE Notes 2021-FL3 Ltd                                                 | CUSIP: 39809PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2925000 | PA      | $2917023.53   | 0.07%             | 2039-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                                 | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951662.50    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    820000 | PA      | $809897.60    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    665000 | PA      | $652258.60    | 0.02%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                              | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359943.50    | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                             | Guardian Life Global Funding                                                     | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1149555.92   | 0.03%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                             | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    545000 | PA      | $563170.30    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                                              | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    762000 | PA      | $780935.70    | 0.02%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding                                                                    | Hardee's Funding LLC                                                             | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1576750 | PA      | $1567983.43   | 0.04%             | 2048-06-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                                                                  | Harsco Corporation 2021 Term Loan                                                | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    193713 | PA      | $194035.60    | 0.00%             | 2028-06-09      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    485000 | PA      | $505515.50    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    365000 | PA      | $383899.70    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258659.25    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258371.10    | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                            | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $366087.70    | 0.01%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2538661.52   | 0.06%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                                              | HighTower Holdings LLC 2025 1st Lien Term Loan B                                 | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |    402975 | PA      | $404236.31    | 0.01%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                               | Hightower Holding LLC                                                            | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313743.15    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                            | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $280370.95    | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                            | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    665000 | PA      | $680501.15    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-3EXT                                           | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450000 | PA      | $3458319.61   | 0.09%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                               | Amrize Finance US LLC                                                            | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    541000 | PA      | $553112.99    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                                                          | Homeserve USA Holding Corp 2024 Term Loan B                                      | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    108350 | PA      | $108689.14    | 0.00%             | 2030-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                     | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5813763 | PA      | $5801253.02   | 0.14%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                  | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2343750 | PA      | $2366754.38   | 0.06%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $471906.00    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                         | Hubbell Inc                                                                      | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    744000 | PA      | $739498.80    | 0.02%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                                             | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1165000 | PA      | $1221199.60   | 0.03%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                          | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2137767.20   | 0.05%             | 2029-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                      | ICG US CLO 2023-1 I Ltd                                                          | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003700.00   | 0.02%             | 2038-07-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $340308.00    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                            | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149308.40    | 0.00%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                            | iHeartCommunications Inc 2024 Term Loan                                          | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     74250 | PA      | $68177.46     | 0.00%             | 2029-05-01      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                        | Illumina Inc                                                                     | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1059427.06   | 0.03%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                                               | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100267.00    | 0.00%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                                          | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1940000 | PA      | $1943955.66   | 0.05%             | 2042-10-19      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                        | MH Sub I LLC 2024 Term Loan B4                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    260629 | PA      | $224263.79    | 0.01%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2005-A16                                  | CUSIP: 45660L2V0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3039450 | PA      | $1001826.92   | 0.02%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                    | IndyMac INDX Mortgage Loan Trust 2006-AR3                                        | CUSIP: 45660L5X3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1011298 | PA      | $955025.57    | 0.02%             | 2036-04-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| IndyMac IMJA Mortgage Loan Trust                                                    | IndyMac IMJA Mortgage Loan Trust 2007-A4                                         | CUSIP: 45670VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21712752 | PA      | $5098592.22   | 0.13%             | 2038-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                            | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    790000 | PA      | $790829.50    | 0.02%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                                                            | Alterra Mountain Company 2025 Term Loan B8                                       | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |     19950 | PA      | $20074.69     | 0.00%             | 2030-05-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                                 | Inversiones CMPC SA                                                              | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $301584.00    | 0.01%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                                             | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498140.00    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                                             | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227916.00    | 0.01%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                                | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $441303.50    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                                                         | ION Platform Finance US Inc USD Term Loan                                        | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    245000 | PA      | $230650.35    | 0.01%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    783000 | PA      | $825548.22    | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    475000 | PA      | $496688.50    | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                   | Iron Mountain Inc 2023 Term Loan B                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    303452 | PA      | $303831.09    | 0.01%             | 2031-01-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    470000 | PA      | $482878.00    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY                                                            | Itau Unibanco Holding SA/Cayman Island                                           | CUSIP: 46556M2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    600000 | PA      | $598248.00    | 0.01%             | 2031-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | CUSIP: 46590KAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2439309 | PA      | $6231.60      | 0.00%             | 2049-01-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10467775 | PA      | $66640.68     | 0.00%             | 2049-06-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1939000 | PA      | $1838579.19   | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690695 | PA      | $1665648.72   | 0.04%             | 2037-04-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C25                              | CUSIP: 46643PBG4<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    773887 | PA      | $703.99       | 0.00%             | 2047-11-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UBC1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   2814367 | PA      | $109.93       | 0.00%             | 2048-07-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2347495.68   | 0.06%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1096723.87   | 0.03%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1288572.48   | 0.03%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    814000 | PA      | $843580.76    | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657802.20    | 0.02%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Jol Air                                                                             | JOL Air Ltd                                                                      | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |   1519785 | PA      | $1512508.15   | 0.04%             | 2044-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                                | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    278000 | PA      | $258879.16    | 0.01%             | 2031-05-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM4                                        | CUSIP: 46660HAJ5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4503227.67   | 0.11%             | 2066-03-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM5                                        | CUSIP: 46664DAG6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6000174.66   | 0.15%             | 2065-05-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                            | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $2315198.60   | 0.06%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                             | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    225000 | PA      | $226633.50    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                             | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326371.20    | 0.01%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                                                                   | KREF 2021-FL2 Ltd                                                                | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    764400 | PA      | $764079.19    | 0.02%             | 2039-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                   | Kaman Corporation 2025 Term Loan B                                               | CUSIP: 48354VAM4<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |    382084 | PA      | $384091.63    | 0.01%             | 2032-02-26      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Kaman Corporation                                                                   | Kaman Corporation 2025 Delayed Draw Term Loan                                    | CUSIP: 48354VAN2<br>LEI: 5493003YK076OLTEQF95 | Long             | LON              | CORP              | US        |     36198 | PA      | $36388.43     | 0.00%             | 2032-02-26      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                                                     | Katayma CLO II Ltd                                                               | CUSIP: 485862AG1<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |    730000 | PA      | $730657.00    | 0.02%             | 2037-04-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc                                                           | Kenan Advantage Group Inc 2024 Term Loan B4                                      | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    201109 | PA      | $199701.29    | 0.00%             | 2029-01-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                               | Kentucky Utilities Co                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    532000 | PA      | $537224.24    | 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        |    571000 | PA      | $644019.48    | 0.02%             | 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        |    560000 | PA      | $581750.40    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209255.80    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210752.30    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                           | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1218189.60   | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $1881029.64   | 0.05%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                 | LBM Acquisition LLC 2024 Incremental Term Loan B                                 | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    128080 | PA      | $120488.26    | 0.00%             | 2031-06-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                                                | LC AHAB US Bidco LLC Term Loan B                                                 | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    326209 | PA      | $327569.39    | 0.01%             | 2031-05-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM XVIII LP                                                                     | CUSIP: 50188GAV5<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |   1435000 | PA      | $1429690.50   | 0.04%             | 2031-04-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                       | LFS Topco LLC                                                                    | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $357808.05    | 0.01%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                                                                 | Lmrk Issuer Co 2 LLC                                                             | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3530497.99   | 0.09%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                                                               | Life Time Fitness Inc 2025 Term Loan                                             | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |    158802 | PA      | $159612.68    | 0.00%             | 2031-11-05      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LSF9 Atlantis Holdings LLC                                                          | LSF9 Atlantis Holdings LLC 2025 Term Loan B                                      | CUSIP: 50226BAN8<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    283810 | PA      | $284563.20    | 0.01%             | 2029-03-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                             | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2531218.32   | 0.06%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                    | Lamar Media Corp                                                                 | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $713119.55    | 0.02%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                                                    | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152735.45    | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                 | LBM Acquisition LLC                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223462.40    | 0.01%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust Series 2006-GP2                                                  | CUSIP: 525227AG9<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |   5599832 | PA      | $4460658.59   | 0.11%             | 2046-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    695000 | PA      | $711263.00    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                                                  | Lewey Park CLO Ltd                                                               | CUSIP: 527911AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996298.00    | 0.02%             | 2037-10-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                       | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1473033.60   | 0.04%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465510.80    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    355000 | PA      | $377006.45    | 0.01%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                 | Lightning Power LLC Term Loan B                                                  | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    197500 | PA      | $198766.96    | 0.00%             | 2031-08-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                            | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    495000 | PA      | $516057.30    | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                       | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |   1269000 | PA      | $1280738.25   | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARZ CAPITAL HOLDINGS                                                              | Starz Capital Holdings LLC                                                       | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56388.50     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                       | Live Nation Entertainment Inc 2025 Term Loan B                                   | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    150000 | PA      | $150375.00    | 0.00%             | 2032-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                     | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2080000 | PA      | $2080897.77   | 0.05%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                | Lockheed Martin Corp                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1297645.28   | 0.03%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lodi Park CLO Ltd                                                                   | Lodi Park CLO Ltd                                                                | CUSIP: 540364AL0<br>LEI: 391200GQ88V33AWI7H75 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500036.50    | 0.01%             | 2037-07-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    634000 | PA      | $615347.72    | 0.02%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                     | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31373299 | PA      | $177648.17    | 0.00%             | 2050-03-10      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                              | Lumen Technologies Inc 2024 Extended Term Loan B1                                | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    402302 | PA      | $400768.99    | 0.01%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                                             | Luminent Mortgage Trust 2007-1                                                   | CUSIP: 55028CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5391596 | PA      | $4859832.30   | 0.12%             | 2036-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400548 | PA      | $400424.07    | 0.01%             | 2036-10-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1447838 | PA      | $1448516.97   | 0.04%             | 2037-06-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2080000 | PA      | $2075759.59   | 0.05%             | 2040-02-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                                                       | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363536.35    | 0.01%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                                            | MI Windows and Doors LLC 2024 Term Loan B2                                       | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |    153464 | PA      | $153800.43    | 0.00%             | 2031-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250240 | PA      | $241709.67    | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417066 | PA      | $398968.02    | 0.01%             | 2041-01-22      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                                                     | MV Holding GmbH 2025 USD Term Loan B                                             | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |     74625 | PA      | $75029.94     | 0.00%             | 2032-03-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    653000 | PA      | $661626.13    | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    641000 | PA      | $650711.15    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008390.51   | 0.02%             | 2042-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                     | Madison IAQ LLC Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    367575 | PA      | $369765.99    | 0.01%             | 2028-06-21      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                     | Madison IAQ LLC 2025 Repriced Term Loan                                          | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     85936 | PA      | $86585.46     | 0.00%             | 2032-11-08      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                     | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1491765.00   | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding LXIII Ltd                                                   | CUSIP: 55817GAN1<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008325.00   | 0.07%             | 2038-07-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                           | Madison Safety & Flow LLC 2025 1st Lien Term Loan B                              | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    111630 | PA      | $112560.41    | 0.00%             | 2031-09-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219475.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    430000 | PA      | $303713.30    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    595000 | PA      | $575620.85    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    285000 | PA      | $273893.55    | 0.01%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXXI Ltd                                                               | CUSIP: 55952GAA4<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498125.00    | 0.01%             | 2034-07-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite Xxxiii Ltd                                                             | CUSIP: 55953YAU0<br>LEI: 5493006NSAO246ZPZB29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997420.00    | 0.02%             | 2037-10-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite XXXV Ltd                                                               | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4998000.00   | 0.12%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite Xlii Ltd                                                               | CUSIP: 55955XAL0<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501053.50    | 0.01%             | 2038-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1245190.43   | 0.03%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  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        |   2250000 | PA      | $2277675.77   | 0.06%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1280435.96   | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1293601.40   | 0.03%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                              | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1294033.85   | 0.03%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2483426.38   | 0.06%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                          | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1277068.83   | 0.03%             | 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        |    400000 | PA      | $405060.00    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                              | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    775000 | PA      | $775015.50    | 0.02%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                                  | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $474854.10    | 0.01%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                       | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    515000 | PA      | $518507.15    | 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        |    265000 | PA      | $266269.35    | 0.01%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130914.00    | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                                         | McAfee LLC 2024 USD 1st Lien Term Loan B                                         | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    162971 | PA      | $150933.29    | 0.00%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1754252.50   | 0.04%             | 2041-08-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                     | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1196961.92   | 0.03%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    425000 | PA      | $447996.75    | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Meade Pipeline CO LLC                                                               | Meade Pipeline CO LLC Term Loan B                                                | CUSIP: 58307PAB8<br>LEI: 254900UZE9CEDHUYSZ47 | Long             | LON              | CORP              | US        |    125000 | PA      | $125859.38    | 0.00%             | 2032-09-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                            | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $165651.20    | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                      | Merck & Co Inc                                                                   | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1601249.76   | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                                            | Merlin Entertainments Group US Holdings Inc                                      | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    900000 | PA      | $795726.00    | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-WMC2                          | CUSIP: 59020U6H3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |  30824182 | PA      | $7580977.52   | 0.19%             | 2037-03-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-HE4                           | CUSIP: 59023EAC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |   3557862 | PA      | $611814.72    | 0.02%             | 2037-07-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-HE4                           | CUSIP: 59023EAD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |   4924280 | PA      | $849546.99    | 0.02%             | 2037-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                                            | Mavis Tire Express Services Topco Corp                                           | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214193.75    | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                         | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1113492.10   | 0.03%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2025-NQM5 Trust                                                              | CUSIP: 59319DAG8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    994397 | PA      | $995888.73    | 0.02%             | 2070-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                                              | Michaels Companies Inc 2021 Term Loan B                                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |     61652 | PA      | $59761.29     | 0.00%             | 2028-04-17      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                            | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $438040.20    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                           | Gainwell Acquisition Corp Term Loan B                                            | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    325252 | PA      | $320129.60    | 0.01%             | 2027-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                               | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1091710.00   | 0.03%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                              | AthenaHealth Group Inc                                                           | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    745000 | PA      | $745253.30    | 0.02%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                                        | Mitchell International Inc 2024 1st Lien Term Loan                               | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    239655 | PA      | $240734.24    | 0.01%             | 2031-06-17      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                                                          | Mitchell International Inc 2024 2nd Lien Term Loan                               | CUSIP: 60662WAZ5<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     40000 | PA      | $39845.00     | 0.00%             | 2032-06-17      | Floating      | 8.97%                 | No            |                  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        |    510000 | PA      | $522530.70    | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                                              | Molex Electronic Technologies LLC                                                | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1429068.96   | 0.04%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1781436 | PA      | $1798670.63   | 0.04%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2016-UBS12                                        | CUSIP: 61691EBB0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  42592517 | PA      | $153603.95    | 0.00%             | 2049-12-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBF5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  51478606 | PA      | $1034611.87   | 0.03%             | 2052-11-15      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    614000 | PA      | $647174.42    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1275025.57   | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1315868.40   | 0.03%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                                                        | Morgan Stanley Resecuritization Trust 2014-R7                                    | CUSIP: 61764GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14354094 | PA      | $13803284.80  | 0.34%             | 2051-01-26      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2016-UBS9                                         | CUSIP: 61766CAE9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     48589 | PA      | $48458.51     | 0.00%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | CUSIP: 61766LBT5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   5819802 | PA      | $5030.40      | 0.00%             | 2049-01-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBC8<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |  13546661 | PA      | $29644.29     | 0.00%             | 2049-09-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RBE5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1671018.47   | 0.04%             | 2049-11-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                      | CUSIP: 61779RBK6<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   2061000 | PA      | $2112470.57   | 0.05%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                              | Motorola Solutions Inc                                                           | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1083148.50   | 0.03%             | 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        |   1095000 | PA      | $1101099.15   | 0.03%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    205000 | PA      | $204292.75    | 0.01%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    205000 | PA      | $204950.80    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                                       | NEP Group Inc 2025 Term Loan B                                                   | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92246 | PA      | $84981.82     | 0.00%             | 2031-10-17      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218028.30    | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1237175.90   | 0.03%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433661.50    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161368.00    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                      | NRG Energy Inc 2024 Term Loan                                                    | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    223861 | PA      | $224795.38    | 0.01%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  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              | XX        |   1031000 | PA      | $1035691.05   | 0.03%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OVG Business Services LLC                                                           | OVG Business Services LLC 2024 Term Loan B                                       | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    293378 | PA      | $294294.68    | 0.01%             | 2031-06-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                               | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    365000 | PA      | $383695.30    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                               | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    520000 | PA      | $511004.00    | 0.01%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Natgasoline LLC                                                                     | Natgasoline LLC 2025 Term Loan B                                                 | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |     78623 | PA      | $79442.28     | 0.00%             | 2030-03-29      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    526000 | PA      | $550527.38    | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205258.30    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                        | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209104.00    | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    510000 | PA      | $522678.60    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                    | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     89185 | PA      | $78164.08     | 0.00%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                          | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624222.00    | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                         | Netflix Inc                                                                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    969000 | PA      | $1010163.12   | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                         | Netflix Inc                                                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    810000 | PA      | $785627.10    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAE4<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |   2039856 | PA      | $2045693.33   | 0.05%             | 2065-08-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAF1<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |   5850000 | PA      | $5976642.56   | 0.15%             | 2065-08-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAG0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    490600 | PA      | $489464.69    | 0.01%             | 2065-10-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAH8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499274.14    | 0.01%             | 2065-10-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                             | New York Life Insurance Co                                                       | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    560000 | PA      | $640785.60    | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                   | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    435000 | PA      | $425047.20    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                                            | Nexstar Broadcasting Inc 2025 Term Loan B5                                       | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    154612 | PA      | $155521.62    | 0.00%             | 2032-06-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1283154.30   | 0.03%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                                | Niagara Mohawk Power Corp                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1287628.80   | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1089978.40   | 0.03%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    582000 | PA      | $606211.20    | 0.02%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $1054272.94   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $255972.60    | 0.01%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    275000 | PA      | $259404.75    | 0.01%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359791.20    | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                     | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1393000 | PA      | $1447011.69   | 0.04%             | 2035-03-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                     | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    285000 | PA      | $302097.15    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                               | Northrop Grumman Corp                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    785000 | PA      | $630888.80    | 0.02%             | 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        |   2136000 | PA      | $1997672.64   | 0.05%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2023-SFR1 Trust                                                             | CUSIP: 66981XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $11848716.96  | 0.29%             | 2040-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238705.50    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AS6<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987000.00    | 0.02%             | 2038-01-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                             | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    564000 | PA      | $571715.52    | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                             | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684936.80    | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM6 Trust                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   3988511 | PA      | $4043449.72   | 0.10%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM7 Trust                                                              | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   3000474 | PA      | $3035177.79   | 0.08%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM13 Trust                                                             | CUSIP: 67119PAB7<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-MBS          | CORP              | US        |   1867961 | PA      | $1870202.81   | 0.05%             | 2064-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1024320.67   | 0.03%             | 2041-11-05      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-R1 Trust                                                                | CUSIP: 67123GAE5<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |    982511 | PA      | $978160.23    | 0.02%             | 2062-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-R1 Trust                                                                | CUSIP: 67123GAF2<br>LEI: 254900UIO03AL696QM79 | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1330777.24   | 0.03%             | 2062-09-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AD1<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   5600000 | PA      | $5632274.82   | 0.14%             | 2064-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                   | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    435000 | PA      | $449855.25    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                   | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277785.75    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM12 Trust                                                             | CUSIP: 67448PAA1<br>LEI: 254900MY906NOBBPOA44 | Long             | ABS-MBS          | CORP              | US        |   6728908 | PA      | $6771662.24   | 0.17%             | 2064-07-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27, LTD.                                                | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAS1<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494800.00    | 0.01%             | 2030-07-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                                                | Octagon Investment Partners 40 Ltd                                               | CUSIP: 67592BAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493750.00    | 0.01%             | 2035-01-20      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                            | OHA Credit Funding 2 LTD                                                         | CUSIP: 67707ECA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505179.50   | 0.04%             | 2038-01-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    435000 | PA      | $431941.95    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                    | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432476.80    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                            | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    690000 | PA      | $644908.50    | 0.02%             | 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              |  | US        |    729000 | PA      | $647906.04    | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                             | OneDigital Borrower LLC 2024 2nd Lien Term Loan                                  | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |     34721 | PA      | $35090.26     | 0.00%             | 2031-07-02      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    340000 | PA      | $357680.00    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453770.95    | 0.01%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514125.90    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                          | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $972976.14    | 0.02%             | 2042-06-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    445000 | PA      | $463480.85    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $513124.20    | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                                          | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    690000 | PA      | $706767.00    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Openlane Inc                                                                        | Openlane Inc Term Loan B                                                         | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |    145000 | PA      | $145363.23    | 0.00%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    658000 | PA      | $631647.10    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $926924.80    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                            | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $438646.70    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                       | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1202547.70   | 0.03%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                                  | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $118840.80    | 0.00%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    845000 | PA      | $870248.60    | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD                                                                         | PPM CLO 2018-1 Ltd                                                               | CUSIP: 69355DAG2<br>LEI: 549300NI5BL19ELU5U14 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502806.50    | 0.01%             | 2031-07-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                                      | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    871000 | PA      | $890850.09    | 0.02%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                                | Pertamina Persero PT                                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1900000 | PA      | $1890633.00   | 0.05%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                                       | PYE BARKER FIRE + SAFETY LLC 2025 TERM LOAN                                      | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    104400 | PA      | $105172.04    | 0.00%             | 2032-12-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | Pret 2024-NPL6 LLC                                                               | CUSIP: 69381QAA4<br>LEI: 254900RZOKAJE9T5UQ09 | Long             | ABS-MBS          | CORP              | US        |   4088258 | PA      | $4090572.42   | 0.10%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-4 LLC                                                                  | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13875283 | PA      | $13901601.81  | 0.34%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187314 | PA      | $1187680.59   | 0.03%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989428 | PA      | $991433.42    | 0.02%             | 2070-10-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989428 | PA      | $990637.54    | 0.02%             | 2070-10-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004051.46   | 0.02%             | 2070-10-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003285.53   | 0.02%             | 2070-10-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-6 LLC                                                                  | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774458 | PA      | $1777315.35   | 0.04%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                                                         | Pacific Dental Services LLC 2024 Term Loan B                                     | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |     89774 | PA      | $90226.01     | 0.00%             | 2031-03-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                      | Pagaya AI Debt Grantor Trust 2025-1                                              | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2999744 | PA      | $3010237.98   | 0.07%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004704.00   | 0.05%             | 2038-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $419794.65    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Par Petroleum LLC                                                                   | Par Petroleum LLC 2024 Term Loan B                                               | CUSIP: 69889PAE5<br>LEI: 984500CCF05C2FB39F45 | Long             | LON              | CORP              | US        |     48751 | PA      | $49005.15     | 0.00%             | 2030-02-28      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |    575000 | PA      | $589409.50    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2592482.25   | 0.06%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                                                | Peace Park CLO Ltd                                                               | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002654.00   | 0.05%             | 2038-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                              | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $194502.00    | 0.00%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302922.70    | 0.01%             | 2029-02-15      | 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        |    340000 | PA      | $362123.80    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                               | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256598.30    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                            | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2566535.72   | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                            | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    961000 | PA      | $986072.49    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1900000 | PA      | $1894300.00   | 0.05%             | 2027-05-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568QAJ6<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $195094.00    | 0.00%             | 2029-07-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                            | Petrobras Global Finance BV                                                      | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98196.00     | 0.00%             | 2030-09-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                                 | Petroleos Mexicanos                                                              | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $81824.00     | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                                        | PetSmart Inc 2025 USD Term Loan B                                                | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |    165000 | PA      | $164536.35    | 0.00%             | 2032-08-18      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $350799.45    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $262721.40    | 0.01%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1292563.35   | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1199590.80   | 0.03%             | 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              |  | US        |   1265000 | PA      | $1324189.35   | 0.03%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                                                  | Pinnacle Buyer LLC Term Loan                                                     | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |     50323 | PA      | $50574.44     | 0.00%             | 2032-10-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                                                  | PINNACLE BUYER LLC DELAYED DRAW TERM LOAN                                        | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      9677 | PA      | $9725.86      | 0.00%             | 2032-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                     | Cornerstone Building Brands Inc 2021 Term Loan B                                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     93794 | PA      | $73956.86     | 0.00%             | 2028-04-12      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                                     | Cornerstone Building Brands Inc 2024 Term Loan B                                 | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     29700 | PA      | $21210.70     | 0.00%             | 2031-05-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                                                   | Polaris Newco LLC USD Term Loan B                                                | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    162005 | PA      | $156599.33    | 0.00%             | 2028-06-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540216.25    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                                            | Pregis TopCo Corporation 2025 Refinancing Term Loan                              | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    113640 | PA      | $114725.34    | 0.00%             | 2029-02-01      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | Pret 2025-NPL7 LLC                                                               | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |   3352458 | PA      | $3361153.13   | 0.08%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings Inc                                                            | Pretium PKG Holdings Inc 2021 2nd Lien Term Loan                                 | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-10-01      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2024-NPL9 LLC                                                               | CUSIP: 74143TAA7<br>LEI: 25490072TKR6YZ7BOH19 | Long             | ABS-O            | CORP              | US        |   5201040 | PA      | $5203943.94   | 0.13%             | 2054-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                            | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1166322.00   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2023-SFR2 Trust                                             | CUSIP: 74331GAA7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   9390600 | PA      | $9388055.31   | 0.23%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR3 Trust                                             | CUSIP: 74331VAC0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |  25000000 | PA      | $24015300.25  | 0.59%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR5 Trust                                             | CUSIP: 74332HAE6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2642914.37   | 0.07%             | 2029-08-09      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR5 Trust                                             | CUSIP: 74332YAA7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2556347 | PA      | $2555622.19   | 0.06%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust                                                       | CUSIP: 74333HAA3<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   7919593 | PA      | $7820567.91   | 0.19%             | 2038-07-17      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                                                      | Proofpoint Inc 2025 Repriced Term Loan                                           | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     14962 | PA      | $15063.75     | 0.00%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                         | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    791000 | PA      | $811273.33    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2024-8 LLC                                                                  | CUSIP: 74448KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16835277 | PA      | $16850307.08  | 0.42%             | 2029-12-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2024-7 LLC                                                                  | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4448925 | PA      | $4451218.74   | 0.11%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2025-3                                                                      | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18900310 | PA      | $18936048.82  | 0.47%             | 2030-05-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                             | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |    156706 | PA      | $155628.40    | 0.00%             | 2030-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    848000 | PA      | $785052.96    | 0.02%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                               | Qnity Electronics Inc Term Loan B                                                | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |    200000 | PA      | $201156.00    | 0.00%             | 2032-11-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                               | Qnity Electronics Inc                                                            | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285598.50    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                                 | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1942246.10   | 0.05%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                               | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1003065.60   | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                               | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1203113.43   | 0.03%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                               | Quikrete Holdings Inc 2024 Term Loan B1                                          | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    141380 | PA      | $142050.64    | 0.00%             | 2029-03-19      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                               | Quikrete Holdings Inc 2025 Term Loan B                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    223188 | PA      | $224128.55    | 0.01%             | 2032-02-10      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                               | Quikrete Holdings Inc 2025 Term Loan B1                                          | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     39303 | PA      | $39460.61     | 0.00%             | 2031-04-14      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    685000 | PA      | $715263.30    | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RBSGC Mortgage Pass Through Certificates                                            | RBSGC Mortgage Loan Trust 2007-A                                                 | CUSIP: 74927WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143127 | PA      | $1954621.87   | 0.05%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                                            | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    585000 | PA      | $606996.00    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966000 | PA      | $992745.17    | 0.02%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 8 Ltd                                                                         | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.05%             | 2039-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                            | Radiate Holdco LLC / Radiate Finance Inc                                         | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89175.60     | 0.00%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                              | Radiology Partners Inc 2025 Term Loan                                            | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    229425 | PA      | $229299.96    | 0.01%             | 2032-06-30      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                              | Radiology Partners Inc                                                           | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    219611 | PA      | $211878.50    | 0.01%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                              | Radiology Partners Inc                                                           | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    570000 | PA      | $595461.90    | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                        | RealPage Inc 1st Lien Term Loan                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    223332 | PA      | $223417.59    | 0.01%             | 2028-04-24      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                        | RealPage Inc 2024 Incremental Term Loan                                          | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     99250 | PA      | $99694.64     | 0.00%             | 2028-04-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                             | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $292253.85    | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                                                            | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $255099.45    | 0.01%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                | LifePoint Health Inc 2024 1st Lien Term Loan B                                   | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    215448 | PA      | $216396.41    | 0.01%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                                  | Renaissance Home Equity Loan Trust 2006-2                                        | CUSIP: 759676AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8664451 | PA      | $3149384.09   | 0.08%             | 2036-08-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                   | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157708.80    | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                               | Republic Services Inc                                                            | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1256735.05   | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                                 | Resideo Funding Inc 2025 Incremental Term Loan                                   | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    195000 | PA      | $195731.25    | 0.00%             | 2032-08-13      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QA7 Trust                                                       | CUSIP: 76110H7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1184661 | PA      | $1139125.00   | 0.03%             | 2035-07-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QS13 Trust                                                      | CUSIP: 761118HD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396156 | PA      | $1965267.22   | 0.05%             | 2035-09-25      | Fixed         | 5.75%                 | No            |                  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      | $2495666.55   | 0.06%             | 2048-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                               | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    729000 | PA      | $743091.57    | 0.02%             | 2055-03-14      | Fixed         | 5.75%                 | 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        |    920000 | PA      | $941923.60    | 0.02%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                                   | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $382477.50    | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $361924.50    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                      | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $365568.00    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                         | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1321174.00   | 0.03%             | 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        |    774000 | PA      | $777119.22    | 0.02%             | 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        |    632000 | PA      | $636986.48    | 0.02%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2639000 | PA      | $2626253.63   | 0.07%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    547000 | PA      | $549384.92    | 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        |    780000 | PA      | $774844.20    | 0.02%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                             | SG Commercial Mortgage Securities Trust 2016-C5                                  | CUSIP: 78419CAK0<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $434649.90    | 0.01%             | 2048-10-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| SGH2 LLC                                                                            | SGH2 LLC 2025 USD Term Loan B                                                    | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114712 | PA      | $115286.06    | 0.00%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1379779.01   | 0.03%             | 2038-05-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                    | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1251343.61   | 0.03%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403419.50    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2402442 | PA      | $2396419.93   | 0.06%             | 2038-11-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                                  | STWD 2021-FL2 Ltd                                                                | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1520892 | PA      | $1520955.69   | 0.04%             | 2038-04-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SWF HOLDINGS I CORP                                                                 | SWF Holdings I Corp                                                              | CUSIP: 78500AAA6<br>LEI: 5493000CMZKPQ7BKPB20 | Long             | DBT              | CORP              | US        |     95000 | PA      | $23556.20     | 0.00%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                                  | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $325284.00    | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                     | CUSIP: 78520EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000521.28   | 0.05%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                      | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     60300 | PA      | $53667.27     | 0.00%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                      | Sabre GLBL Inc 2024 Term Loan B2                                                 | CUSIP: 78571YBL3<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     45835 | PA      | $41251.23     | 0.00%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    109000 | PA      | $92645.64     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                   | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131512.00    | 0.00%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                             | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198732.00    | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                             | Savor Acquisition Inc Term Loan B                                                | CUSIP: 80536AAB8<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |    216417 | PA      | $217588.71    | 0.01%             | 2032-02-19      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition, Inc.                                                             | Savor Acquisition Inc Delayed Draw Term Loan                                     | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     18103 | PA      | $18201.48     | 0.00%             | 2032-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                                                  | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151597.50    | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    505000 | PA      | $517938.10    | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                                                                  | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $207328.00    | 0.01%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                                        | Seaspan Corp                                                                     | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    735000 | PA      | $697448.85    | 0.02%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-BR4                          | CUSIP: 81378EAA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |   3083302 | PA      | $1868358.39   | 0.05%             | 2037-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-BR4                          | CUSIP: 81378EAB9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |  21425384 | PA      | $12998338.06  | 0.32%             | 2037-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-BR5                          | CUSIP: 81379EAB8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |  27841345 | PA      | $21772032.63  | 0.54%             | 2037-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                             | Sedgwick Claims Management Services Inc 2023 Term Loan B                         | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    291324 | PA      | $292568.97    | 0.01%             | 2031-07-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                                 | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219890.25    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    115000 | PA      | $113082.95    | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    255000 | PA      | $251590.65    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    475000 | PA      | $429300.25    | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                                                  | Shackleton 2013-III CLO Ltd                                                      | CUSIP: 81881QAY2<br>LEI: 549300S9WB2KLCOJR134 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1070928.00   | 0.03%             | 2030-07-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| SHENTON AIRCRAFT INVESTMENT LTD                                                     | Shenton Aircraft Investment I Ltd                                                | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |   1283732 | PA      | $1249718.74   | 0.03%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                                            | Air Comm Corporation LLC 2025 Term Loan                                          | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    327460 | PA      | $329074.46    | 0.01%             | 2031-12-11      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                                            | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                             | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     15923 | PA      | $16001.57     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1033476.75   | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                               | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144070.50    | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                    | SoFi Consumer Loan Program 2025-3 Trust                                          | CUSIP: 83390JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3126000 | PA      | $3132030.40   | 0.08%             | 2034-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                    | SoFi Consumer Loan Program 2025-4 Trust                                          | CUSIP: 83405UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3705590.52   | 0.09%             | 2035-08-25      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                    | SoFi Consumer Loan Program 2025-2 Trust                                          | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5543040.14   | 0.14%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                       | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    667107 | PA      | $637570.11    | 0.02%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                            | Solstice Advanced Materials Inc                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    710000 | PA      | $716745.00    | 0.02%             | 2033-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    448000 | PA      | $464154.88    | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                  | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    601000 | PA      | $605994.31    | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO II Ltd                                                           | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |     35618 | PA      | $35607.05     | 0.00%             | 2031-01-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XVIII Ltd                                                        | CUSIP: 83609TAG2<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1457550.00   | 0.04%             | 2031-01-21      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point Clo XX Ltd                                                           | CUSIP: 83611JAE5<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500000.00    | 0.01%             | 2031-07-26      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXIII                                                            | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $849745.00    | 0.02%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXIII                                                            | CUSIP: 83614CAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $886223.00    | 0.02%             | 2034-07-15      | Floating      | 10.64%                | No            |                  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      | $488435.00    | 0.01%             | 2034-07-20      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3966672.00   | 0.10%             | 2032-01-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                                                 | Sound Point CLO XXXIII Ltd                                                       | CUSIP: 83616KAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    700000 | PA      | $673120.00    | 0.02%             | 2035-04-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                                                                 | Brant Point CLO 2024-5 Ltd                                                       | CUSIP: 83617CAL8<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497750.00    | 0.01%             | 2037-10-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    408000 | PA      | $425356.32    | 0.01%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                             | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430219.30    | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                                | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    327000 | PA      | $334798.95    | 0.01%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                   | Southern Power Co                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    714000 | PA      | $706781.46    | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                                                   | Southern Veterinary Partners LLC 2025 Term Loan B                                | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    399000 | PA      | $398966.09    | 0.01%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    636000 | PA      | $628259.88    | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998373.90    | 0.02%             | 2036-11-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                            | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    950000 | PA      | $979317.00    | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                            | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511519.80    | 0.01%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                                 | Star Leasing Co LLC                                                              | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200259.60    | 0.00%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447520.50    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Staples Inc                                                                         | Staples Inc 2024 Term Loan B                                                     | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |    103688 | PA      | $98729.68     | 0.00%             | 2029-09-04      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                         | Starwood Property Trust Inc 2025 1st Lien Term Loan B                            | CUSIP: 85570DAM4<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |     92616 | PA      | $92848.01     | 0.00%             | 2030-01-02      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                         | Starwood Property Trust Inc 2025 Term Loan B                                     | CUSIP: 85570DAP7<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |     84788 | PA      | $85105.45     | 0.00%             | 2032-09-24      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    330000 | PA      | $348258.90    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    355000 | PA      | $363899.85    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                             | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    615000 | PA      | $619950.75    | 0.02%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Start Ltd.                                                                          | Start II LTD                                                                     | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    300713 | PA      | $299983.86    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                 | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    770000 | PA      | $787394.30    | 0.02%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                    | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3602813.65   | 0.09%             | 2030-08-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| STICHTING ADMINISTRATIEKAN                                                          | STICHTING ADMINISTRATIEKAN                                                       | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       261 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STICHTING ADMINISTRATIEKANTOOR                                                      | STICHTING ADMINISTRATIEKANTOOR                                                   | CUSIP: 860570118<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       711 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Stonepeak Bayou Holdings LP                                                         | Stonepeak Bayou Holdings LP Term Loan B                                          | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $77137.50     | 0.00%             | 2032-10-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2004-AR3                          | CUSIP: 86359LCF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431183 | PA      | $417243.72    | 0.01%             | 2034-07-19      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                             | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4                    | CUSIP: 86359RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346249 | PA      | $334912.41    | 0.01%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust Series 2006-8                     | CUSIP: 86361JAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78840 | PA      | $70442.62     | 0.00%             | 2036-09-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2007-AR3                          | CUSIP: 86363NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5217077 | PA      | $4319541.58   | 0.11%             | 2047-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                               | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1528111.99   | 0.04%             | 2054-07-30      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                            | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288078.00    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                             | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1371000 | PA      | $1247102.73   | 0.03%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                                  | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    410000 | PA      | $380877.70    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                              | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $170085.00    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunrun Demeter Issuer LLC                                                           | Sunrun Demeter Issuer 2021-2 LLC                                                 | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2273600 | PA      | $2009416.23   | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                               | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    739000 | PA      | $731373.52    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                            | CUSIP: 871044AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3021149.64   | 0.07%             | 2054-06-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Through Certificates                                       | TBW Mortgage-Backed Trust 2006-6                                                 | CUSIP: 87222PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9983827 | PA      | $2151515.05   | 0.05%             | 2037-01-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                           | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1381721.69   | 0.03%             | 2039-12-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                  | TIF Funding II LLC                                                               | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010417 | PA      | $2760744.36   | 0.07%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                                  | TIF Funding II LLC                                                               | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1204167 | PA      | $1075179.39   | 0.03%             | 2046-02-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3171000 | PA      | $3005505.51   | 0.07%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2022-FL5 Issuer Ltd                                                         | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1178592 | PA      | $1178585.66   | 0.03%             | 2039-02-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TLWND 2019-1                                                                        | GAIA Aviation Ltd                                                                | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    823645 | PA      | $816013.21    | 0.02%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                             | TALEN ENERGY SUPPLY LLC 2025 TERM LOAN B                                         | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    145000 | PA      | $145204.45    | 0.00%             | 2032-11-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                             | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311063.40    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $614890.85    | 0.02%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $204903.65    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                                | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    770000 | PA      | $792176.00    | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                                                            | Team Health Holdings Inc 2025 Term Loan B                                        | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |    124375 | PA      | $124948.37    | 0.00%             | 2028-06-30      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   1257000 | PA      | $1307380.56   | 0.03%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    565000 | PA      | $578593.90    | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133854.50    | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131852.50    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                                               | Termocandelaria Power SA                                                         | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206472.00    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                                                 | Textainer Marine Containers VII Ltd                                              | CUSIP: 88316AAA9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1844500 | PA      | $1854711.80   | 0.05%             | 2049-08-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                         | Textron Inc                                                                      | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1252753.71   | 0.03%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324153.60    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tiger Acquisition LLC                                                               | Tiger Acquisition LLC 2025 Term Loan B                                           | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    230048 | PA      | $231054.68    | 0.01%             | 2032-08-23      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    651000 | PA      | $650967.45    | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                                                                | Townsquare Media Inc 2025 Term Loan                                              | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     68677 | PA      | $48932.06     | 0.00%             | 2030-02-19      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                                            | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2565043.25   | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                     | Trans Union LLC 2024 Term Loan B8                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    108350 | PA      | $108729.77    | 0.00%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    565000 | PA      | $591114.30    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    660000 | PA      | $676968.60    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46678.05     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83400.00     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2024 Term Loan L                                                   | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    256750 | PA      | $258068.41    | 0.01%             | 2032-01-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2025 Term Loan M                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    234412 | PA      | $235653.71    | 0.01%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    155000 | PA      | $161364.30    | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                   | Travelers Cos Inc/The                                                            | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527200.35    | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                    | Trestles CLO VIII Ltd                                                            | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000700.00   | 0.02%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                                            | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281616.50    | 0.01%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2023-SFR1 Trust                                               | CUSIP: 89616WAA6<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   9958612 | PA      | $9981302.06   | 0.25%             | 2040-07-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2024-SFR3 Trust                                               | CUSIP: 89616YAC8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   5850000 | PA      | $5829216.41   | 0.14%             | 2041-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2025-SFR2 Trust                                               | CUSIP: 89617FAA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |  10403337 | PA      | $10518616.47  | 0.26%             | 2044-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU 2019-1 Ltd                                                            | Trimaran Cavu 2021-3 Ltd                                                         | CUSIP: 89624GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753006.00    | 0.02%             | 2035-01-18      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                            | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1302000 | PA      | $1181096.28   | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                               | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    427000 | PA      | $456689.31    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                          | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124331.25    | 0.00%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                                    | Trucordia Insurance Holdings LLC Term Loan B                                     | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    174562 | PA      | $173689.69    | 0.00%             | 2032-06-17      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    530000 | PA      | $571599.70    | 0.01%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1206024.48   | 0.03%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                             | UKG Inc 2024 Term Loan B                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    389025 | PA      | $389882.80    | 0.01%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp Term Loan                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    617907 | PA      | $608419.48    | 0.02%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp 2025 Fixed Term Loan                                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $199678.00    | 0.00%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                      | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1379301.91   | 0.03%             | 2034-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                          | TKO Worldwide Holdings LLC 2025 Term Loan                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     59700 | PA      | $60039.99     | 0.00%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14274588 | PA      | $182579.83    | 0.00%             | 2050-06-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19210801 | PA      | $265815.82    | 0.01%             | 2050-10-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969000 | PA      | $1802373.22   | 0.04%             | 2051-02-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                             | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288374.80    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                        | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784337.40    | 0.02%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2445051.00   | 0.06%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                                | Unigel Luxembourg SA                                                             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     44227 | PA      | $28747.55     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                                | Unigel Luxembourg SA                                                             | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     51684 | PA      | $4134.72      | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                 | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556908.80    | 0.01%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $200645.78    | 0.00%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1905888.04   | 0.05%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                                            | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1920000.00   | 0.05%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                            | United Natural Foods Inc 2024 Term Loan                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     86032 | PA      | $86762.85     | 0.00%             | 2031-05-01      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                            | United Overseas Bank Ltd                                                         | CUSIP: 91127LAE0<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $982080.00    | 0.02%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    895000 | PA      | $894328.75    | 0.02%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                              | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29797881.30  | 0.74%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11792306 | PA      | $11658029.92  | 0.29%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11866081 | PA      | $11660741.95  | 0.29%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70150000 | PA      | $61046941.76  | 1.51%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75200000 | PA      | $65741250.00  | 1.63%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 254450000 | PA      | $240574523.44 | 5.96%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 254000000 | PA      | $252263671.24 | 6.25%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66050000 | PA      | $65281137.05  | 1.62%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96500000 | PA      | $94592617.67  | 2.34%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15288203 | PA      | $15408239.04  | 0.38%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United Talent Agency LLC                                                            | United Talent Agency LLC 2025 Term Loan B                                        | CUSIP: 91301QAN7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84150 | PA      | $84781.13     | 0.00%             | 2032-06-10      | Floating      | 6.77%                 | 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              |  | US        |    290000 | PA      | $285899.40    | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    705000 | PA      | $735963.60    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                        | Univision Communications Inc 2022 First Lien Term Loan B                         | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    189493 | PA      | $190061.14    | 0.00%             | 2029-06-24      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                        | Univision Communications Inc 2024 Term Loan B                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     45000 | PA      | $44964.90     | 0.00%             | 2029-01-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                        | Upstart Securitization Trust 2025-2                                              | CUSIP: 91679EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3518985.82   | 0.09%             | 2035-06-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                        | Upstart Securitization Trust 2025-4                                              | CUSIP: 91684AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3554536.05   | 0.09%             | 2035-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                                          | VRTX Trust 2025-HQ                                                               | CUSIP: 91835XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $271356.93    | 0.01%             | 2042-08-05      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP INC                                                               | VSP Optical Group Inc                                                            | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468315.45    | 0.01%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc                                                                        | VT Topco Inc 2024 1st Lien Term Loan B                                           | CUSIP: 91838LAK6<br>LEI: 5493007T812R37X02Y38 | Long             | LON              | CORP              | US        |     83049 | PA      | $82025.51     | 0.00%             | 2030-08-09      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                                        | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    290000 | PA      | $302554.10    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                    | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212872.00    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                                    | Vail Resorts Inc                                                                 | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    745000 | PA      | $757448.95    | 0.02%             | 2030-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                               | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    687000 | PA      | $700602.60    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                              | Bausch Health Americas Inc                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138675.60    | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                                                      | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    464000 | PA      | $493139.20    | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VAMOS EUROPE SA                                                                     | Vamos Europe SA                                                                  | CUSIP: 92049NAA7<br>LEI: 894500FA5CLVV8HLE261 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $574500.00    | 0.01%             | 2031-01-26      | Fixed         | 9.20%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                         | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647000 | PA      | $655853.46    | 0.02%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                              | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1441463 | PA      | $1154671.32   | 0.03%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                              | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4983956 | PA      | $5021558.50   | 0.12%             | 2054-12-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                              | Velocity Commercial Capital Loan Trust 2025-5                                    | CUSIP: 92262KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10026379.50  | 0.25%             | 2055-12-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                              | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6120126 | PA      | $6175508.42   | 0.15%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129704.40    | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $419721.10    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397070.70    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    375000 | PA      | $381217.50    | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    670000 | PA      | $666402.10    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180761.00    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                        | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    413000 | PA      | $425728.66    | 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        |    640000 | PA      | $668256.00    | 0.02%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                                                 | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     84148 | PA      | $84257.69     | 0.00%             | 2030-12-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    415000 | PA      | $446701.85    | 0.01%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                        | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1598508.90   | 0.04%             | 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        |   1578000 | PA      | $1568389.98   | 0.04%             | 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        |   1228000 | PA      | $1256833.44   | 0.03%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  69441555 | NS      | $69441555.46  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                            | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1319273.28   | 0.03%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                            | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526071.00    | 0.01%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |  13278093 | PA      | $13021580.70  | 0.32%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-INV1                                             | CUSIP: 92539FAF0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   3698000 | PA      | $3689890.77   | 0.09%             | 2068-02-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-3                                                | CUSIP: 92539GAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |   2630147 | PA      | $2629987.84   | 0.07%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |   5095269 | PA      | $5097427.25   | 0.13%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   6695916 | PA      | $6743025.74   | 0.17%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-4                                                | CUSIP: 92540UAC1<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |  21638767 | PA      | $21811227.98  | 0.54%             | 2070-05-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-10                                               | CUSIP: 92541FAE9<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |   3748557 | PA      | $3758852.08   | 0.09%             | 2070-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                                                  | Vestis Corporation Term Loan                                                     | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    143125 | PA      | $131853.91    | 0.00%             | 2031-02-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |   2540000 | PA      | $2536012.20   | 0.06%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                                                        | Victory Capital Holdings Inc 2025 Term Loan                                      | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |     44888 | PA      | $45202.83     | 0.00%             | 2032-09-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                                              | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $1044410.40   | 0.03%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                                       | Videotron Ltd                                                                    | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1242000 | PA      | $1268467.02   | 0.03%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                                  | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2170000 | PA      | $2206434.30   | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    454000 | PA      | $456742.16    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                            | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    901000 | PA      | $911253.38    | 0.02%             | 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        |    564000 | PA      | $547785.00    | 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        |    651000 | PA      | $633403.47    | 0.02%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Virtus Investment Partners Inc                                                      | Virtus Investment Partners Inc 2025 Term Loan B                                  | CUSIP: 92827RAR9<br>LEI: 549300HWF93HB8BDM648 | Long             | LON              | CORP              | US        |     70000 | PA      | $70612.50     | 0.00%             | 2032-09-27      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    667000 | PA      | $658469.07    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344643.00    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    305000 | PA      | $321146.70    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                                            | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    150000 | PA      | $153714.00    | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Vizient Inc                                                                         | Vizient Inc 2024 Term Loan B                                                     | CUSIP: 92855LAR7<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    176298 | PA      | $177069.90    | 0.00%             | 2031-08-01      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                            | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    550000 | PA      | $564723.50    | 0.01%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                       | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    410000 | PA      | $406281.30    | 0.01%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2013-1 Ltd                                                              | CUSIP: 92917CAL6<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998200.00    | 0.02%             | 2030-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2023-1 Ltd                                                              | CUSIP: 92920FAL4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999232.00   | 0.07%             | 2039-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    345000 | PA      | $365931.15    | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                  | Voyager Parent LLC Term Loan B                                                   | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    184538 | PA      | $184901.04    | 0.00%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | VOYAGER PARENT LLC REPRICED TERM LOAN B                                          | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     45000 | PA      | $45088.65     | 0.00%             | 2032-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                                | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    913000 | PA      | $918861.46    | 0.02%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    470000 | PA      | $446293.20    | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                                 | WEC US Holdings Ltd 2024 Term Loan                                               | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    405098 | PA      | $406240.14    | 0.01%             | 2031-01-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $592816.35    | 0.01%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                                       | LUXCO3 SHARES                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      3217 | NS      | $57617.66     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WALKER & DUNLOP INC                                                                 | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $415307.25    | 0.01%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2599732 | PA      | $2298124.78   | 0.06%             | 2036-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                    | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                       | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    229299 | PA      | $229801.33    | 0.01%             | 2031-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                                    | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    870000 | PA      | $920355.60    | 0.02%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                                             | Warwick Capital CLO 6 Ltd                                                        | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010600.00   | 0.05%             | 2038-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                                             | Warwick Capital CLO 1 Ltd                                                        | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000490.00   | 0.05%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust | CUSIP: 939346AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2421039 | PA      | $1927445.93   | 0.05%             | 2046-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488008 | PA      | $476679.91    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust   | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4008842 | PA      | $3078773.75   | 0.08%             | 2036-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                                                 | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust         | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12494642 | PA      | $3796312.02   | 0.09%             | 2037-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust   | CUSIP: 93935BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2399012 | PA      | $468232.68    | 0.01%             | 2036-07-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust | CUSIP: 93936AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3183780 | PA      | $2412949.94   | 0.06%             | 2037-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust   | CUSIP: 93936HAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145914 | PA      | $2491090.36   | 0.06%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                               | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1052000 | PA      | $1089398.60   | 0.03%             | 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: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $554915.30    | 0.01%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Waterfall Commercial Mortgage Trust                                                 | Waterfall Commercial Mortgage Trust 2015-SBC5                                    | CUSIP: 94132LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144591 | PA      | $143217.59    | 0.00%             | 2022-09-14      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                                  | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan            | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    229501 | PA      | $231796.00    | 0.01%             | 2029-07-06      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp                                                              | Astra Acquisition Corp 2021 2nd Lien Term Loan                                   | CUSIP: 04629UAL0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124962 | PA      | $529.21       | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $286470.25    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    510000 | PA      | $525259.20    | 0.01%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                            | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    715000 | PA      | $732052.75    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                                   | Wellfleet CLO 2024-2 Ltd                                                         | CUSIP: 94951CAG0<br>LEI: 254900MC10HQXYJW9619 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499600.00    | 0.01%             | 2038-02-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2007-AR4 Trust                            | CUSIP: 94986CAA2<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |    483495 | PA      | $468009.17    | 0.01%             | 2037-08-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | CUSIP: 94989MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1167492 | PA      | $45.60        | 0.00%             | 2058-07-15      | Variable      | 0.00%                 | 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        |   1875000 | PA      | $1962453.62   | 0.05%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GBC7<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |  19849000 | PA      | $129296.39    | 0.00%             | 2049-08-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBC6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   4429026 | PA      | $173.00       | 0.00%             | 2059-03-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2665010.25   | 0.07%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2699334.40   | 0.07%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14616989 | PA      | $154304.98    | 0.00%             | 2060-01-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2017-C38                                   | CUSIP: 95001MAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31638913 | PA      | $268555.84    | 0.01%             | 2050-07-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-5C7                                   | CUSIP: 95004XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2087000 | PA      | $2145465.16   | 0.05%             | 2058-12-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                              | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $219132.90    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                              | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2583744.36   | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                                                     | Whatabrands LLC 2024 1st Lien Term Loan B                                        | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    397995 | PA      | $399493.43    | 0.01%             | 2028-08-03      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                      | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339444.00    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                                                 | White Cap Buyer LLC 2024 Term Loan B                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    232924 | PA      | $234136.37    | 0.01%             | 2029-10-19      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                            | Willis North America Inc                                                         | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    734000 | PA      | $735401.94    | 0.02%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  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      | $998187.00    | 0.02%             | 2037-07-20      | Floating      | 7.83%                 | No            |                  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      | $998201.00    | 0.02%             | 2038-04-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $367353.00    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                                             | Windstream Services LLC                                                          | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327961.60    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                         | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    632000 | PA      | $604893.52    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                    | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $329628.80    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                            | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    585000 | PA      | $577114.20    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |   1125000 | PA      | $1109238.75   | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                              | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |   2395000 | PA      | $2467664.30   | 0.06%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                             | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    680000 | PA      | $709199.20    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COSAN OVERSEAS LTD                                                                  | Cosan Overseas Ltd                                                               | CUSIP: 000000000<br>LEI: 222100V5GTJGKUH55655 | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1411900.00   | 0.03%             | 2026-02-05      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTI                                                            | Yinson Bergenia Production BV                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $314781.00    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                  | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920000 | PA      | $1952918.44   | 0.05%             | 2055-03-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                             | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    156453 | PA      | $148915.43    | 0.00%             | 2030-03-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| AllSpring Buyer LLC                                                                 | AllSpring Buyer LLC 2024 Term Loan B                                             | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    417872 | PA      | $420640.03    | 0.01%             | 2030-11-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                            | Zelis Payments Buyer Inc 5th Amendment Term Loan                                 | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    227700 | PA      | $226276.88    | 0.01%             | 2031-11-26      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                            | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $236270.00    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                              | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1192052.68   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                          | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    515000 | PA      | $472661.85    | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                          | Zoetis Inc                                                                       | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1284023.50   | 0.03%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                            | Adani Transmission Step-One Ltd                                                  | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    600000 | PA      | $595277.49    | 0.01%             | 2026-08-03      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BPRL INTERNATIONAL SINGA                                                            | BPRL International Singapore Pte Ltd                                             | CUSIP: 000000000<br>LEI: 875500AQ853IMLV4TX18 | Long             | DBT              | CORP              | SG        |   1400000 | PA      | $1400411.28   | 0.03%             | 2027-01-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GOLD FIELDS OROGEN HOLD                                                             | Gold Fields Orogen Holdings BVI Ltd                                              | CUSIP: 000000000<br>LEI: 213800CLGJ2E9KGU2F20 | Long             | DBT              | CORP              | VG        |    800000 | PA      | $840732.06    | 0.02%             | 2029-05-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ADANIREN KODSOPAR WARSOM                                                            | Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    492750 | PA      | $417206.57    | 0.01%             | 2039-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                            | Adani Transmission Step-One Ltd                                                  | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   1330000 | PA      | $1196261.28   | 0.03%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                            | Adani Electricity Mumbai Ltd                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    849000 | PA      | $791294.34    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                            | United Overseas Bank Ltd                                                         | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1700000 | PA      | $1691356.52   | 0.04%             | 2031-03-16      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Morocco Government International Bonds                                              | Morocco Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $145198.91    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                                  | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |   1200000 | PA      | $1151699.18   | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Morocco Government International Bonds                                              | Morocco Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $264113.78    | 0.01%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                                                            | Adani International Container Terminal Pvt Ltd                                   | CUSIP: 000000000<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    994500 | PA      | $916631.62    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                              | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    693104 | PA      | $590657.12    | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                              | DBS Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $2184636.50   | 0.05%             | 2031-03-10      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                                               | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    781000 | PA      | $776483.16    | 0.02%             | 2026-03-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                            | Adani Electricity Mumbai Ltd                                                     | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    800000 | PA      | $719081.89    | 0.02%             | 2031-07-22      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                                             | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $2005735.24   | 0.05%             | 2032-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Morocco Government International Bonds                                              | Morocco Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $205711.64    | 0.01%             | 2028-03-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                            | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1400000 | PA      | $1510342.97   | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3585 | NC      | $-1622084.48  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1085 | NC      | $1277256.69   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      6250 | NC      | $421945.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      8565 | NC      | $1511175.69   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -250 | NC      | $54599.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                                        | ASPIRE BAKERIES HOLDINGS LLC TERM LOAN                                           | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2030-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings Inc                                                             | Cyxtera DC Holdings Inc Term Loan B                                              | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81729 | PA      | $0.00         | 0.00%             | 2026-01-16      | None          | 10.50%                | No            |                  3 | On Loan: No      |
| Pretzel Parent, Inc.                                                                | Pretzel Parent Inc 2024 Term Loan B                                              | CUSIP: 000000000<br>LEI: 254900X2H81QPLWW7G13 | Long             | LON              | CORP              | US        |    159398 | PA      | $157804.51    | 0.00%             | 2031-10-01      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                                       | CommScope Inc 2024 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    799576 | PA      | $802119.14    | 0.02%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp                                                                  | Tecta America Corp 2025 Term Loan B                                              | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |    244388 | PA      | $245627.77    | 0.01%             | 2032-02-18      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                                                  | Whitewater Matterhorn Holdings LLC 2025 Term Loan B                              | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |     40000 | PA      | $40208.20     | 0.00%             | 2032-06-16      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror, LLC                                                     | Hamilton Projects Acquiror LLC 2025 Repriced Term Loan B                         | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     93887 | PA      | $94688.65     | 0.00%             | 2031-05-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                        | Aspire Bakeries Holdings LLC 2025 Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    198497 | PA      | $199887.95    | 0.00%             | 2030-12-23      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                                                   | Green Infrastructure Partners Inc USD Term Loan B                                | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    330000 | PA      | $331237.50    | 0.01%             | 2032-09-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SPECTRIS PLC                                                                        | SPECTRIS PLC USD TERM LOAN                                                       | CUSIP: 000000000<br>LEI: 213800Z4CO2CZO3M3T10 | Long             | LON              | CORP              | US        |     70000 | PA      | $70437.50     | 0.00%             | 2032-09-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| LAVENDER DUTCH BORROWERCO BV                                                        | LAVENDER DUTCH BORROWERCO BV USD TERM LOAN                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100937.50    | 0.00%             | 2032-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                    | Altice France SA 2025 USD Term Loan B14                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    203175 | PA      | $203386.53    | 0.01%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| GENMAB AS                                                                           | GENMAB AS TERM LOAN B                                                            | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |    105000 | PA      | $105623.70    | 0.00%             | 2032-12-13      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                              | BRADYPLUS HOLDINGS LLC 2025 TERM LOAN B                                          | CUSIP: 000000000<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |     50000 | PA      | $49552.00     | 0.00%             | 2030-12-11      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                                                             | BROWN GROUP HOLDING LLC 2025 TERM LOAN B                                         | CUSIP: 000000000<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     25000 | PA      | $25153.63     | 0.00%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                           | Bausch & Lomb Corporation 2023 Incremental Term Loan                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    141738 | PA      | $142091.84    | 0.00%             | 2028-09-29      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                           | Bausch & Lomb Corporation 2025 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    323375 | PA      | $327174.66    | 0.01%             | 2031-01-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                           | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    125000 | PA      | $126468.75    | 0.00%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                    | Garda World Security Corporation 2025 Term Loan B                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    232724 | PA      | $234004.17    | 0.01%             | 2029-02-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc                                                         | Bausch Health Companies Inc 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     79600 | PA      | $77948.70     | 0.00%             | 2030-10-08      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                               | Ontario Gaming GTA LP Term Loan B                                                | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    157603 | PA      | $146232.56    | 0.00%             | 2030-08-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                   | Clarios Global LP 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    404885 | PA      | $405939.97    | 0.01%             | 2030-05-06      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                           | Titan Acquisition Limited 2024 Term Loan B                                       | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    194468 | PA      | $196183.00    | 0.00%             | 2029-02-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LIMITED                                                           | TITAN ACQUISITION LIMITED 2025 Add-On INCREMENTAL Term Loan                      | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | US        |     25000 | PA      | $25220.50     | 0.00%             | 2029-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                            | AL Candelaria -spain- SA                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    295832 | PA      | $299071.05    | 0.01%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                                            | AL Candelaria -spain- SA                                                         | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |   1115000 | PA      | $991045.45    | 0.02%             | 2033-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                                                                | Bioceanico Sovereign Certificate Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1584922 | PA      | $1288462.36   | 0.03%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                                 | Cosan Luxembourg SA                                                              | CUSIP: 000000000<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $489265.00    | 0.01%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                                              | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    405000 | PA      | $405564.98    | 0.01%             | 2032-09-30      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                                                | Ineos US Finance LLC 2023 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     68009 | PA      | $55363.49     | 0.00%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                                       | INEOS Quattro Holdings UK Ltd 2024 USD Term Loan B                               | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |     74014 | PA      | $49912.90     | 0.00%             | 2031-10-07      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                            | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |    762410 | PA      | $790314.12    | 0.02%             | 2034-07-05      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                            | Lima Metro Line 2 Finance Ltd                                                    | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |   1070622 | PA      | $1041104.99   | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                     | MARB BondCo PLC                                                                  | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $542928.00    | 0.01%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| RUTAS 2 & 7 FINANCE LTD                                                             | Rutas 2 & 7 Finance Ltd                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1576666 | PA      | $1193142.25   | 0.03%             | 2036-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                            | Virgin Media Bristol LLC 2023 USD Term Loan Y                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    162218 | PA      | $160973.65    | 0.00%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                             | Acu Petroleo Luxembourg Sarl                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1105244 | PA      | $1123833.97   | 0.03%             | 2032-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                               | Chile Electricity Lux MPC Sarl                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    895000 | PA      | $936680.15    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                               | CHILE ELECTRICITY LUX                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    582523 | PA      | $604000.21    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                          | Camelot US Acquisition LLC 2024 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    207563 | PA      | $205197.62    | 0.01%             | 2031-01-31      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                    | CSN Resources SA                                                                 | CUSIP: 000000000<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   1600000 | PA      | $1257072.00   | 0.03%             | 2032-04-08      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                                                               | Curium BidCo Sa rl 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |     99797 | PA      | $100919.54    | 0.00%             | 2031-08-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                                            | Tierra Mojada Luxembourg II Sarl                                                 | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    759079 | PA      | $746767.06    | 0.02%             | 2040-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                              | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    630000 | PA      | $627379.20    | 0.02%             | 2028-01-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                              | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    360000 | PA      | $362055.60    | 0.01%             | 2029-03-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                              | Millicom International Cellular SA                                               | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $371828.00    | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                                               | Minerva Luxembourg SA                                                            | CUSIP: 000000000<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1294943.00   | 0.03%             | 2028-01-19      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                    | Movida Europe SA                                                                 | CUSIP: 000000000<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $567000.00    | 0.01%             | 2029-04-11      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                   | Motion Finco Sarl 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    160307 | PA      | $142573.77    | 0.00%             | 2029-11-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                                   | Nexa Resources SA                                                                | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $305853.00    | 0.01%             | 2028-01-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $775830.00    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                                | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $162696.00    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                                                                    | Simpar Europe SA                                                                 | CUSIP: 000000000<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $723564.00    | 0.02%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                                | Unigel Luxembourg SA                                                             | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     62116 | PA      | $40375.40     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                                | Unigel Luxembourg SA                                                             | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    222252 | PA      | $17780.16     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| EG America LLC                                                                      | EG America LLC 2025 USD Repriced Term Loan                                       | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    160541 | PA      | $161360.42    | 0.00%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                                             | EQUATE Petrochemical Co KSC                                                      | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    200000 | PA      | $199914.00    | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Flutter Financing BV                                                                | Flutter Financing BV 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    104475 | PA      | $104638.50    | 0.00%             | 2032-06-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                     | MV24 Capital BV                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1388060 | PA      | $1376608.51   | 0.03%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                                 | Minejesa Capital BV                                                              | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   1294560 | PA      | $1288928.66   | 0.03%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                             | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    637319 | PA      | $630824.86    | 0.02%             | 2029-05-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                                                 | Hunter Douglas Inc 2025 USD Term Loan B                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    122364 | PA      | $123194.04    | 0.00%             | 2032-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                                                       | Sunrise Financing Partnership Term Loan AAA1                                     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    155000 | PA      | $155747.88    | 0.00%             | 2032-02-16      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLD                                                             | Unigel Netherlands Holding Corp BV                                               | CUSIP: 000000000<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |    262805 | PA      | $2628.05      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| AGROSUPER SA                                                                        | Agrosuper SA                                                                     | CUSIP: 000000000<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $335485.50    | 0.01%             | 2032-01-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                                                                  | Banco de Bogota SA                                                               | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |   1000000 | PA      | $1004060.00   | 0.02%             | 2026-05-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    495254 | PA      | $519788.56    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANCO GNB SUDAMERIS SA                                                              | Banco GNB Sudameris SA                                                           | CUSIP: 000000000<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    150000 | PA      | $148150.50    | 0.00%             | 2031-04-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                                             | Banco Internacional del Peru SAA Interbank                                       | CUSIP: 000000000<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |    750000 | PA      | $778882.50    | 0.02%             | 2035-04-30      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                                                                 | Banco Industrial SA/Guatemala                                                    | CUSIP: 000000000<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |   1761000 | PA      | $1754431.47   | 0.04%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $597930.00    | 0.01%             | 2034-09-13      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1100000 | PA      | $1188770.00   | 0.03%             | 2039-01-08      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| CENCOSUD SA                                                                         | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $1000120.00   | 0.02%             | 2027-07-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                                     | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   2400000 | PA      | $2392920.00   | 0.06%             | 2026-06-08      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CAP SA                                                                              | CAP SA                                                                           | CUSIP: 000000000<br>LEI: 54930079GPG23NTBB003 | Long             | DBT              | CORP              | CL        |   1200000 | PA      | $981744.00    | 0.02%             | 2031-04-27      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| CHILE ELEC PEC SPA                                                                  | Chile Electricity PEC SpA                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    361667 | PA      | $326006.62    | 0.01%             | 2028-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                                   | Cometa Energia SA de CV                                                          | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |    294000 | PA      | $308153.16    | 0.01%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $197644.00    | 0.00%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                   | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $949240.00    | 0.02%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ESC GCBREGS CREDITO RE                                                              | ESC GCBREGS CREDITO RE                                                           | CUSIP: 000000000<br>LEI: 549300W2IL7TPPCTKL39 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $3360.00      | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                              | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1000000 | PA      | $1010833.88   | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                              | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $292762.09    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRA                                                            | Empresa Electrica Cochrane SpA                                                   | CUSIP: 000000000<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    185600 | PA      | $183862.78    | 0.00%             | 2027-05-14      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                             | Fideicomiso PA Pacifico Tres                                                     | CUSIP: 000000000<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        |    321800 | PA      | $337227.09    | 0.01%             | 2035-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNL QUINTERO SA                                                                     | GNL Quintero SA                                                                  | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |    329560 | PA      | $329731.37    | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $200343.76    | 0.00%             | 2028-02-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $595574.85    | 0.01%             | 2027-06-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1600000 | PA      | $1615503.23   | 0.04%             | 2029-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                                                   | InRetail Consumer                                                                | CUSIP: 000000000<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   2209000 | PA      | $2153244.84   | 0.05%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                                               | Intercorp Financial Services Inc                                                 | CUSIP: 000000000<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |   1100000 | PA      | $1092421.00   | 0.03%             | 2027-10-19      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                              | Orbia Advance Corp SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $520698.00    | 0.01%             | 2042-09-19      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                              | Orbia Advance Corp SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $155652.00    | 0.00%             | 2044-09-17      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO GENERADORA DE ENE                                                            | Mexico Generadora de Energia S de rl                                             | CUSIP: 000000000<br>LEI: 635400GBINBYW1VUAD14 | Long             | DBT              | CORP              | MX        |   1039240 | PA      | $1055233.90   | 0.03%             | 2032-12-06      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                              | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $977810.00    | 0.02%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MINSUR SA                                                                           | Minsur SA                                                                        | CUSIP: 000000000<br>LEI: 254900C69MVC7SXO2G61 | Long             | DBT              | CORP              | PE        |   1100000 | PA      | $1051666.00   | 0.03%             | 2031-10-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                                | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    986000 | PA      | $992010.76    | 0.02%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PERU LNG SRL                                                                        | Peru LNG Srl                                                                     | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    975130 | PA      | $940834.68    | 0.02%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PRUMO PARTICIPACOES E IN                                                            | Prumo Participacoes e Investimentos S/A                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1553496 | PA      | $1585746.22   | 0.04%             | 2031-12-31      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TELFON CELUAR DEL PARAGU                                                            | Telefonica Celular del Paraguay SA                                               | CUSIP: 000000000<br>LEI: 254900R8A8IKGF4THL54 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $199430.00    | 0.00%             | 2027-04-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                            | Empresas Publicas de Medellin ESP                                                | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |   1200000 | PA      | $1095336.00   | 0.03%             | 2031-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Midco 3 PLC                                                                | Ardonagh Midco 3 PLC 2024 USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    196873 | PA      | $196832.41    | 0.00%             | 2031-02-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                                 | NBM US Holdings Inc                                                              | CUSIP: 000000000<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606426.00    | 0.02%             | 2029-08-06      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                                                    | Wipro IT Services LLC                                                            | CUSIP: 000000000<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394756.00    | 0.01%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $387500.00    | 0.01%             | 2029-07-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $689500.00    | 0.02%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                             | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $177398.00    | 0.00%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                                  | JSW Infrastructure Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |    900000 | PA      | $900360.00    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                                | JSW Hydro Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   1598500 | PA      | $1488555.17   | 0.04%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                                                             | MISC Capital Two Labuan Ltd                                                      | CUSIP: 000000000<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    800000 | PA      | $794808.00    | 0.02%             | 2027-04-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ONGC VIDESH VANKORNEFT                                                              | ONGC Videsh Vankorneft Pte Ltd                                                   | CUSIP: 000000000<br>LEI: 254900FXH0X0S4UIS503 | Long             | DBT              | CORP              | SG        |   1600000 | PA      | $1594752.00   | 0.04%             | 2026-07-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                               | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $601518.00    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                             | Reliance Industries Ltd                                                          | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $495350.00    | 0.01%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-16

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer