# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001410368-25-040859
**Filing Date:** 2025-12
**Character Count:** 660706
**Document Hash:** 5f0573664125ef25887cfb9c0ef01b95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040859.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040859

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW ETF Trust
- **CENTRAL INDEX KEY:** 0001831313

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23617
- **FILM NUMBER:** 251591516

**BUSINESS ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Engine No. 1 ETF Trust
- **DATE OF NAME CHANGE:** 20210211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Deer Lane ETF Trust
- **DATE OF NAME CHANGE:** 20201104

## Series and Classes Contracts Data

### TCW Flexible Income ETF (Series ID: S000085545)

| Class ID   | Class Name              | Ticker Symbol   |
|:---|:---|:---|
| C000250838 | TCW Flexible Income ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW ETF Trust

- **b. Investment Company Act file number:** 811-23617

- **c. CIK number of Registrant:** 0001831313

- **d. LEI of Registrant:** 549300NV06RWMAEJ2V61

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

  - **Street Address 1:** 515 South Flower Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-244-0000

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

- **a. Name of Series:** TCW Flexible Income ETF

- **b. EDGAR series identifier (if any):** S000085545

- **c. LEI of Series:** 5493004ZM793OILX8W61

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2503097853.27

**Total Liabilities:** $396035244.30

**Net Assets:** $2107062608.97

**Delayed Delivery Securities:** $58746758.29

**Cash Not Reported:** $10125288.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1320.92000000 | **1-Year:** -31139.59000000 | **5-Year:** -91249.61000000 | **10-Year:** -68710.10000000 | **30-Year:** -15067.29000000

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

- **3-Month:** -3055.59000000 | **1-Year:** -57362.93000000 | **5-Year:** -132598.42000000 | **10-Year:** -90276.73000000 | **30-Year:** -32299.88000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250838 | 1.29%                | 0.54%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3271338.67              | $8746991.61                                |
| Month 2  | $3934566.60              | $-791493.44                                |
| Month 3  | $1468433.04              | $-4369881.85                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAL Delaware Holdco Inc                                                             | AAL Delaware Holdco Inc 2025 Term Loan                                           | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002940.00   | 0.05%             | 2031-07-30      | None          | 0.00%                 | 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        |    730060 | PA      | $730585.42    | 0.03%             | 2028-12-21      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                                     | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                      | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    497500 | PA      | $497189.06    | 0.02%             | 2032-02-13      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ACRE Multifamily Housing Mortgage Loan Trust                                        | ACRE Multifamily Housing Mortgage Loan Trust 2022-Q018                           | CUSIP: 00091WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3070725 | PA      | $3065824.07   | 0.15%             | 2027-06-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                        | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659600.50    | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                                                | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1482864.85   | 0.07%             | 2064-10-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                                                                | AGNC Investment Corp                                                             | CUSIP: 00123Q104<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EC               |  | US        |     25500 | NS      | $255000.00    | 0.01%             |  |  |  | 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        |   1139571 | PA      | $1143343.33   | 0.05%             | 2028-07-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | Aimco CLO 14 Ltd                                                                 | CUSIP: 00144FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $525394.10    | 0.02%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                    | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    772000 | PA      | $811518.68    | 0.04%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 27 Ltd                                                                  | CUSIP: 00173UAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997135.00   | 0.14%             | 2037-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 23 Ltd                                                                  | CUSIP: 00177JCC7<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3208377.60   | 0.15%             | 2038-07-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                               | AMMC CLO 24 Ltd                                                                  | CUSIP: 00177LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700564.20    | 0.03%             | 2035-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2024-SFR1 Trust                                                             | CUSIP: 00179CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4653000 | PA      | $4451369.22   | 0.21%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR1 Trust                                                             | CUSIP: 00179DAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2384862.75   | 0.11%             | 2038-06-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR2 Trust                                                             | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1202429.87   | 0.06%             | 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        |   3850000 | PA      | $3784635.09   | 0.18%             | 2038-08-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2022-SFR1 Trust                                                             | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3134940.48   | 0.15%             | 2039-03-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2022-SFR1 Trust                                                             | CUSIP: 00179WAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3290000 | PA      | $3233352.45   | 0.15%             | 2039-03-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2025-SFR2 Trust                                                             | CUSIP: 00180BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4560000 | PA      | $4270577.26   | 0.20%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4260000 | PA      | $4179770.57   | 0.20%             | 2038-10-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2021-SFR3 Trust                                                             | CUSIP: 00180UAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1482978.15   | 0.07%             | 2038-10-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR 2025-SFR1 Trust                                                             | CUSIP: 00182MAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2683850.10   | 0.13%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| ASP Dream Acquisition Co LLC                                                        | ASP Dream Acquisition Co LLC Term Loan B                                         | CUSIP: 00217BAB0<br>LEI: 254900DH5Q9BDS6KS803 | Long             | LON              | CORP              | US        |   1125840 | PA      | $1066733.78   | 0.05%             | 2028-12-15      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                                              | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2491210.08   | 0.12%             | 2039-06-11      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1563000 | PA      | $1577363.97   | 0.07%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Access CIG LLC                                                                      | Access CIG LLC 2025 Term Loan                                                    | CUSIP: 00435CAV0<br>LEI: 5493002EU9Z6IQMPAN35 | Long             | LON              | CORP              | US        |    994968 | PA      | $992247.04    | 0.05%             | 2030-08-19      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    522000 | PA      | $501762.06    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                              | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $401241.60    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                                                  | The Action Environmental Group Inc 2023 Term Loan B                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002500.00   | 0.05%             | 2030-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2021 Term Loan B2                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    421184 | PA      | $397843.72    | 0.02%             | 2027-12-23      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2021 Incremental Term Loan B3                                          | CUSIP: 00709LAJ6<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    496124 | PA      | $468527.13    | 0.02%             | 2027-12-23      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                                           | ADMI Corp 2023 Term Loan B5                                                      | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     83252 | PA      | $80494.61     | 0.00%             | 2027-12-23      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                            | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $2014394.28   | 0.10%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc                                                     | Advantage Sales & Marketing Inc 2024 Term Loan                                   | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |   1080028 | PA      | $955749.29    | 0.05%             | 2027-10-28      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5000 | PA      | $4964.95      | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    123000 | PA      | $121043.07    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                                       | American Home Mortgage Assets Trust 2006-6                                       | CUSIP: 008684AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17656061 | PA      | $150883.40    | 0.01%             | 2046-12-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO Series 2017-A                                                          | CUSIP: 00900DAE2<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $2225529.50   | 0.11%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                      | Air Lease Corp                                                                   | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378711.80    | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                            | Ajax Mortgage Loan Trust 2021-D                                                  | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2794344 | PA      | $2795002.05   | 0.13%             | 2060-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                             | Albion Financing 3 SARL 2025 USD Term Loan                                       | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    997500 | PA      | $1004986.24   | 0.05%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                                      | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750835.50    | 0.04%             | 2031-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO XVI Ltd                                                              | CUSIP: 01749FAE0<br>LEI: 213800XPKDKUTQ6UKE25 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005661.00   | 0.05%             | 2037-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                 | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3646988.40   | 0.17%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241815.00    | 0.01%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    655000 | PA      | $608684.95    | 0.03%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $53850.16     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                                    | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $148810.60    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | 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        |   1300000 | PA      | $1306740.50   | 0.06%             | 2032-08-20      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3149000 | PA      | $3339144.18   | 0.16%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2734000 | PA      | $2929373.28   | 0.14%             | 2054-07-20      | Fixed         | 11.19%                | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1780686.60   | 0.08%             | 2055-04-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15225000 | PA      | $14447466.86  | 0.69%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14400000 | PA      | $14039222.40  | 0.67%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13125000 | PA      | $13061166.56  | 0.62%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                | Alpha Generation LLC Term Loan B                                                 | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |   1772339 | PA      | $1776565.95   | 0.08%             | 2031-09-30      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    950647 | PA      | $969270.17    | 0.05%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1145634 | PA      | $1098032.91   | 0.05%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112099 | PA      | $62999.49     | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3718471 | PA      | $1586778.08   | 0.08%             | 2036-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3589193 | PA      | $449763.95    | 0.02%             | 2036-08-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-32CB                                                 | CUSIP: 02147XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127682 | PA      | $71960.07     | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-34                                                   | CUSIP: 02148AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1255120 | PA      | $557989.54    | 0.03%             | 2046-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-5CB                                                  | CUSIP: 02150EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168131 | PA      | $82595.72     | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-5CB                                                  | CUSIP: 02150EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496010 | PA      | $243671.02    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-13                                                   | CUSIP: 02150MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269059 | PA      | $138763.11    | 0.01%             | 2047-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-22                                                   | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235524 | PA      | $83653.65     | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504406 | PA      | $286138.27    | 0.01%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-15CB                                                 | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1796533 | PA      | $1054107.12   | 0.05%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-18CB                                                 | CUSIP: 02151NBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289725 | PA      | $171722.32    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-16CB                                                 | CUSIP: 02152AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6111 | PA      | $4489.35      | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    340000 | PA      | $256713.60    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2393000 | PA      | $1744544.86   | 0.08%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1007000 | PA      | $867087.42    | 0.04%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    490000 | PA      | $498070.30    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                               | Amcor Finance USA Inc                                                            | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246296.05    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                            | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2253880.50   | 0.11%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                                 | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $691808.50    | 0.03%             | 2029-05-23      | Fixed         | 5.45%                 | 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        |   1005000 | PA      | $1006004.91   | 0.05%             | 2031-09-29      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                                | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    261000 | PA      | $271687.95    | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    500000 | PA      | $456060.00    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5570000 | PA      | $5581251.40   | 0.26%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1712088.00   | 0.08%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                                       | American Home Mortgage Assets Trust 2007-1                                       | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2222762 | PA      | $771761.44    | 0.04%             | 2047-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                               | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    675000 | PA      | $462354.75    | 0.02%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                                       | American Home Mortgage Assets Trust 2007-5                                       | CUSIP: 026936AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7031 | PA      | $98.94        | 0.00%             | 2047-06-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                      | American Rock Salt Company LLC 2024 First Out Term Loan                          | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    139769 | PA      | $139186.81    | 0.01%             | 2028-06-09      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| American Rock Salt Company LLC                                                      | American Rock Salt Company LLC 2024 First Out Delayed Draw Term Loan             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |     88708 | PA      | $88338.04     | 0.00%             | 2028-06-09      | Floating      | 11.47%                | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1050000 | PA      | $949578.00    | 0.05%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    500000 | PA      | $510425.00    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                            | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |   1120000 | PA      | $1133316.80   | 0.05%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1220323.44   | 0.06%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    909000 | PA      | $957531.51    | 0.05%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                           | Amgen Inc                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78996.00     | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                          | Amneal Pharmaceuticals LLC 2025 Term Loan B                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1009580.00   | 0.05%             | 2032-08-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                    | AmWINS Group Inc 2025 Term Loan B                                                | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1198089 | PA      | $1200999.93   | 0.06%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                                       | Anchorage Credit Funding 19 Ltd                                                  | CUSIP: 03331VAE5<br>LEI: 636700NIUPSXWN2YAM51 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2304924.30   | 0.11%             | 2040-10-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2024-11                                                 | CUSIP: 03463QAD8<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1955345.70   | 0.09%             | 2069-08-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2025-HB1                                                | CUSIP: 034936AD6<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-O            | CORP              | US        |   1832000 | PA      | $1844194.16   | 0.09%             | 2055-02-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | AOMT 2024-6                                                                      | CUSIP: 034944AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2137776 | PA      | $2121655.74   | 0.10%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                 | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188809.15    | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                                                     | APL Finance 2023-1 DAC                                                           | CUSIP: 03790CAH4<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |   3509000 | PA      | $3468879.85   | 0.16%             | 2036-03-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                           | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2322037.68   | 0.11%             | 2043-01-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                    | Arches Buyer Inc 2021 Term Loan B                                                | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    996803 | PA      | $999987.86    | 0.05%             | 2027-12-06      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                            | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $103452.17    | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    382000 | PA      | $357280.78    | 0.02%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    510000 | PA      | $139806.30    | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                            | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    305000 | PA      | $77415.10     | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                              | Arizona Public Service Co                                                        | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    135000 | PA      | $147590.10    | 0.01%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                                  | Astoria Energy LLC 2025 Term Loan B                                              | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    740316 | PA      | $743903.19    | 0.04%             | 2032-06-23      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Term Loan B9                                                    | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    994792 | PA      | $996194.32    | 0.05%             | 2027-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2021 Second Lien Term Loan B4                                        | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    564175 | PA      | $539453.21    | 0.03%             | 2029-01-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                         | Asurion LLC 2024 Term Loan B12                                                   | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    180887 | PA      | $180547.46    | 0.01%             | 2030-09-19      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14026.05     | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89840.55     | 0.00%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127845.90    | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                                                              | Athenahealth Group Inc 2022 Term Loan B                                          | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    227903 | PA      | $227225.64    | 0.01%             | 2029-02-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1540000 | PA      | $1520729.21   | 0.07%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC 2021                                    | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3682000 | PA      | $3603557.94   | 0.17%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3580000 | PA      | $3627184.76   | 0.17%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2817519.85   | 0.13%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                                      | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                 | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |   1142232 | PA      | $1145504.94   | 0.05%             | 2030-06-24      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    476000 | PA      | $459049.64    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                                            | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $52464.00     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                                            | BAE Systems Holdings Inc                                                         | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249825.00    | 0.01%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43562.20     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                                                      | BCAP LLC Trust 2007-AA2                                                          | CUSIP: 05530NBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358803 | PA      | $950934.77    | 0.05%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                                | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     83000 | PA      | $82145.93     | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4728715.50   | 0.22%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                                              | Aveanna Healthcare LLC 2021 Term Loan B                                          | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-07-17      | None          | 0.00%                 | 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        |   1058177 | PA      | $1058446.91   | 0.05%             | 2030-12-11      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                                          | BGME Trust 2021-VR                                                               | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1237067.68   | 0.06%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                                          | BGME Trust 2021-VR                                                               | CUSIP: 05551XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1255183.10   | 0.06%             | 2043-01-10      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                                   | BCPE North Star US HoldCo 2, Inc. Term Loan                                      | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |    995844 | PA      | $994953.21    | 0.05%             | 2028-06-09      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                                                    | BBAM US CLO VI Ltd                                                               | CUSIP: 05556VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $1909820.00   | 0.09%             | 2039-01-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| bmo sba coof trust                                                                  | BMO SBA COOF Trust 2019-1                                                        | CUSIP: 05588XAA4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1578444 | PA      | $40852.97     | 0.00%             | 2045-10-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2021-TY                                                                | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1746614.45   | 0.08%             | 2038-09-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2690000 | PA      | $2922390.71   | 0.14%             | 2039-11-05      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1627652 | PA      | $1620734.39   | 0.08%             | 2030-03-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| BCRED CLO LLC                                                                       | BCRED CLO 2023-1 LLC                                                             | CUSIP: 055978AA8<br>LEI: 2549001W2Y6F50VEZG93 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1202991.60   | 0.06%             | 2036-01-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BW Gas & Convenience Holdings LLC                                                   | BW Gas & Convenience Holdings LLC 2021 Term Loan B                               | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    504799 | PA      | $505429.64    | 0.02%             | 2028-03-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIV2                                           | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1025196.26   | 0.05%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2761986.60   | 0.13%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-VIEW                                                               | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1850014.43   | 0.09%             | 2036-06-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $964052.00    | 0.05%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $714441.98    | 0.03%             | 2039-06-13      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3000694.80   | 0.14%             | 2036-10-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1598527.52   | 0.08%             | 2036-10-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-ARIA                                                               | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8120000 | PA      | $8115988.72   | 0.39%             | 2036-10-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2023-LIFE                                                               | CUSIP: 05609DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3920000 | PA      | $3782321.37   | 0.18%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                                         | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1059426.12   | 0.05%             | 2036-08-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX 2021-LBA3 Mortgage Trust                                                      | CUSIP: 05609PAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2059000 | PA      | $2054273.36   | 0.10%             | 2036-10-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-CLS                                                                | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2955000 | PA      | $2978353.07   | 0.14%             | 2027-10-13      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    868000 | PA      | $868328.45    | 0.04%             | 2039-04-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                                      | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1809000 | PA      | $1811887.89   | 0.09%             | 2035-03-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1998018.20   | 0.09%             | 2041-02-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1837000 | PA      | $1834949.91   | 0.09%             | 2041-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530000 | PA      | $1515157.93   | 0.07%             | 2041-02-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147000 | PA      | $1151254.45   | 0.05%             | 2041-10-15      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2021-3 Ltd                                               | CUSIP: 05683NAN2<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201284.00   | 0.06%             | 2034-07-24      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2020-4 Ltd                                               | CUSIP: 05684HAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002500.00   | 0.05%             | 2036-10-20      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2020-4 Ltd                                               | CUSIP: 05684KBS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2100000 | PA      | $2103175.20   | 0.10%             | 2036-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2023-2 Ltd                                               | CUSIP: 05685DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3200000 | PA      | $2084851.20   | 0.10%             | 2038-07-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                       | Ballyrock CLO 19 Ltd                                                             | CUSIP: 05874WAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1986102.00   | 0.09%             | 2035-04-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2006-3 Trust                                             | CUSIP: 058931BF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4140 | PA      | $3796.37      | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                              | Banc of America Alternative Loan Trust 2006-5                                    | CUSIP: 05950BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355339 | PA      | $1105405.34   | 0.05%             | 2046-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                              | Banc of America Alternative Loan Trust 2006-5                                    | CUSIP: 05950BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355347 | PA      | $166722.89    | 0.01%             | 2046-06-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2006-7 Trust                                             | CUSIP: 05951KBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585055 | PA      | $533493.03    | 0.03%             | 2036-10-25      | Variable      | 6.54%                 | 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        |    997494 | PA      | $992097.29    | 0.05%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | Banc of America Funding 2014-R5 Trust                                            | CUSIP: 05990PAB1<br>LEI: 549300LENCFK8RITKD65 | Long             | ABS-MBS          | CORP              | US        |    944734 | PA      | $674605.93    | 0.03%             | 2045-09-26      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                               | Banijay Entertainment SAS                                                        | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $363979.00    | 0.02%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98518.00     | 0.00%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    685000 | PA      | $674896.25    | 0.03%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4117410.70   | 0.20%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205787.25    | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $809146.65    | 0.04%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2574468.75   | 0.12%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1272449.25   | 0.06%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245676.05    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust 2015-UBS7                              | CUSIP: 06054AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $66.15        | 0.00%             | 2048-09-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2020-BNK25                                                                  | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2615000 | PA      | $2282011.13   | 0.11%             | 2063-01-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                                                      | Bardot CLO Ltd                                                                   | CUSIP: 06744NBU0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1189766.40   | 0.06%             | 2032-10-22      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                                              | Barracuda Networks Inc 2022 Term Loan                                            | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    540635 | PA      | $452443.56    | 0.02%             | 2029-08-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                               | Basswood Park CLO Ltd                                                            | CUSIP: 07025AAC7<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $1550253.00   | 0.07%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $334489.60    | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bayard Park CLO, Ltd                                                                | Bayard Park CLO Ltd                                                              | CUSIP: 072716AC7<br>LEI: 254900IPTPVQFEN03U12 | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $1654405.65   | 0.08%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539705.00    | 0.03%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    345000 | PA      | $374873.55    | 0.02%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254872.50    | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    510000 | PA      | $508408.80    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67988.00     | 0.00%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $199045.35    | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                             | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2015651.10   | 0.10%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust 2004-3                                                    | CUSIP: 07384MQ88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4479 | PA      | $4223.80      | 0.00%             | 2034-07-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust 2005-10                                                   | CUSIP: 07387AET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89314 | PA      | $89085.22     | 0.00%             | 2035-10-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                                      | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   1790000 | PA      | $1548600.60   | 0.07%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338000 | PA      | $1334530.97   | 0.06%             | 2057-09-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                    | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2095280.20   | 0.10%             | 2057-07-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38757.20     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262315.95    | 0.01%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156742.50    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3010000 | PA      | $3029958.71   | 0.14%             | 2041-11-15      | Floating      | 6.72%                 | 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        |   4765283 | PA      | $4564244.07   | 0.22%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                                     | Blackhawk Network Holdings Inc 2025 Term Loan B                                  | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    816524 | PA      | $820798.85    | 0.04%             | 2029-03-12      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4301139.36   | 0.20%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                                             | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2533397.23   | 0.12%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                                | BlueMountain CLO 2015-4 Ltd                                                      | CUSIP: 09628NBC5<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3705313.20   | 0.18%             | 2030-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                                      | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4235319.48   | 0.20%             | 2041-08-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 1999-B                                                               | CUSIP: 09774XBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997492 | PA      | $60232.05     | 0.00%             | 2029-12-17      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 2000-A                                                               | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658345 | PA      | $108886.78    | 0.01%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                                    | BCMSC Trust 2000-A                                                               | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142144 | PA      | $9882.89      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     10000 | PA      | $9868.00      | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1884294.95   | 0.09%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                                    | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674667.00    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3210000 | PA      | $3219176.75   | 0.15%             | 2063-06-25      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1811000 | PA      | $1855097.85   | 0.09%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1014000 | PA      | $1035841.56   | 0.05%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1067000 | PA      | $1111749.98   | 0.05%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5620000 | PA      | $5668326.94   | 0.27%             | 2044-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1238243.54   | 0.06%             | 2039-01-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2296162 | PA      | $2315034.17   | 0.11%             | 2040-04-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4216453 | PA      | $4248642.52   | 0.20%             | 2042-08-15      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3449825 | PA      | $3475115.05   | 0.16%             | 2042-08-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1398505.64   | 0.07%             | 2042-03-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIVA                                           | CUSIP: 12433XAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1084196.28   | 0.05%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2006-CB7 TRUST                                                            | CUSIP: 12479DAD0<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |     31160 | PA      | $21907.70     | 0.00%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1527587.30   | 0.07%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1389888.00   | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS Mortgage Loan Trust 2007-CB2                                              | CUSIP: 1248MBAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782948 | PA      | $457298.79    | 0.02%             | 2037-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAL8<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |    924044 | PA      | $258195.81    | 0.01%             | 2037-01-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | C-BASS 2007-CB1 TRUST                                                            | CUSIP: 1248MGAP9<br>LEI: 969500V3L9W19NIA5E82 | Long             | ABS-O            | CORP              | US        |   1631327 | PA      | $455690.77    | 0.02%             | 2037-01-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20564 | PA      | $20485.05     | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                                     | CCRR Parent Inc Term Loan B                                                      | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133846 | PA      | $44503.74     | 0.00%             | 2028-03-06      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                                     | CCRR Parent Inc US Acquisition Facility                                          | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    403477 | PA      | $136427.59    | 0.01%             | 2028-03-06      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                 | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    798000 | PA      | $800561.58    | 0.04%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                        | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8532483 | PA      | $22861.94     | 0.00%             | 2049-08-10      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2024-R1 LLC                                                                 | CUSIP: 12530YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1434951.45   | 0.07%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                      | CFMT 2024-NR1 LLC                                                                | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1434101 | PA      | $1447063.90   | 0.07%             | 2029-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-20                                          | CUSIP: 12544QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196389 | PA      | $84517.84     | 0.00%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                              | CHL Mortgage Pass-Through Trust 2007-7                                           | CUSIP: 12544TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577082 | PA      | $253396.46    | 0.01%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-1                                                      | CUSIP: 12547QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $583020.99    | 0.03%             | 2058-03-25      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2017-IV Ltd                                                         | CUSIP: 12551JAN6<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $575614.10    | 0.03%             | 2030-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                     | Cigna Group/The                                                                  | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $5017327.65   | 0.24%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                                     | CLI Funding VIII LLC                                                             | CUSIP: 12565KAF4<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    228184 | PA      | $208537.97    | 0.01%             | 2047-01-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88519 | PA      | $80783.21     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168967 | PA      | $154200.78    | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A2                               | CUSIP: 12566UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194016 | PA      | $172589.10    | 0.01%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A5                               | CUSIP: 12566WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    673882 | PA      | $622460.16    | 0.03%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2007-A3                               | CUSIP: 12567AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154394 | PA      | $136873.43    | 0.01%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-II Ltd                                                         | CUSIP: 12567VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    475000 | PA      | $315334.45    | 0.01%             | 2035-04-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                                                                 | Charlotte Buyer Inc 2025 Repriced Term Loan B                                    | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    347375 | PA      | $346876.52    | 0.02%             | 2028-02-11      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2118988 | PA      | $2109326.20   | 0.10%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2014-CCRE19 Mortgage Trust                                                  | CUSIP: 12592GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $4196.04      | 0.00%             | 2047-08-10      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| Antylia Scientific                                                                  | Antylia Scientific Term Loan                                                     | CUSIP: 12592HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    664322 | PA      | $664046.28    | 0.03%             | 2032-05-27      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2014-UBS5 Mortgage Trust                                                    | CUSIP: 12592KBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1514178 | PA      | $15.14        | 0.00%             | 2047-09-10      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2021-R5                                                                | CUSIP: 12592SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681000 | PA      | $473137.48    | 0.02%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2015-LC21 Mortgage Trust                                                    | CUSIP: 12593FAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10015000 | PA      | $100.15       | 0.00%             | 2048-07-10      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4733168 | PA      | $47.33        | 0.00%             | 2049-02-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545422 | PA      | $24123.24     | 0.00%             | 2052-06-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2012-LC4 Mortgage Trust                                                     | CUSIP: 126192AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    976972 | PA      | $9.77         | 0.00%             | 2044-12-10      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160043 | PA      | $3072.24      | 0.00%             | 2045-10-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $1673613.90   | 0.08%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $107427.00    | 0.01%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2896000 | PA      | $2286247.20   | 0.11%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2016-787S Mortgage Trust                                                    | CUSIP: 12635WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $925570.56    | 0.04%             | 2036-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                 | CSN Inova Ventures                                                               | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    710000 | PA      | $661996.90    | 0.03%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                    | CSN Resources SA                                                                 | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    610000 | PA      | $497680.70    | 0.02%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Series 2014-8R                                                              | CUSIP: 12648VAL8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    866048 | PA      | $724946.55    | 0.03%             | 2036-02-27      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                                  | Century Plaza Towers 2019-CPT                                                    | CUSIP: 12654YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $349138.13    | 0.02%             | 2039-11-13      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70442.25     | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    212000 | PA      | $208569.84    | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1218461.85   | 0.06%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1342270.80   | 0.06%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1630119.50   | 0.08%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-7CB                                                  | CUSIP: 12667F4M4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113478 | PA      | $67348.18     | 0.00%             | 2038-03-01      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2004-30CB                                                 | CUSIP: 12667FG41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717274 | PA      | $715617.04    | 0.03%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12667G6W8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213972 | PA      | $148973.32    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12667G6X6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161685 | PA      | $110423.43    | 0.01%             | 2035-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-46CB                                                 | CUSIP: 12667G7A5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456102 | PA      | $317551.82    | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-10CB                                                 | CUSIP: 12667GBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275829 | PA      | $1045111.41   | 0.05%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-64CB                                                 | CUSIP: 12668AA62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2989072 | PA      | $411614.07    | 0.02%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-67CB                                                 | CUSIP: 12668AJ89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53723 | PA      | $39678.29     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-74T1                                                 | CUSIP: 12668AL78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442690 | PA      | $251400.71    | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-55CW                                                 | CUSIP: 12668AMX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178782 | PA      | $117895.08    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269210 | PA      | $183792.91    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503276 | PA      | $284975.03    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230069 | PA      | $130274.42    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2006-J1                                                   | CUSIP: 12668BKH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173866 | PA      | $117535.22    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                                                       | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $952805.55    | 0.05%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029850.00   | 0.05%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2239580.40   | 0.11%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                 | Calpine Corporation 2024 Term Loan B10                                           | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    179916 | PA      | $179965.24    | 0.01%             | 2031-01-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                 | Calpine Corporation 2024 Term Loan B5                                            | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000370.00   | 0.05%             | 2032-02-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                         | Capital Street Master Trust                                                      | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1105405.84   | 0.05%             | 2028-10-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2022-P2                                           | CUSIP: 14686JAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3050 | PA      | $356795.87    | 0.02%             | 2029-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-N3                                           | CUSIP: 14686RAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200 | PA      | $424432.98    | 0.02%             | 2030-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-N3                                           | CUSIP: 14686RAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15059014 | PA      | $259271.05    | 0.01%             | 2030-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P2                                           | CUSIP: 14686TAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000 | PA      | $180673.67    | 0.01%             | 2030-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2020-P1                                           | CUSIP: 14687AAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300 | PA      | $98029.34     | 0.00%             | 2027-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N3                                           | CUSIP: 14687GAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500 | PA      | $103587.88    | 0.00%             | 2028-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P1                                           | CUSIP: 14688EAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100 | PA      | $208332.25    | 0.01%             | 2030-03-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-P3                                           | CUSIP: 14688GAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000 | PA      | $215759.41    | 0.01%             | 2030-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                              | Cascade MH Asset Trust 2022-MH1                                                  | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054926 | PA      | $1029966.78   | 0.05%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                                           | Cast and Crew Payroll LLC 2021 Incremental Term Loan                             | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |    972258 | PA      | $802477.70    | 0.04%             | 2028-12-29      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                                       | Castle US Holding Corporation 2025 New Money FLFO Term Loan                      | CUSIP: 14852DAG6<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2030-04-29      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-2                                      | CUSIP: 14855XAA2<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   2107278 | PA      | $2133380.14   | 0.10%             | 2050-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-3                                      | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1631000 | PA      | $1630914.05   | 0.08%             | 2050-11-15      | Fixed         | 5.09%                 | No            |                  3 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                      | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   3364240 | PA      | $3425626.99   | 0.16%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                                                | Celsius Holdings Inc 2025 Term Loan B                                            | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    419032 | PA      | $421780.35    | 0.02%             | 2032-04-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1183489.65   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $858630.00    | 0.04%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4721121.35   | 0.22%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                              | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    765000 | PA      | $794475.45    | 0.04%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                             | Central Garden & Pet Co                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    575000 | PA      | $545433.50    | 0.03%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                                             | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54391.82     | 0.00%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $194595.00    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $125725.60    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $345348.00    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $236656.80    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $260167.14    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $174363.00    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                               | Charter Communications Operating LLC 2024 Term Loan B5                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   3165412 | PA      | $3163797.59   | 0.15%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                              | Chemours Company (The) 2025 Term Loan B                                          | CUSIP: 16384YAM9<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1058632 | PA      | $1043810.95   | 0.05%             | 2032-10-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1963744.70   | 0.09%             | 2042-04-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922450.00    | 0.04%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    510000 | PA      | $453961.20    | 0.02%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119378.05    | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2006-WF1                                           | CUSIP: 17307G4H8<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     26744 | PA      | $12461.89     | 0.00%             | 2036-03-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GVL9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   1311051 | PA      | $1221973.69   | 0.06%             | 2035-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2005-A1                               | CUSIP: 17308FAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1139978 | PA      | $1094467.44   | 0.05%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                                 | CitiMortgage Alternative Loan Trust Series 2006-A1                               | CUSIP: 17309AAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207719 | PA      | $193033.70    | 0.01%             | 2036-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2009-10                                            | CUSIP: 17316AAF7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    479943 | PA      | $344838.69    | 0.02%             | 2035-12-25      | Variable      | 7.00%                 | 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        |   3153999 | PA      | $31.54        | 0.00%             | 2049-02-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11628000 | PA      | $141891.83    | 0.01%             | 2050-08-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $3042202.05   | 0.14%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2020-555                                     | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1320184.40   | 0.06%             | 2041-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                                                         | City Football Group Limited 2024 Term Loan                                       | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    955664 | PA      | $956858.23    | 0.05%             | 2030-07-22      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                            | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    517000 | PA      | $533492.30    | 0.03%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                                               | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |    822000 | PA      | $772375.86    | 0.04%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1138434.00   | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    715000 | PA      | $752065.60    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                                              | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1774344.60   | 0.08%             | 2032-07-01      | Fixed         | 6.50%                 | 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        |   2000000 | PA      | $1954831.80   | 0.09%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2198787.30   | 0.10%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                                     | Cologix Data Centers US Issuer LLC                                               | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3354184.66   | 0.16%             | 2051-12-26      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                              | Colossus Acquireco LLC Term Loan B                                               | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1000000 | PA      | $996785.00    | 0.05%             | 2032-07-30      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAE4<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013885.20   | 0.05%             | 2069-12-26      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAE1<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008257.20   | 0.10%             | 2070-06-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CART                                                                                | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267000 | PA      | $1270494.39   | 0.06%             | 2041-08-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    721491 | PA      | $740993.72    | 0.04%             | 2039-06-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3620000 | PA      | $3770898.98   | 0.18%             | 2041-12-25      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    798892 | PA      | $816441.93    | 0.04%             | 2039-09-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5710000 | PA      | $5981865.66   | 0.28%             | 2041-12-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   3983627 | PA      | $4259884.16   | 0.20%             | 2039-11-25      | Floating      | 13.55%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6635000 | PA      | $6900864.45   | 0.33%             | 2041-10-25      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                               | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3422743 | PA      | $437780.13    | 0.02%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                               | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QDU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1992158 | PA      | $252815.35    | 0.01%             | 2032-05-01      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5965000 | PA      | $6248626.21   | 0.30%             | 2055-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                       | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69688 | PA      | $78.79        | 0.00%             | 2052-10-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                       | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4459000 | PA      | $194543.94    | 0.01%             | 2053-04-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                                          | Cornerstone Generation LLC Term Loan B                                           | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    181482 | PA      | $183329.55    | 0.01%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0406B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23000000 | PA      | $21748524.00  | 1.03%             | 2055-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12325000 | PA      | $12026488.50  | 0.57%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20275000 | PA      | $20211275.68  | 0.96%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27000000 | PA      | $27227610.00  | 1.29%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                                                | Cotiviti Corporation 2025 2nd Amendment Term Loan                                | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    375748 | PA      | $362478.77    | 0.02%             | 2032-03-26      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                           | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    980000 | PA      | $902060.60    | 0.04%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930000 | PA      | $3951413.78   | 0.19%             | 2069-11-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H8 Mortgage Trust                                                     | CUSIP: 22757GAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3297413.46   | 0.16%             | 2069-12-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H5 Mortgage Trust                                                     | CUSIP: 22757HAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3654000 | PA      | $3689189.48   | 0.18%             | 2069-08-26      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H4 Mortgage Trust                                                     | CUSIP: 22758HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3768000 | PA      | $3806262.16   | 0.18%             | 2069-07-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H6 Mortgage Trust                                                     | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822334 | PA      | $822461.93    | 0.04%             | 2069-09-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2024-H6 Mortgage Trust                                                     | CUSIP: 227919AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740101 | PA      | $739655.93    | 0.04%             | 2069-09-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross 2025-H5 Mortgage Trust                                                     | CUSIP: 227920AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3160000 | PA      | $3168587.30   | 0.15%             | 2070-07-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1250000 | PA      | $1097662.50   | 0.05%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390632 | PA      | $143891.34    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KCH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021126 | PA      | $481113.83    | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Mortgage-Backed Trust 2007-5                                                | CUSIP: 22944BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722426 | PA      | $406987.22    | 0.02%             | 2037-08-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                 | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3581636.04   | 0.17%             | 2036-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                 | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1331908.52   | 0.06%             | 2036-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                             | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7788726 | PA      | $77.89        | 0.00%             | 2049-05-10      | Variable      | 1.34%                 | 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        |   1000000 | PA      | $1003755.00   | 0.05%             | 2032-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1458000 | PA      | $1305621.21   | 0.06%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $494489.82    | 0.02%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1616106.15   | 0.08%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DGWD Trust                                                                          | DGWD Trust 2025-INFL                                                             | CUSIP: 23347FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425000 | PA      | $2438171.39   | 0.12%             | 2035-08-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| DTI Holdco Inc                                                                      | DTI Holdco Inc 2025 Term Loan B                                                  | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |   1515868 | PA      | $1338700.90   | 0.06%             | 2029-04-26      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                                                       | DailyPay Securitization Trust 2025-1                                             | CUSIP: 233824AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2920000 | PA      | $2943935.82   | 0.14%             | 2028-06-26      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                  | CUSIP: 23802WAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1934828.03   | 0.09%             | 2051-02-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                               | Dave & Buster's Inc 2024 1st Lien Term Loan B                                    | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |    499284 | PA      | $447840.00    | 0.02%             | 2031-11-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Davis Park CLO                                                                      | Davis Park CLO Ltd                                                               | CUSIP: 239086AU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3526145.00   | 0.17%             | 2038-07-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                       | DBSG 2024-ALTA Mortgage Trust                                                    | CUSIP: 239918AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504331.60    | 0.02%             | 2037-06-10      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                                                 | Dechra Pharmaceuticals Holdings Ltd USD Term Loan B                              | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |    199000 | PA      | $199788.04    | 0.01%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                                        | Del Amo Fashion Center Trust 2017-AMO                                            | CUSIP: 24500EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1429181.16   | 0.07%             | 2035-06-05      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1151151.05   | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    840000 | PA      | $859941.60    | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                             | Delta Air Lines 2020-1 Class AA Pass Through Trust                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17526 | PA      | $16834.73     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                                     | SkyMiles IP Ltd 2025 Repriced Term Loan B                                        | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1768576 | PA      | $1779346.34   | 0.08%             | 2028-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                                         | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54555.80     | 0.00%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III Inc                                           | Dermatology Intermediate Holdings III Inc 2022 Term Loan B                       | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |    496154 | PA      | $469897.39    | 0.02%             | 2029-03-30      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-B SECURITIES INC MORTGAGE L                                            | Deutsche Alt-B Securities Inc Mortgage Loan Trust Series 2006-AB2                | CUSIP: 251511AB7<br>LEI: 5299003GGM6YEXXXJ012 | Long             | ABS-MBS          | CORP              | US        |    170994 | PA      | $159040.27    | 0.01%             | 2036-06-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage and Asset Receiving Corp.                                         | Deutsche Mortgage & Asset Receiving Corp                                         | CUSIP: 25160HAC9<br>LEI: 529900JBPP7HAVCM8C23 | Long             | ABS-MBS          | CORP              | US        |    261743 | PA      | $215758.73    | 0.01%             | 2037-07-27      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                   | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1344617.15   | 0.06%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                       | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $947120.25    | 0.04%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $5404981.50   | 0.26%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $21981.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $21984.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $128053.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $533416.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $9574.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $840466.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-8371.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $3763.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-33567.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $10798.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-6424.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $5111.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MBC5<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301110.20   | 0.06%             | 2030-10-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden XXVI Senior Loan Fund                                                     | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |      3815 | PA      | $3821.86      | 0.00%             | 2029-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2022-4                                        | CUSIP: 268432AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $892888.56    | 0.04%             | 2067-09-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2024-NQM1                                                                   | CUSIP: 26845DAG0<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |   2867000 | PA      | $2878828.67   | 0.14%             | 2069-11-25      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                    | EOC Borrower LLC Term Loan B                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $501971.93    | 0.02%             | 2032-03-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                    | EOC Borrower LLC Term Loan A                                                     | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    446406 | PA      | $448359.53    | 0.02%             | 2028-03-24      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                                    | EP Purchaser LLC 2023 Term Loan B                                                | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    433099 | PA      | $375445.02    | 0.02%             | 2028-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    688000 | PA      | $757866.40    | 0.04%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1660000 | PA      | $1724225.40   | 0.08%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer, LLC                                                 | Edgeconnex Data Centers Issuer LLC                                               | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3468400 | PA      | $3378957.25   | 0.16%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Edgewater Generation LLC                                                            | Edgewater Generation LLC 2025 Repriced Term Loan                                 | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |     69602 | PA      | $69867.43     | 0.00%             | 2030-08-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                              | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    860000 | PA      | $817774.00    | 0.04%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-INV2                                                                   | CUSIP: 281914AE1<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4055009.60   | 0.19%             | 2070-05-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                   | Elanco Animal Health Inc Term Loan B                                             | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1271554 | PA      | $1272723.91   | 0.06%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                                   | Elanco Animal Health Inc 2025 Term Loan B                                        | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002500.00   | 0.05%             | 2032-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    575000 | PA      | $666005.25    | 0.03%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                                 | Elmwood CLO VI Ltd                                                               | CUSIP: 29001VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3412712.60   | 0.16%             | 2037-07-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                                                 | Elmwood CLO III Ltd                                                              | CUSIP: 29002JAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $1645941.50   | 0.08%             | 2037-07-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                                                 | Elmwood CLO III Ltd                                                              | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1878279.20   | 0.09%             | 2037-07-18      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd                                                                  | Elmwood CLO 17 Ltd                                                               | CUSIP: 29003GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $2557648.00   | 0.12%             | 2037-07-17      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                              | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1399858.20   | 0.07%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    733000 | PA      | $733864.94    | 0.03%             | 2028-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Astrion Group, LLC                                                                  | Astrion Group LLC 2024 Term Loan                                                 | CUSIP: 29288KAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496231 | PA      | $1346607.61   | 0.06%             | 2031-08-29      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                                    | Ensemble RCM LLC 2024 Term Loan B                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    994950 | PA      | $1000053.59   | 0.05%             | 2029-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                            | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    431000 | PA      | $424254.85    | 0.02%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     71000 | PA      | $62699.39     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5540000 | PA      | $5592388.46   | 0.27%             | 2042-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                          | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158755.50    | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332754 | PA      | $221433.16    | 0.01%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8945000 | PA      | $8991424.55   | 0.43%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                               | FRTKL 2021-SFR1                                                                  | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779000 | PA      | $1729052.62   | 0.08%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding, LLC                                                             | FIP Master Funding LLC                                                           | CUSIP: 30332YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2506627.88   | 0.12%             | 2055-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                           | CUSIP: 30334RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1026436.80   | 0.05%             | 2039-11-10      | Variable      | 10.42%                | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                            | FHF Issuer Trust 2024-3                                                          | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3498772 | PA      | $3480941.26   | 0.17%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                                             | Farmers Exchange Capital II                                                      | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $546612.00    | 0.03%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                            | Farmers Exchange Capital III                                                     | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $79838.80     | 0.00%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                    | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115634.25    | 0.01%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                    | Farmers Insurance Exchange                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276720.95    | 0.01%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                           | Forvia SE                                                                        | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    385000 | PA      | $408727.55    | 0.02%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 31282YJ42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156203 | PA      | $27294.65     | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6127627 | PA      | $823042.77    | 0.04%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11751691 | PA      | $1572808.35   | 0.07%             | 2052-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 31325YRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5382666 | PA      | $814305.55    | 0.04%             | 2052-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DS4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    343274 | PA      | $327397.01    | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481561 | PA      | $471782.39    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1770283 | PA      | $1688403.77   | 0.08%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3237271 | PA      | $3172536.63   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  42950097 | PA      | $40956925.32  | 1.94%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6374491 | PA      | $6246037.76   | 0.30%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6885587 | PA      | $6562851.99   | 0.31%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632421 | PA      | $602876.35    | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2720180 | PA      | $2664523.69   | 0.13%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2804750 | PA      | $2747363.71   | 0.13%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7275748 | PA      | $7270380.12   | 0.35%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31439288 | PA      | $30775564.45  | 1.46%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18541392 | PA      | $18082019.87  | 0.86%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6243639 | PA      | $802540.48    | 0.04%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136A1L60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50550 | PA      | $3873.40      | 0.00%             | 2041-11-25      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136AAKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43503 | PA      | $879.52       | 0.00%             | 2027-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57905 | PA      | $0.58         | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394753 | PA      | $13861.12     | 0.00%             | 2039-01-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195202 | PA      | $3541.62      | 0.00%             | 2039-07-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTLG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13214833 | PA      | $724599.28    | 0.03%             | 2054-07-25      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTNR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14588978 | PA      | $1054800.04   | 0.05%             | 2054-11-25      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6975514 | PA      | $6999596.71   | 0.33%             | 2053-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTYZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6742919 | PA      | $506533.26    | 0.02%             | 2054-12-25      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BU2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4791639 | PA      | $4811421.20   | 0.23%             | 2055-03-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2865078 | PA      | $267244.05    | 0.01%             | 2054-12-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1040135 | PA      | $95440.28     | 0.00%             | 2054-11-25      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7300550 | PA      | $7326816.41   | 0.35%             | 2054-07-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BWAH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19613088 | PA      | $1058910.83   | 0.05%             | 2055-06-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BWGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324233 | PA      | $315133.36    | 0.01%             | 2055-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BWM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17344145 | PA      | $1243068.58   | 0.06%             | 2055-08-25      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BWW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23136501 | PA      | $23196950.83  | 1.10%             | 2055-08-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BXKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23079648 | PA      | $23156368.65  | 1.10%             | 2055-09-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BXQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9519576 | PA      | $899191.99    | 0.04%             | 2055-10-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BLN38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181304 | PA      | $316.94       | 0.00%             | 2043-10-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BQYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6243936 | PA      | $76028.04     | 0.00%             | 2044-06-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BUX94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2999971 | PA      | $71089.71     | 0.00%             | 2045-01-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1142925 | PA      | $11.43        | 0.00%             | 2046-05-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156303 | PA      | $13565.32     | 0.00%             | 2031-01-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3160000 | PA      | $34609.27     | 0.00%             | 2047-05-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2495000 | PA      | $32972.92     | 0.00%             | 2047-09-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    593052 | PA      | $6050.79      | 0.00%             | 2027-06-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9115504 | PA      | $437772.07    | 0.02%             | 2030-01-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3501606 | PA      | $77862.23     | 0.00%             | 2027-05-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HFGZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1824122 | PA      | $1831603.46   | 0.09%             | 2054-09-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHFS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4451462 | PA      | $4460751.41   | 0.21%             | 2054-11-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHMQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2797903 | PA      | $2807837.69   | 0.13%             | 2054-12-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJ2B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6583802 | PA      | $541568.66    | 0.03%             | 2055-01-25      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJC54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6444613 | PA      | $536319.50    | 0.03%             | 2055-02-25      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJD46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9226856 | PA      | $9257355.61   | 0.44%             | 2055-02-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HJUY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2824544 | PA      | $2833549.41   | 0.13%             | 2055-02-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLBG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7175438 | PA      | $7198067.11   | 0.34%             | 2055-05-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLD58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4124186 | PA      | $4137520.67   | 0.20%             | 2055-05-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1480136 | PA      | $1459788.15   | 0.07%             | 2055-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1517756 | PA      | $1483447.14   | 0.07%             | 2055-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLPB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13860856 | PA      | $831272.53    | 0.04%             | 2055-06-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLSP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2601709 | PA      | $2618100.91   | 0.12%             | 2055-06-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLT85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    503679 | PA      | $493466.36    | 0.02%             | 2055-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLVW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1486691 | PA      | $1452691.20   | 0.07%             | 2055-06-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HMHD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1587770 | PA      | $1519475.28   | 0.07%             | 2055-08-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HMVM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18606205 | PA      | $1886375.57   | 0.09%             | 2055-09-25      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31381JN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37545 | PA      | $37313.94     | 0.00%             | 2036-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W0WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9468928 | PA      | $9267407.13   | 0.44%             | 2054-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4346667 | PA      | $4254608.85   | 0.20%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7259707 | PA      | $6926179.66   | 0.33%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2921972 | PA      | $2786825.38   | 0.13%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8163334 | PA      | $7784500.42   | 0.37%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4399550 | PA      | $4194700.37   | 0.20%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6128981 | PA      | $6004527.37   | 0.28%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10703687 | PA      | $10484685.50  | 0.50%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5395848 | PA      | $5142938.46   | 0.24%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10017357 | PA      | $10014024.08  | 0.48%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17239060 | PA      | $16811954.08  | 0.80%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1335018 | PA      | $175175.27    | 0.01%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4887816 | PA      | $637577.71    | 0.03%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3191905 | PA      | $417188.43    | 0.02%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422MZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36201061 | PA      | $3961958.15   | 0.19%             | 2052-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7512686 | PA      | $998220.51    | 0.05%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10566319 | PA      | $1367096.15   | 0.06%             | 2052-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427NEF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17626884 | PA      | $16738292.14  | 0.79%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 3142G6FR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15493169 | PA      | $2164608.93   | 0.10%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    926000 | PA      | $880338.94    | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3210178.20   | 0.15%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                                                         | FinCo I LLC 2025 Repriced Term Loan B                                            | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    997500 | PA      | $997604.74    | 0.05%             | 2029-06-27      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                              | First Brands Group LLC 2021 Term Loan                                            | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |    500000 | PA      | $166500.00    | 0.01%             | 2027-03-30      | None          | 0.00%                 | 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        |    937393 | PA      | $937069.54    | 0.04%             | 2032-08-16      | Floating      | 7.71%                 | 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        |    160043 | PA      | $159987.49    | 0.01%             | 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: 32029GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631339 | PA      | $303707.34    | 0.01%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA1                     | CUSIP: 32053DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535409 | PA      | $186664.05    | 0.01%             | 2037-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                       | First Horizon Alternative Mortgage Securities Trust 2007-FA2                     | CUSIP: 32053LAD4<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |    705788 | PA      | $218858.11    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                            | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    418000 | PA      | $403595.72    | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                       | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332534.40    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3931106.00   | 0.19%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2021-SFR1 Trust                                                   | CUSIP: 33767WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3393000 | PA      | $3338185.07   | 0.16%             | 2038-08-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR3 Trust                                                      | FirstKey Homes 2021-SFR3 Trust                                                   | CUSIP: 33768JAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    944000 | PA      | $919837.09    | 0.04%             | 2038-12-17      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                                | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1595151.68   | 0.08%             | 2039-05-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797920.00    | 0.04%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                                                 | 522 Funding CLO 2020-6 Ltd                                                       | CUSIP: 33835ABE8<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100858.00   | 0.05%             | 2034-10-23      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CORPAY TECHNO OPERATING CO LLC                                                      | CORPAY TECHNO OPERATING CO LLC 2025 TERM LOAN B                                  | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1000000 | PA      | $999690.00    | 0.05%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4070000 | PA      | $4050170.96   | 0.19%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2970790.80   | 0.14%             | 2051-11-27      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5973888.00   | 0.28%             | 2051-11-27      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3887000 | PA      | $3914336.49   | 0.19%             | 2039-12-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                                | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    730000 | PA      | $701303.70    | 0.03%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191928.25    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |   3220789 | PA      | $3340740.20   | 0.16%             | 2041-09-25      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |   2940000 | PA      | $3099003.43   | 0.15%             | 2041-10-25      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   3840000 | PA      | $4074327.17   | 0.19%             | 2041-11-25      | Floating      | 11.98%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1017724.80   | 0.05%             | 2042-01-25      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155029.45    | 0.01%             | 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        |    245216 | PA      | $245752.52    | 0.01%             | 2031-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1426520.90   | 0.07%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM6 Trust                                                             | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1186837 | PA      | $1088985.94   | 0.05%             | 2066-08-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    892000 | PA      | $947411.04    | 0.04%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $117819.80    | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM1 Trust                                                             | CUSIP: 36171GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4036000 | PA      | $4066027.03   | 0.19%             | 2069-11-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                                             | Guggenheim Partners LLC 2024 Term Loan B                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218151 | PA      | $219333.29    | 0.01%             | 2031-11-26      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1620169 | PA      | $1594005.08   | 0.08%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5861260 | PA      | $5724384.36   | 0.27%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $10284.70     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     73000 | PA      | $69852.24     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3846254 | PA      | $3759241.71   | 0.18%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247342 | PA      | $172.45       | 0.00%             | 2044-08-10      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Trust                                                                       | CUSIP: 3622EAAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166316 | PA      | $7399.44      | 0.00%             | 2047-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                    | CUSIP: 3622ECAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710749 | PA      | $310508.68    | 0.01%             | 2047-04-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                    | CUSIP: 3622ECAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $293373.52    | 0.01%             | 2037-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Home Equity Trust 2007-5                                                    | CUSIP: 3622ECAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1987261 | PA      | $135920.31    | 0.01%             | 2037-05-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                                              | GSAA Trust                                                                       | CUSIP: 362334NC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2668503 | PA      | $945599.50    | 0.04%             | 2046-03-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust 2005-AR6                                                 | CUSIP: 362341RX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |      2328 | PA      | $2238.92      | 0.00%             | 2035-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GWT 2024-WLF2                                                                    | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522000 | PA      | $524150.95    | 0.02%             | 2041-05-15      | Floating      | 6.17%                 | 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        |    480921 | PA      | $4.81         | 0.00%             | 2048-10-10      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13209728 | PA      | $30502.58     | 0.00%             | 2049-11-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2015-GS1                                            | CUSIP: 36252AAE6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |    404776 | PA      | $4.05         | 0.00%             | 2048-11-10      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust 2016-GS2                                            | CUSIP: 36252TAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200029 | PA      | $0.70         | 0.00%             | 2049-05-10      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2017-375H                                      | CUSIP: 36254JAG0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | ABS-MBS          | CORP              | US        |   2920000 | PA      | $2796401.66   | 0.13%             | 2037-09-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Corp Trust 2024-UPTN                                      | CUSIP: 36256SAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1420188.41   | 0.07%             | 2029-10-15      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                                               | GFL Environmental Inc 2025 Term Loan B                                           | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    500000 | PA      | $500875.00    | 0.02%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GSCG Trust                                                                          | GSCG Trust 2019-600C                                                             | CUSIP: 36260TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $2824.35      | 0.00%             | 2034-09-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3356000 | PA      | $3386689.95   | 0.16%             | 2070-06-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57106.59     | 0.00%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                                 | General Electric Co                                                              | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49228.92     | 0.00%             | 2036-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                    | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2058400.80   | 0.10%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $435379.30    | 0.02%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $445191.75    | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                                    | Gloves Buyer Inc 2025 Term Loan                                                  | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   1025012 | PA      | $1012840.16   | 0.05%             | 2032-05-21      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                          | GLS Auto Receivables Issuer Trust 2023-2                                         | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1110000 | PA      | $1136715.59   | 0.05%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                                      | Go Daddy Operating Company LLC 2024 Term Loan B8                                 | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    997481 | PA      | $997077.13    | 0.05%             | 2029-11-09      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                              | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139BBJ7<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2505977.50   | 0.12%             | 2038-10-20      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2056055.25   | 0.10%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2900251.50   | 0.14%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4886.65      | 0.00%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317957.25    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                                      | Golub Capital Partners Clo 42M-R                                                 | CUSIP: 381742AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $803252.80    | 0.04%             | 2036-01-20      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                                      | Golub Capital Partners CLO 69M                                                   | CUSIP: 38179UAD0<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1200060.00   | 0.06%             | 2036-11-09      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38374EP35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160892 | PA      | $12964.18     | 0.00%             | 2033-10-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38376G3S7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1040556 | PA      | $1002.16      | 0.00%             | 2051-08-16      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38376GBQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    689445 | PA      | $7591.90      | 0.00%             | 2051-09-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378B7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    294518 | PA      | $612.39       | 0.00%             | 2054-04-16      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378BQ77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1350730 | PA      | $22181.42     | 0.00%             | 2051-12-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378BT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211452 | PA      | $2486.95      | 0.00%             | 2053-01-16      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378XMU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4319575 | PA      | $133142.27    | 0.01%             | 2055-02-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20571 | PA      | $19141.10     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381AYA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1966 | PA      | $1898.83      | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                                               | Finance Department Government of Sharjah                                         | CUSIP: 38381CAE2<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $217538.00    | 0.01%             | 2032-11-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38381UCQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11418672 | PA      | $1104785.65   | 0.05%             | 2055-08-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384WFA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13075010 | PA      | $836986.85    | 0.04%             | 2054-09-20      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384YEE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10930182 | PA      | $876413.13    | 0.04%             | 2054-10-20      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385DRG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2353129 | PA      | $2358862.32   | 0.11%             | 2055-02-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385EFG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13927283 | PA      | $754886.86    | 0.04%             | 2055-03-20      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38385ENN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11730941 | PA      | $805244.97    | 0.04%             | 2055-03-20      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                            | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52845.77     | 0.00%             | 2028-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                             | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991470.00    | 0.05%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                            | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330229.25    | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                             | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |   1626000 | PA      | $1590536.94   | 0.08%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3225000 | PA      | $3259102.76   | 0.15%             | 2039-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2610000 | PA      | $2640521.34   | 0.13%             | 2039-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                              | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |   1494994 | PA      | $1480791.29   | 0.07%             | 2032-01-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    410000 | PA      | $396556.10    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intrado Corporation                                                                 | Intrado Corporation 2023 Term Loan B                                             | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |    347348 | PA      | $348145.64    | 0.02%             | 2030-01-31      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| HOA Funding LLC                                                                     | HOA Funding LLC - HOA                                                            | CUSIP: 40390GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814278 | PA      | $166928.49    | 0.01%             | 2051-08-20      | Fixed         | 4.72%                 | No            |                  3 | On Loan: No      |
| HOMES Trust                                                                         | HOMES 2025-NQM4 Trust                                                            | CUSIP: 403958AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2405500 | PA      | $2411626.57   | 0.11%             | 2070-08-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                                                          | HAVN Trust 2025-MOB                                                              | CUSIP: 40408XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3315000 | PA      | $3327499.87   | 0.16%             | 2035-10-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1264435.20   | 0.06%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283712.00    | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                                  | HDI Aerospace Intermediate Holding III Corporation Term Loan B                   | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |    815900 | PA      | $820493.52    | 0.04%             | 2032-02-11      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $54478.80     | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $45360.45     | 0.00%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                                                           | HSI Asset Loan Obligation Trust 2007-WF1                                         | CUSIP: 40431KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237868 | PA      | $73818.11     | 0.00%             | 2036-12-25      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| PHRG Intermediate LLC                                                               | PHRG Intermediate LLC 2025 Term Loan B                                           | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    879928 | PA      | $860683.62    | 0.04%             | 2032-02-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                            | HAH Group Holding Co LLC                                                         | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    299000 | PA      | $283825.75    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2006-5                                            | CUSIP: 41161MAG5<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   2452767 | PA      | $24.53        | 0.00%             | 2046-07-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2006-4                                            | CUSIP: 41161PL27<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |   2356704 | PA      | $1168644.24   | 0.06%             | 2046-05-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2005-9                                            | CUSIP: 41161PSK0<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |     11508 | PA      | $11155.00     | 0.00%             | 2035-06-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2005-9                                            | CUSIP: 41161PSP9<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |    843954 | PA      | $0.93         | 0.00%             | 2035-06-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                                                                   | Harriman Park CLO LTD                                                            | CUSIP: 413718AL1<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1948346.40   | 0.09%             | 2038-07-20      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     35000 | PA      | $33060.30     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    150000 | PA      | $147669.00    | 0.01%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                                | Heartland Dental LLC 2025 Term Loan                                              | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |   1393261 | PA      | $1398046.71   | 0.07%             | 2032-08-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                                               | Heartland Dental LLC / Heartland Dental Finance Corp                             | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11601.15     | 0.00%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc Term Loan A1                                           | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    110979 | PA      | $110146.49    | 0.01%             | 2027-08-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc Term Loan A2                                           | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    110979 | PA      | $110146.49    | 0.01%             | 2027-02-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                           | Healthpeak Properties Inc 2024 Term Loan A3                                      | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    223979 | PA      | $221179.48    | 0.01%             | 2029-03-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    486000 | PA      | $512802.90    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $925935.65    | 0.04%             | 2027-12-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9375000 | PA      | $9159415.31   | 0.43%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust                                                                 | CUSIP: 432826AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1020362.20   | 0.05%             | 2042-07-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust                                                                 | CUSIP: 432826AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1076827.50   | 0.05%             | 2042-07-15      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                               | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    924611 | PA      | $927995.28    | 0.04%             | 2030-11-08      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1790330.96   | 0.08%             | 2038-11-05      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                         | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAH5<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |   5461000 | PA      | $5535179.49   | 0.26%             | 2069-10-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                         | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAF7<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |   3542000 | PA      | $3587434.30   | 0.17%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                         | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2893899.56   | 0.14%             | 2068-01-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                 | Homeward Opportunities Fund Trust 2024-RRTL2                                     | CUSIP: 43789GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3814901.32   | 0.18%             | 2039-09-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                 | Homeward Opportunities Fund Trust 2025-RRTL1                                     | CUSIP: 437919AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2645000 | PA      | $2665337.41   | 0.13%             | 2040-03-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                 | Homeward Opportunities Fund Trust 2025-RRTL2                                     | CUSIP: 437923AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4130000 | PA      | $4140067.70   | 0.20%             | 2040-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   1475000 | PA      | $1526728.25   | 0.07%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                              | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2941913.10   | 0.14%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                              | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2343839.85   | 0.11%             | 2054-06-20      | Fixed         | 9.19%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                                             | HPS Loan Management 2024-19 Ltd                                                  | CUSIP: 442924AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004595.00   | 0.05%             | 2037-04-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                               | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    417000 | PA      | $435756.66    | 0.02%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |   2226000 | PA      | $2132864.16   | 0.10%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    422000 | PA      | $361426.12    | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    638000 | PA      | $624129.88    | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-30HY Mortgage Trust                                            | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $737699.92    | 0.04%             | 2039-07-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3598624.40   | 0.17%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    570000 | PA      | $583395.00    | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    746000 | PA      | $753818.08    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                                             | Kestrel Acquisition LLC 2025 Term Loan                                           | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    217117 | PA      | $217643.91    | 0.01%             | 2031-11-06      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-1                           | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975472 | PA      | $976188.91    | 0.05%             | 2033-03-21      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1456452 | PA      | $1453598.62   | 0.07%             | 2033-09-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1879292 | PA      | $1874568.48   | 0.09%             | 2033-09-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAS8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1409469 | PA      | $1415229.15   | 0.07%             | 2033-09-20      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1035063.00   | 0.05%             | 2040-01-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1575858.96   | 0.07%             | 2040-01-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                   | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    905000 | PA      | $921054.70    | 0.04%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                      | ICG US CLO 2022-1i Ltd                                                           | CUSIP: 44933EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2806652.80   | 0.13%             | 2038-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                           | IQVIA Inc 2025 Incremental Term Loan B5                                          | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    123883 | PA      | $124579.59    | 0.01%             | 2031-01-02      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                              | CUSIP: 45006HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1404026.14   | 0.07%             | 2047-03-14      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                                    | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1661575.74   | 0.08%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $371935.10    | 0.02%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2970188.22   | 0.14%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Coherent Corp                                                                       | Coherent Corp 2025 Term Loan B2                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    241897 | PA      | $242576.43    | 0.01%             | 2029-07-02      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                                      | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2235000 | PA      | $2305372.55   | 0.11%             | 2042-07-13      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    195000 | PA      | $201048.90    | 0.01%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2955000 | PA      | $2974177.95   | 0.14%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                                        | MH Sub I LLC 2023 Term Loan                                                      | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    803261 | PA      | $732578.34    | 0.03%             | 2028-05-03      | Floating      | 8.25%                 | 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        |    660231 | PA      | $533796.51    | 0.03%             | 2031-12-31      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                    | IndyMac INDX Mortgage Loan Trust 2006-AR3                                        | CUSIP: 45660L5S4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65577 | PA      | $44623.92     | 0.00%             | 2036-03-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2005-A8CB                                 | CUSIP: 45660LSX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217308 | PA      | $112895.00    | 0.01%             | 2035-07-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2003-A15                                  | CUSIP: 45660NWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321898 | PA      | $39798.42     | 0.00%             | 2034-02-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                                                                | Nielsen Consumer Inc 2025 USD 1st Lien Term Loan                                 | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497503 | PA      | $497503.12    | 0.02%             | 2030-10-31      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $736540.00    | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    560000 | PA      | $490016.80    | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125013.20    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    405000 | PA      | $386487.45    | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    505000 | PA      | $452384.05    | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42646.45     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco CLO 2021-2 Ltd                                                           | CUSIP: 46091AAB6<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $1486055.00   | 0.07%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                     | Invesco CLO 2021-2 Ltd                                                           | CUSIP: 46091AAC4<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $0.05         | 0.00%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Invesco CLO Ltd                                                                     | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAC5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $0.14         | 0.00%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| Invesco CLO Ltd                                                                     | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAE1<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $979164.20    | 0.05%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                           | Invitation Homes Operating Partnership LP 2024 Term Loan                         | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    739444 | PA      | $739444.21    | 0.04%             | 2028-09-09      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                                             | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487980.00    | 0.02%             | 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: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    678000 | PA      | $689437.86    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc 2022 Term Loan A                                               | CUSIP: 46284NAU3<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |    987500 | PA      | $975156.25    | 0.05%             | 2030-03-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    335000 | PA      | $343321.40    | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    440000 | PA      | $456244.80    | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | 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        |    221579 | PA      | $457.05       | 0.00%             | 2049-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                                                             | JG Wentworth XLII LLC                                                            | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140337 | PA      | $128411.46    | 0.01%             | 2077-10-15      | Fixed         | 4.70%                 | 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        |    385000 | PA      | $364044.45    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3190000 | PA      | $3220183.46   | 0.15%             | 2065-06-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM1                                        | CUSIP: 46593QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3243000 | PA      | $3318918.95   | 0.16%             | 2065-06-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming, LLC                                                            | J&J Ventures Gaming LLC 2025 Repriced Term Loan B                                | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    997946 | PA      | $990147.54    | 0.05%             | 2030-04-26      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                       | JGWPT XXX LLC                                                                    | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30592 | PA      | $29177.75     | 0.00%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                       | JGWPT XXXII LLC                                                                  | CUSIP: 46618AAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |     31020 | PA      | $28373.01     | 0.00%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXIX LLC                                                            | J.G. Wentworth XXXIX LLC                                                         | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262372 | PA      | $239416.38    | 0.01%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                                  | JP Morgan Alternative Loan Trust 2006-S1                                         | CUSIP: 46627MFV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855667 | PA      | $775442.29    | 0.04%             | 2036-03-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-WF1                                    | CUSIP: 46628SAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581745 | PA      | $416105.97    | 0.02%             | 2036-07-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CW2                                    | CUSIP: 46629BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1334898 | PA      | $790383.69    | 0.04%             | 2036-08-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CW2                                    | CUSIP: 46629BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253672 | PA      | $150143.39    | 0.01%             | 2036-08-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2006-CH2                                    | CUSIP: 46629QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408624 | PA      | $245341.19    | 0.01%             | 2029-09-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH1                                    | CUSIP: 46630LAG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | ABS-O            | CORP              | US        |       707 | PA      | $702.01       | 0.00%             | 2036-11-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                    | CUSIP: 46630MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359493 | PA      | $178319.48    | 0.01%             | 2037-01-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                    | CUSIP: 46630MAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551917 | PA      | $273733.28    | 0.01%             | 2030-10-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2007-S1                                                 | CUSIP: 46630RAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353290 | PA      | $129539.88    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1915000 | PA      | $1917395.67   | 0.09%             | 2038-04-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX                   | CUSIP: 46637WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48466973 | PA      | $130104.74    | 0.01%             | 2045-06-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C30                              | CUSIP: 46644UAJ7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   4710271 | PA      | $8089.18      | 0.00%             | 2048-07-15      | Variable      | 0.25%                 | 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        |   3000888 | PA      | $30.01        | 0.00%             | 2048-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAX8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    238405 | PA      | $2.38         | 0.00%             | 2048-08-15      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254362.50    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419403.60    | 0.02%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $955875.60    | 0.05%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371973.75    | 0.02%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691481.00    | 0.03%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    760000 | PA      | $692732.40    | 0.03%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114093.60    | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    270000 | PA      | $243086.40    | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3511410.00   | 0.17%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $442888.00    | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | CUSIP: 46647TAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3680256 | PA      | $29832.52     | 0.00%             | 2050-03-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP                   | CUSIP: 46651WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $4168.34      | 0.00%             | 2038-12-05      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                    | CUSIP: 46652BBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $12297.76     | 0.00%             | 2037-01-16      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                    | CUSIP: 46652BBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $12447.38     | 0.00%             | 2037-01-16      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                        | CUSIP: 46658CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836696 | PA      | $841713.05    | 0.04%             | 2054-06-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2024-CES1                                        | CUSIP: 46658CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532852 | PA      | $537415.77    | 0.03%             | 2054-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                        | CUSIP: 46658XAE5<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |   1539000 | PA      | $1556398.70   | 0.07%             | 2055-05-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                               | Jane Street Group LLC 2024 Term Loan B1                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1462385 | PA      | $1450590.79   | 0.07%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $346490.10    | 0.02%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $794149.20    | 0.04%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93914.10     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | 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: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    172000 | PA      | $189872.52    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                                                       | JDE Peet's NV                                                                    | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $653040.00    | 0.03%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                             | JetBlue 2019-1 Class AA Pass Through Trust                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22318 | PA      | $19752.54     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52915 | PA      | $50017.40     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   2441000 | PA      | $2209495.56   | 0.10%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113720.05    | 0.01%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | CUSIP: 48128YAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $491529.95    | 0.02%             | 2052-03-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                | Kelso Industries LLC Term Loan                                                   | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112775 | PA      | $113057.16    | 0.01%             | 2029-12-30      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC                                                                | Kelso Industries LLC Delayed Draw Term Loan                                      | CUSIP: 48825CAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5307 | PA      | $5319.93      | 0.00%             | 2029-12-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                         | Kedrion SpA                                                                      | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    669000 | PA      | $656636.88    | 0.03%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                               | KeySpan Gas East Corp                                                            | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    385000 | PA      | $408115.40    | 0.02%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Knock Issuer Trust 2025-1                                                           | Knock Issuer Trust 2025-1                                                        | CUSIP: 49917PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2545000 | PA      | $2574574.94   | 0.12%             | 2030-02-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1777295.48   | 0.08%             | 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        |   1645000 | PA      | $1695879.85   | 0.08%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                                          | KUEHG Corp 2025 Term Loan                                                        | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    500000 | PA      | $499107.50    | 0.02%             | 2030-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                            | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52637.00     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM 35 Ltd                                                                       | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1698821.90   | 0.08%             | 2034-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2023-RTL3                                                   | CUSIP: 50205TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3721472 | PA      | $3731203.46   | 0.18%             | 2028-08-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                                | LHOME Mortgage Trust 2025-RTL1                                                   | CUSIP: 50205UAB7<br>LEI: 5299002NGIWITLMXOH85 | Long             | ABS-MBS          | CORP              | US        |   3609000 | PA      | $3636483.98   | 0.17%             | 2040-01-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| LMRK Issuer Co. LLC                                                                 | Lmrk Issuer Co 2 LLC                                                             | CUSIP: 50209AAJ0<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2444780.73   | 0.12%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                                 | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                             | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    493476 | PA      | $497021.85    | 0.02%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Lakeshore Intermediate LLC                                                          | Lakeshore Intermediate LLC Term Loan                                             | CUSIP: 51207KAB5<br>LEI: 9845007F777G13ADC933 | Long             | LON              | CORP              | US        |    494859 | PA      | $413518.69    | 0.02%             | 2028-09-29      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1866372.75   | 0.09%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Learning Care Group (US) No 2 Inc                                                   | Learning Care Group (US) No 2 Inc 2024 Term Loan B                               | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |    500000 | PA      | $491750.00    | 0.02%             | 2028-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman ABS Manufactured Housing Contract                                            | Lehman ABS Manufactured Housing Contract Trust 2001-B                            | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184713 | PA      | $186060.10    | 0.01%             | 2040-04-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128465 | PA      | $61132.98     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-7                                                     | CUSIP: 52520QAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182989 | PA      | $23232.67     | 0.00%             | 2036-11-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HBT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5523441 | PA      | $413085.44    | 0.02%             | 2037-01-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482551 | PA      | $142730.22    | 0.01%             | 2036-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8161584 | PA      | $934185.48    | 0.04%             | 2037-06-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust 2006-17                                                          | CUSIP: 52523KAM6<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |   6512171 | PA      | $128298.23    | 0.01%             | 2046-08-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust 2006-17                                                          | CUSIP: 52523KAQ7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-O            | CORP              | US        |    161630 | PA      | $147942.93    | 0.01%             | 2046-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    380000 | PA      | $389701.40    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    160000 | PA      | $146619.20    | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1077919.15   | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                       | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |   1160000 | PA      | $1175323.60   | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                   | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $310768.25    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                            | Live Nation Entertainment Inc                                                    | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355124.25    | 0.02%             | 2026-03-15      | Fixed         | 5.63%                 | 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        |   1000000 | PA      | $1001250.00   | 0.05%             | 2032-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                                | Lockheed Martin Corp                                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55818.95     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                          | LOS ANGELES CA DEPT OF ARPTS ARPT REVENUE                                        | CUSIP: 544445BD0<br>LEI: 549300E7TO710PTXPJ65 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93717.00     | 0.00%             | 2038-05-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                                 | Mastr Asset Backed Securities Trust 2006-NC2                                     | CUSIP: 55275BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649897 | PA      | $231227.36    | 0.01%             | 2036-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                       | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808000 | PA      | $807970.43    | 0.04%             | 2038-05-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                    | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    527000 | PA      | $535532.13    | 0.03%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIP V Waste Holdings LLC                                                            | MIP V Waste Holdings LLC 2025 Term Loan B                                        | CUSIP: 55316XAE0<br>LEI: 254900RELOGHR3ZGIQ56 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1005000.00   | 0.05%             | 2032-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2308048.16   | 0.11%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2299011.00   | 0.11%             | 2042-10-15      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676000 | PA      | $713342.24    | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                            | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    784739 | PA      | $786794.27    | 0.04%             | 2033-04-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $961728.64    | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2299000 | PA      | $2149450.05   | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185495.10    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnite Inc                                                                         | Magnite Inc 2025 Repriced Term Loan B                                            | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |    551493 | PA      | $552295.35    | 0.03%             | 2031-02-06      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite Xlii Ltd                                                               | CUSIP: 55955YAE4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $776599.00    | 0.04%             | 2038-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                                            | MajorDrive Holdings IV LLC                                                       | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $809390.08    | 0.04%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                         | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1656012.60   | 0.08%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                                                       | MASTR Alternative Loan Trust 2005-2                                              | CUSIP: 576434J70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3744 | PA      | $3699.38      | 0.00%             | 2035-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Maverick Bidco Inc                                                                  | Maverick Bidco Inc 2021 Term Loan                                                | CUSIP: 57767KAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    994818 | PA      | $999483.94    | 0.05%             | 2028-05-18      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    301000 | PA      | $277025.35    | 0.01%             | 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        |    133629 | PA      | $127225.85    | 0.01%             | 2029-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                                           | MEDINA VLY TX INDEP SCH DIST                                                     | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $629235.74    | 0.03%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP 2025 Term Loan B                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    864159 | PA      | $865814.29    | 0.04%             | 2028-10-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco Inc                                                                   | Mermaid Bidco Inc 2024 USD Term Loan B                                           | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1003750.00   | 0.05%             | 2031-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                                                         | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-B                        | CUSIP: 59020UBU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      2713 | PA      | $2659.31      | 0.00%             | 2029-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-RM2                           | CUSIP: 590216AA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |   3309599 | PA      | $931527.62    | 0.04%             | 2037-05-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset                                                | Merrill Lynch Alternative Note Asset Trust Series 2007-A1                        | CUSIP: 59023MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615799 | PA      | $187595.13    | 0.01%             | 2037-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust Series 2006-HE6                           | CUSIP: 59023XAC0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |    720050 | PA      | $225830.59    | 0.01%             | 2037-11-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                                    | Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3                   | CUSIP: 59024VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184324 | PA      | $184896.71    | 0.01%             | 2037-06-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                             | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14212.95     | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                            | MIAMI-DADE CNTY FL AVIATION REVENUE                                              | CUSIP: 59333P6H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89673.70     | 0.00%             | 2032-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                                              | Michaels Companies Inc 2021 Term Loan B                                          | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    162775 | PA      | $156118.32    | 0.01%             | 2028-04-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Capital Corp 2005-1 Trust                                              | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1112 | PA      | $1111.91      | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Capital Corp 2006-1 Trust                                              | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20347 | PA      | $20446.23     | 0.00%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Mid-State Trust                                                                     | Mid-State Trust XI                                                               | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       659 | PA      | $658.04       | 0.00%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                                    | Modena Buyer LLC Term Loan                                                       | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    228137 | PA      | $223460.03    | 0.01%             | 2031-07-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc                                                                       | Modivcare Inc 2024 Term Loan B                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    807544 | PA      | $351616.61    | 0.02%             | 2031-07-01      | Floating      | 12.75%                | No            |                  2 | On Loan: No      |
| Modivcare Inc                                                                       | Modivcare Inc 2025 Incremental Term Loan                                         | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    276124 | PA      | $119309.20    | 0.01%             | 2026-01-12      | Floating      | 15.44%                | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                       | ModivCare Inc                                                                    | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    744450 | PA      | $11166.75     | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2344935.30   | 0.11%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | CUSIP: 61690FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167647 | PA      | $1.68         | 0.00%             | 2048-04-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144544.70    | 0.01%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2011-C2                                           | CUSIP: 617459AF9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |  10221440 | PA      | $36987.30     | 0.00%             | 2044-06-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $376499.00    | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $228321.90    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    354000 | PA      | $322447.98    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128161.20    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                  | Morgan Stanley Mortgage Loan Trust 2007-13                                       | CUSIP: 61756HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172960 | PA      | $89493.94     | 0.00%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5                       | CUSIP: 61761AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21333237 | PA      | $213.33       | 0.00%             | 2045-08-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                      | CUSIP: 61762XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15985117 | PA      | $237086.46    | 0.01%             | 2046-10-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                         | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432414 | PA      | $1466337.47   | 0.07%             | 2054-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437283.75    | 0.02%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4103670.40   | 0.19%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                         | CUSIP: 61779BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4055000 | PA      | $4095856.56   | 0.19%             | 2070-07-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3328643.42   | 0.16%             | 2069-11-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                                  | Murphy Oil USA Inc                                                               | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     58000 | PA      | $54004.38     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                      | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670997.25    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40100.00     | 0.00%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                                    | NMEF Funding 2025-B LLC                                                          | CUSIP: 62919WAF6<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2305567.61   | 0.11%             | 2033-01-18      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2427033.21   | 0.12%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                          | CUSIP: 62955HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1780000 | PA      | $1767120.28   | 0.08%             | 2038-12-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                          | CUSIP: 62955HAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $811280.04    | 0.04%             | 2038-11-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                          | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2765000 | PA      | $2709409.68   | 0.13%             | 2038-11-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                           | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2058463.22   | 0.10%             | 2029-08-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                     | Naked Juice LLC 2025 FLFO Term Loan                                              | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   2226519 | PA      | $2248483.42   | 0.11%             | 2029-01-24      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                     | Naked Juice LLC 2025 FLSO Term Loan                                              | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     93403 | PA      | $71126.22     | 0.00%             | 2029-01-24      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                                     | Naked Juice LLC 2025 FLTO Term Loan                                              | CUSIP: 62984CAN3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     74507 | PA      | $31931.56     | 0.00%             | 2030-01-24      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| NAPA Management Services Corporation                                                | NAPA Management Services Corporation Term Loan B                                 | CUSIP: 63035HAC3<br>LEI: 549300C5SN85QZ48R870 | Long             | LON              | CORP              | US        |   1377565 | PA      | $960858.68    | 0.05%             | 2029-02-23      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Trust                                                   | Nationstar Home Equity Loan Trust 2007-C                                         | CUSIP: 63860KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12778 | PA      | $12592.17     | 0.00%             | 2037-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                                              | Natixis Commercial Mortgage Securities Trust 2018-ALXA                           | CUSIP: 63874GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $85790.42     | 0.00%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                                              | Natixis Commercial Mortgage Securities Trust 2020-2PAC                           | CUSIP: 63875DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3041000 | PA      | $2628517.24   | 0.12%             | 2037-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                          | Navient Student Loan Trust 2018-4                                                | CUSIP: 63941NAD1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $805069.68    | 0.04%             | 2067-06-27      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                           | Nelnet Student Loan Trust 2007-1                                                 | CUSIP: 64032EAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785000 | PA      | $703204.49    | 0.03%             | 2037-08-25      | Variable      | 5.96%                 | No            |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129VAQ6<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1823146.20   | 0.09%             | 2038-07-22      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers CLO 26 Ltd                                        | CUSIP: 64131NAA5<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   5540000 | PA      | $2282779.16   | 0.11%             | 2038-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134KAC4<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    316250 | PA      | $157741.07    | 0.01%             | 2037-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                                | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755HAB1<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3315200.00   | 0.16%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                                | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755HAE5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $0.04         | 0.00%             | 2038-10-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| City of New York NY                                                                 | NEW YORK NY                                                                      | CUSIP: 64966MYR4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    155000 | PA      | $151473.60    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue             | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                   | CUSIP: 64971XQW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $64347.00     | 0.00%             | 2032-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue             | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                       | CUSIP: 64972JNQ7<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    755000 | PA      | $787027.86    | 0.04%             | 2050-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue             | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                       | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   2455000 | PA      | $2551874.30   | 0.12%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                       | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                                     | CUSIP: 64985TEX5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     40000 | PA      | $34681.80     | 0.00%             | 2034-03-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                       | NEW YORK ST URBAN DEV CORP SALES TAX REVENUE                                     | CUSIP: 64985TEY3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    135000 | PA      | $117828.81    | 0.01%             | 2034-03-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                                  | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                             | CUSIP: 64990KHB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1075000 | PA      | $1125773.33   | 0.05%             | 2054-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                    | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                             | CUSIP: 650028C35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    615000 | PA      | $644446.20    | 0.03%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                    | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                             | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1444408.19   | 0.07%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                       | NEW YORK ST URBAN DEV CORP REVENUE                                               | CUSIP: 650036EB8<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    100000 | PA      | $85289.10     | 0.00%             | 2033-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nexstar Broadcasting Inc                                                            | Nexstar Broadcasting Inc 2025 Term Loan B5                                       | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    997500 | PA      | $999604.73    | 0.05%             | 2032-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                                             | Northwest Natural Holding Co                                                     | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2084960.00   | 0.10%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Northwest Independent School District                                               | NORTHWEST TX INDEP SCH DIST                                                      | CUSIP: 667826HF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    815000 | PA      | $854726.36    | 0.04%             | 2055-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    328000 | PA      | $333464.48    | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                     | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257260.00    | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                              | NYC Commercial Mortgage Trust 2021-909                                           | CUSIP: 67076XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1086721.44   | 0.05%             | 2043-04-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors Inc.                                                     | Oakwood Mortgage Investors Inc                                                   | CUSIP: 67087TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190509 | PA      | $141146.57    | 0.01%             | 2027-08-15      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO Ltd                                                                      | CUSIP: 671025AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4395000 | PA      | $2062744.91   | 0.10%             | 2037-01-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2022-NQM7 Trust                                                              | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1133138 | PA      | $1131913.93   | 0.05%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                                                   | OCP Aegis CLO 2023-29 Ltd                                                        | CUSIP: 67118BAW3<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |   1100000 | PA      | $1101360.70   | 0.05%             | 2036-01-20      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                                      | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811000 | PA      | $821804.14    | 0.04%             | 2041-11-05      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2024-NQM16 Trust                                                             | CUSIP: 67120GAF5<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4040773.60   | 0.19%             | 2064-10-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $2052417.77   | 0.10%             | 2042-02-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-1155                                          | CUSIP: 67122BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3800000 | PA      | $3904367.76   | 0.19%             | 2042-06-10      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-1155                                          | CUSIP: 67122BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3355000 | PA      | $3303249.80   | 0.16%             | 2042-06-10      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| State of Ohio                                                                       | OHIO ST HOSP FAC REVENUE                                                         | CUSIP: 677561LK6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    100000 | PA      | $92691.50     | 0.00%             | 2032-01-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                     | 180 Medical Inc                                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    269000 | PA      | $260209.08    | 0.01%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1440 Food Topco LLC                                                                 | 1440 Food Topco LLC Term Loan B                                                  | CUSIP: 68239HAB8<br>LEI: 25490024DAA5SE6DQ846 | Long             | LON              | CORP              | US        |    745477 | PA      | $694229.26    | 0.03%             | 2031-10-31      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                          | 1345T 2025-AOA                                                                   | CUSIP: 68271CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3013432.80   | 0.14%             | 2042-06-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2107000 | PA      | $2205439.04   | 0.10%             | 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        |   1890000 | PA      | $1865354.40   | 0.09%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $791828.80    | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                       | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2190834.50   | 0.10%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    880000 | PA      | $892636.80    | 0.04%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1806604.00   | 0.09%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3852040.00   | 0.18%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $959096.00    | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                                  | Oregon Tool Lux LP                                                               | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    549538 | PA      | $189590.61    | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ORION ADVISOR SOLUTIONS INC                                                         | Orion Advisor Solutions Inc 2025 Repriced Term Loan                              | CUSIP: 68627BAK1<br>LEI: 549300R3BS3HTGTSN386 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004845.00   | 0.05%             | 2030-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                        | OT Midco Ltd                                                                     | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2743000 | PA      | $1614474.94   | 0.08%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pennsylvania Higher Education Assistance Agency                                     | PHEAA Student Loan Trust 2014-3                                                  | CUSIP: 69340JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13659 | PA      | $13560.22     | 0.00%             | 2040-08-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102105.15    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1418155.50   | 0.07%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2023-NQM3 Trust                                                             | CUSIP: 69380TAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $848695.34    | 0.04%             | 2068-11-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1537997.60   | 0.07%             | 2064-12-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8131000 | PA      | $7547979.65   | 0.36%             | 2064-12-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RPL3 LLC                                                               | CUSIP: 69381LAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1107760.85   | 0.05%             | 2054-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                             | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2850714.18   | 0.14%             | 2042-12-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PFP III                                                                             | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1834000 | PA      | $1845282.77   | 0.09%             | 2042-12-18      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL8 LLC                                                               | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-O            | CORP              | US        |   4623444 | PA      | $4634928.15   | 0.22%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2025-RPL3 LLC                                                               | CUSIP: 69392NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $3751441.89   | 0.18%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1198716.48   | 0.06%             | 2058-02-25      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Pacific Bells LLC                                                                   | Pacific Bells LLC 2024 Repriced Term Loan B                                      | CUSIP: 69403HAN0<br>LEI: 549300VGOQXINYVBJF37 | Long             | LON              | CORP              | US        |    496134 | PA      | $497528.25    | 0.02%             | 2028-11-13      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Nuvei Technologies Corp                                                             | Nuvei Technologies Corp 2025 Repriced Term Loan B                                | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   1495003 | PA      | $1498239.81   | 0.07%             | 2031-11-17      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ACA6<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301493.70   | 0.06%             | 2034-05-21      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ACC2<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506692.50   | 0.12%             | 2034-05-21      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2212000 | PA      | $1237859.53   | 0.06%             | 2038-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                                               | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $387896.25    | 0.02%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                            | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    695000 | PA      | $678542.40    | 0.03%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paradigm Parent LLC                                                                 | Paradigm Parent LLC 1st Lien Term Loan                                           | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |    600000 | PA      | $537000.00    | 0.03%             | 2032-04-16      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                                                             | Paradigm Parent LLC and Paradigm Parent CO-Issuer Inc                            | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    932000 | PA      | $886164.24    | 0.04%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                              | Park Avenue Institutional Advisers CLO Ltd 2021-1                                | CUSIP: 70015QAS7<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3389847.60   | 0.16%             | 2034-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                              | Park Avenue Institutional Advisers CLO Ltd 2017-1                                | CUSIP: 70017KBC2<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2852308.50   | 0.14%             | 2034-02-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2447068.40   | 0.12%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                                | Pelican Products Inc 2021 Term Loan                                              | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |    980296 | PA      | $794529.92    | 0.04%             | 2028-12-29      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Pediatric Associates Holding Company LLC                                            | Pediatric Associates Holding Company LLC 2021 Term Loan B                        | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1254570 | PA      | $1202963.22   | 0.06%             | 2028-12-29      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                                        | Peraton Corp Term Loan B                                                         | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    901028 | PA      | $780723.00    | 0.04%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                           | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |    775000 | PA      | $829118.25    | 0.04%             | 2031-01-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1385126.60   | 0.07%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1013669.00   | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PIPELINE FUNDING CO LLC                                                             | Pipeline Funding Co LLC                                                          | CUSIP: 724060AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136675 | PA      | $141252.25    | 0.01%             | 2030-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                                                 | Planet US Buyer LLC 2024 Term Loan B                                             | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                                    | Plano HoldCo Inc Term Loan B                                                     | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    996870 | PA      | $964472.02    | 0.05%             | 2031-10-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                               | Playtika Holding Corp 2021 Term Loan B1                                          | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   1000000 | PA      | $979820.00    | 0.05%             | 2028-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Plaze Inc                                                                           | Plaze Inc 2020 Incremental Term Loan                                             | CUSIP: 72819QAN2<br>LEI: 54930069WJQSNERFIV02 | Long             | LON              | CORP              | US        |    667637 | PA      | $620174.37    | 0.03%             | 2026-08-03      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                      | PMT Loan Trust 2024-INV1                                                         | CUSIP: 73015BBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131678 | PA      | $1143092.18   | 0.05%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    675000 | PA      | $654918.75    | 0.03%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    993000 | PA      | $934988.94    | 0.04%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    950000 | PA      | $963015.00    | 0.05%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center LLC                                                           | Potomac Energy Center LLC 2025 Term Loan                                         | CUSIP: 73767TAB2<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    253076 | PA      | $254658.05    | 0.01%             | 2032-08-05      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL6 LLC                                                               | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |   3466600 | PA      | $3483039.59   | 0.17%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL9 LLC                                                               | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-O            | CORP              | US        |   4233584 | PA      | $4238333.65   | 0.20%             | 2055-08-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL4 LLC                                                               | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-O            | CORP              | US        |   4094283 | PA      | $4121918.94   | 0.20%             | 2055-04-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2021-RN3 LLC                                                                | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875663 | PA      | $2878738.82   | 0.14%             | 2051-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                                                | PRET 2025-NPL1 Trust                                                             | CUSIP: 74143VAA2<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-O            | CORP              | US        |   1680435 | PA      | $1687122.09   | 0.08%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Priority Holdings LLC                                                               | Priority Holdings LLC 2025 Term Loan B                                           | CUSIP: 74275TAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340424 | PA      | $341019.99    | 0.02%             | 2032-07-30      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR2 Trust                                             | CUSIP: 74290XAL5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2634136.40   | 0.13%             | 2041-04-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAL2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2895000 | PA      | $2889835.32   | 0.14%             | 2039-04-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR5 Trust                                             | CUSIP: 74332HAL0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2050000 | PA      | $1900353.28   | 0.09%             | 2029-08-09      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust                                                       | CUSIP: 74333HAQ8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1234644.88   | 0.06%             | 2038-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1531000 | PA      | $1440780.62   | 0.07%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR8 Trust                                             | CUSIP: 74333TAQ2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1488000 | PA      | $1460824.51   | 0.07%             | 2038-10-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR3                                                   | CUSIP: 74333VAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1211000 | PA      | $1204304.62   | 0.06%             | 2026-05-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAN2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1133023 | PA      | $1115947.11   | 0.05%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR10 Trust                                            | CUSIP: 74333WAS1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4173030 | PA      | $4035931.49   | 0.19%             | 2040-12-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR11 Trust                                            | CUSIP: 74333XAN0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1214745.13   | 0.06%             | 2039-01-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1770000 | PA      | $1725329.98   | 0.08%             | 2041-02-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2022-SFR1 Trust                                             | CUSIP: 74333YAQ1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   5160000 | PA      | $5064095.72   | 0.24%             | 2041-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR4 Trust                                             | CUSIP: 74334JAL4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4176255.60   | 0.20%             | 2041-07-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                            | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001425.00   | 0.05%             | 2030-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                                        | Cloudera Inc 2021 Term Loan                                                      | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    994832 | PA      | $957898.90    | 0.05%             | 2028-10-08      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2023-NQM2 Trust                                                             | CUSIP: 74390KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1252184.25   | 0.06%             | 2068-08-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2025-RCF1 LLC                                                               | CUSIP: 74390RAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2942117.10   | 0.14%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2339702.14   | 0.11%             | 2069-11-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RCF4 LLC                                                               | CUSIP: 74448JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1557133.28   | 0.07%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RPL4 LLC                                                               | CUSIP: 74448MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1193901.06   | 0.06%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                             | PUG LLC 2024 Extended Term Loan B                                                | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |   1197966 | PA      | $1199960.12   | 0.06%             | 2030-03-15      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                                                | Quartz Acquireco LLC 2025 Term Loan B                                            | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $993130.00    | 0.05%             | 2030-06-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                                    | QuidelOrtho Corp Term Loan                                                       | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   1325175 | PA      | $1319171.80   | 0.06%             | 2032-08-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS4 Trust                                                       | CUSIP: 749228AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238251 | PA      | $195870.73    | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS4 Trust                                                       | CUSIP: 749228AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295142 | PA      | $242641.13    | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461768 | PA      | $381289.63    | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770660 | PA      | $636347.09    | 0.03%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS6 Trust                                                       | CUSIP: 74922EAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117547 | PA      | $97060.89     | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374526 | PA      | $301507.54    | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS1 Trust                                                       | CUSIP: 74922KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5252953 | PA      | $722501.66    | 0.03%             | 2037-01-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS18 Trust                                                      | CUSIP: 74922RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3246277 | PA      | $408167.03    | 0.02%             | 2036-12-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QS15 Trust                                                      | CUSIP: 74922YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666195 | PA      | $586429.73    | 0.03%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                                           | RAMP Series 2006-EFC2 Trust                                                      | CUSIP: 749238AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4881 | PA      | $4866.82      | 0.00%             | 2036-12-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS7 Trust                                                       | CUSIP: 74923WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40441 | PA      | $34097.02     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QH9 Trust                                                       | CUSIP: 749241AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9594257 | PA      | $323695.36    | 0.02%             | 2037-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES5                                                    | CUSIP: 74938KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $872129.27    | 0.04%             | 2044-08-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES6                                                    | CUSIP: 749410AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2325007.90   | 0.11%             | 2044-09-25      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                    | CUSIP: 749414AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4325000 | PA      | $4397662.60   | 0.21%             | 2044-10-25      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560000 | PA      | $1570056.54   | 0.07%             | 2044-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5010000 | PA      | $5098974.59   | 0.24%             | 2044-11-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181230 | PA      | $157773.73    | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58111 | PA      | $50589.83     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S10 Trust                                                      | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564507 | PA      | $462209.45    | 0.02%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4175000 | PA      | $4418668.03   | 0.21%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                                                            | Raising Cane's Restaurants LLC                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334873.60    | 0.02%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QO2 Trust                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502303 | PA      | $152581.13    | 0.01%             | 2047-02-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QS3 Trust                                                       | CUSIP: 75116BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355800 | PA      | $303222.68    | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                      | Raven Acquisition Holdings LLC Term Loan B                                       | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    933021 | PA      | $934354.99    | 0.04%             | 2031-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                      | Raven Acquisition Holdings LLC Delayed Draw Term Loan                            | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     66979 | PA      | $67075.01     | 0.00%             | 2031-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                            | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $434787.75    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                                    | Red Ventures LLC 2024 Term Loan B                                                | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |    476794 | PA      | $444856.38    | 0.02%             | 2030-03-04      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Legence Holdings LLC                                                                | Legence Holdings LLC 2025 Term Loan B                                            | CUSIP: 75865HAK4<br>LEI: 2549003DYOLJRQR9G070 | Long             | LON              | CORP              | US        |    250816 | PA      | $251631.62    | 0.01%             | 2028-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                                           | Renaissance Holding Corp 2024 1st Lien Term Loan                                 | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |   2089456 | PA      | $1811443.78   | 0.09%             | 2030-04-05      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                   | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $2043958.44   | 0.10%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                                               | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2005755.50   | 0.10%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Research Now Group Inc                                                              | Research Now Group Inc 2024 First Lien First Out Term Loan                       | CUSIP: 76100MAB6<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |    455929 | PA      | $455359.31    | 0.02%             | 2028-07-15      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QS14 Trust                                                      | CUSIP: 761118JL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93873 | PA      | $83254.43     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2005-QS16 Trust                                                      | CUSIP: 761118MG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302112 | PA      | $269505.16    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S3 Trust                                                       | CUSIP: 76111XP56<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369312 | PA      | $303042.25    | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A5CB                                 | CUSIP: 76112FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209435 | PA      | $78631.89     | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A1                                   | CUSIP: 761136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326093 | PA      | $100709.84    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A3                                   | CUSIP: 76113WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458887 | PA      | $201829.19    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A12                                  | CUSIP: 76113XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508297 | PA      | $179106.20    | 0.01%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2007-A6                                   | CUSIP: 76114CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138928 | PA      | $69417.85     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A15                                  | CUSIP: 76114DAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506579 | PA      | $174237.94    | 0.01%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                              | Residential Asset Securitization Trust 2006-A16                                  | CUSIP: 76114GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333390 | PA      | $139805.81    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2007-S8 Trust                                                       | CUSIP: 76200QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131285 | PA      | $90981.17     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                                      | RIDE 2025-SHRE                                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3080074.20   | 0.15%             | 2047-02-14      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                                      | RIDE 2025-SHRE                                                                   | CUSIP: 765692AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2563530.50   | 0.12%             | 2047-02-14      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                                     | RingCentral Inc                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    336000 | PA      | $358414.56    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | 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        |    803000 | PA      | $812178.29    | 0.04%             | 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        |   1800000 | PA      | $1814490.00   | 0.09%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                            | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    216000 | PA      | $222570.72    | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2017-3 Ltd                                                    | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |     80443 | PA      | $80561.54     | 0.00%             | 2030-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2019-2 Ltd                                                    | CUSIP: 77341GAU4<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004308.00   | 0.10%             | 2032-08-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2021-3 Ltd                                                    | CUSIP: 77341NBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2831532.00   | 0.13%             | 2038-01-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2019-1 Ltd                                                    | CUSIP: 77342MAW6<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1872805.30   | 0.09%             | 2034-04-20      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2019-1 Ltd                                                    | CUSIP: 77342MBC9<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   2920000 | PA      | $2920000.00   | 0.14%             | 2034-04-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                         | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1108780.70   | 0.05%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    700000 | PA      | $720608.00    | 0.03%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Ryan LLC                                                                            | Ryan LLC Term Loan                                                               | CUSIP: 78350LAZ8<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |   1122731 | PA      | $1119924.30   | 0.05%             | 2030-11-14      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc                                                              | SCIH Salt Holdings Inc 2021 Incremental Term Loan B                              | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                        | State Street Institutional U.S. Government Money Market Fund                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  11020193 | NS      | $11020193.27  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Senior Finance II LLC                                                           | SBA Senior Finance II LLC 2024 Term Loan B                                       | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1504860.00   | 0.07%             | 2031-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAC2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $338465.56    | 0.02%             | 2043-01-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $400053.17    | 0.02%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAN8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $746382.87    | 0.04%             | 2043-01-05      | Variable      | 4.53%                 | 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        |   1040000 | PA      | $1033974.45   | 0.05%             | 2038-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                                       | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494676.70    | 0.02%             | 2038-05-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                                              | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    608000 | PA      | $601944.32    | 0.03%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                                | SCG Commercial Mortgage Trust 2025-FLWR                                          | CUSIP: 78438AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3509209.90   | 0.17%             | 2042-08-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2004-1                                                    | CUSIP: 78442GKV7<br>LEI: 549300UECCCKC4WVNL14 | Long             | ABS-O            | CORP              | US        |     98609 | PA      | $93749.50     | 0.00%             | 2039-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-5                                                    | CUSIP: 78444YAD7<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |     24240 | PA      | $24351.45     | 0.00%             | 2023-07-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAD7<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |      6379 | PA      | $6275.62      | 0.00%             | 2023-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $9935.48      | 0.00%             | 2083-07-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                    | SLG Office Trust 2021-OVA                                                        | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4042842.71   | 0.19%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1394799.70   | 0.07%             | 2039-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $977899.30    | 0.05%             | 2039-01-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                                               | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52049.40     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                               | SS&C Technologies Inc 2024 Term Loan B8                                          | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1300000 | PA      | $1304335.50   | 0.06%             | 2031-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $6284081.79   | 0.30%             | 2042-02-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                     | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1325000 | PA      | $1300684.00   | 0.06%             | 2046-06-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                     | CUSIP: 78520EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175570.75    | 0.01%             | 2048-04-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                      | Sabre GLBL Inc 2022 1st Lien Term Loan B                                         | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     49643 | PA      | $46147.07     | 0.00%             | 2028-06-30      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                      | Sabre GLBL Inc 2024 Term Loan B1                                                 | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    345360 | PA      | $321616.28    | 0.02%             | 2029-11-15      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    447000 | PA      | $424976.31    | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $964695.60    | 0.05%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2025-LOC5                                | CUSIP: 79581XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3580000 | PA      | $3582665.67   | 0.17%             | 2055-10-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2024-FIG5                                | CUSIP: 79582MAE1<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |   2639060 | PA      | $2734723.73   | 0.13%             | 2054-04-25      | Variable      | 8.49%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2021-C                                 | CUSIP: 80281HAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5150 | PA      | $542493.07    | 0.03%             | 2028-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $285287.50    | 0.01%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                                                                  | Mativ Holdings Inc Delayed Draw Term Loan A                                      | CUSIP: 80854EAJ7<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     84299 | PA      | $83877.73     | 0.00%             | 2027-05-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                            | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798360.00    | 0.04%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                               | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1705529.15   | 0.08%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                     | Securitized Asset Backed Receivables LLC Trust 2006-CB1                          | CUSIP: 81375WHK5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |    224425 | PA      | $193763.03    | 0.01%             | 2036-01-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust                                      | Securitized Asset Backed Receivables LLC Trust 2007-NC1                          | CUSIP: 81378AAC5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | ABS-O            | CORP              | US        |    798746 | PA      | $395885.06    | 0.02%             | 2036-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Showtime Acquisition LLC                                                            | Showtime Acquisition LLC 2024 1st Lien Term Loan                                 | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |   1291742 | PA      | $1295778.86   | 0.06%             | 2031-08-16      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471062 | PA      | $478584.52    | 0.02%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1585182 | PA      | $1590941.31   | 0.08%             | 2044-04-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                            | Sinclair Television Group Inc                                                    | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $733840.00    | 0.03%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                            | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1728282.12   | 0.08%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1145140.50   | 0.05%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO XX Ltd                                                          | CUSIP: 83012RAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100250 | PA      | $1792694.76   | 0.09%             | 2038-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO VIII Ltd                                                        | CUSIP: 83012VAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3450000 | PA      | $3442637.70   | 0.16%             | 2034-10-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| SKYLINE CL A TR 2020 1                                                              | SKYLINE CL A TR 2020 1                                                           | CUSIP: 83084RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400167 | PA      | $375766.29    | 0.02%             | 2038-07-03      | Fixed         | 3.23%                 | No            |                  3 | On Loan: No      |
| SLAM LLC                                                                            | Slam Ltd                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2020390 | PA      | $2050763.25   | 0.10%             | 2049-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                                | Smithfield Foods Inc                                                             | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5076.30      | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                            | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1288330.38   | 0.06%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                            | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1876752.45   | 0.09%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                                    | TTF Holdings LLC 2024 Term Loan                                                  | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   1272106 | PA      | $1175107.71   | 0.06%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                       | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1365094 | PA      | $1298591.94   | 0.06%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                             | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    356000 | PA      | $374675.76    | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                    | Soundview Home Loan Trust 2007-OPT4                                              | CUSIP: 83613AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348014 | PA      | $258553.73    | 0.01%             | 2037-09-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                    | Soundview Home Loan Trust 2007-OPT2                                              | CUSIP: 83613DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218564 | PA      | $184703.68    | 0.01%             | 2037-07-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    832000 | PA      | $861669.12    | 0.04%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    757000 | PA      | $781276.99    | 0.04%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                                     | South Field LLC 2025 1st Lien Term Loan C                                        | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     22862 | PA      | $23033.05     | 0.00%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                                     | South Field LLC 2025 1st Lien Term Loan B                                        | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    355508 | PA      | $358174.64    | 0.02%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977340.00   | 0.09%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                                | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57887.05     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | 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        |   1000000 | PA      | $1000490.00   | 0.05%             | 2031-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                             | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613662.00    | 0.03%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                 | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1375763.70   | 0.07%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                            | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336500 | PA      | $338946.36    | 0.02%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52950.24     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1058475.93   | 0.05%             | 2036-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-PALM                                                            | CUSIP: 85237AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3848674.37   | 0.18%             | 2034-10-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                         | SREIT Trust 2021-PALM                                                            | CUSIP: 85237AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4088763.54   | 0.19%             | 2034-10-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    821000 | PA      | $801706.50    | 0.04%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                     | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $865493.10    | 0.04%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                                             | SolarWinds Holdings Inc 2025 Term Loan                                           | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    967924 | PA      | $964298.86    | 0.05%             | 2032-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                                                                         | Stratus CLO 2021-3 Ltd                                                           | CUSIP: 86315XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $97.99        | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust                                   | CUSIP: 86359BGF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       623 | PA      | $604.69       | 0.00%             | 2034-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust Series 2005-1                                                    | CUSIP: 86359DKV8<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |     23209 | PA      | $24719.02     | 0.00%             | 2035-07-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2006-AR2                          | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7148 | PA      | $6744.40      | 0.00%             | 2036-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1485671.15   | 0.07%             | 2028-02-10      | Fixed         | 4.70%                 | 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        |    435000 | PA      | $413932.95    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4376239.00   | 0.21%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                        | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1555886.35   | 0.07%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Surf Holdings LLC                                                                   | Surf Holdings LLC 2025 Incremental Term Loan                                     | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496055 | PA      | $1499174.41   | 0.07%             | 2027-03-05      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                            | CUSIP: 871044AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404807.48    | 0.02%             | 2054-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2413033.35   | 0.11%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                     | Star Parent Inc Term Loan B                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    189407 | PA      | $189956.18    | 0.01%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                                                          | TCP Sunbelt Acquisition Co 2024 Term Loan B                                      | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |     44662 | PA      | $44997.47     | 0.00%             | 2031-10-24      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                                               | TCW Central Cash Fund                                                            | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        | 130360997 | NS      | $130360996.72 | 6.19%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    996000 | PA      | $905931.72    | 0.04%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1105917.00   | 0.05%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004692.30   | 0.14%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001561.10   | 0.05%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3133444.69   | 0.15%             | 2043-06-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TACALA LLC                                                                          | Tacala LLC 2025 Repriced Term Loan B                                             | CUSIP: 87339PAE3<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |   1800047 | PA      | $1808732.40   | 0.09%             | 2031-01-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                            | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953025 | PA      | $921220.17    | 0.04%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                             | Talen Energy Supply LLC 2023 Term Loan B                                         | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    996193 | PA      | $998613.63    | 0.05%             | 2030-05-17      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| TCW Private Asset Income Fund                                                       | TCW Private Asset Income Fund                                                    | CUSIP: 87807Y206<br>LEI: 254900JOZ7KOHWZ5ZD02 | Long             | EC               | RF                | US        |   4336415 | NS      | $43407511.08  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Technimark Holdings LLC                                                             | Technimark Holdings LLC 2024 Term Loan                                           | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $780811.66    | 0.04%             | 2031-04-14      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                                               | Tempo Acquisition LLC 2025 Repriced Term Loan B                                  | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    994987 | PA      | $970734.64    | 0.05%             | 2028-08-31      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                               | Tenet Healthcare Corp                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1950448.50   | 0.09%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                             | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    274000 | PA      | $286365.62    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                                   | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    274000 | PA      | $283285.86    | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                                     | TEXAS Commercial Mortgage Trust 2025-TWR                                         | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1328696.35   | 0.06%             | 2042-04-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                       | Vistra Operations Company LLC 1st Lien Term Loan B3                              | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   1010901 | PA      | $1014060.14   | 0.05%             | 2030-12-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                                                 | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    480849 | PA      | $447883.38    | 0.02%             | 2046-02-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                            | Cloud Software Group Inc 2025 Term Loan B (2031)                                 | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    750000 | PA      | $750997.50    | 0.04%             | 2031-03-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                               | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    535000 | PA      | $482500.45    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                              | CUSIP: 89183CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700831 | PA      | $705159.48    | 0.03%             | 2064-01-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1694037.60   | 0.08%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2023 Term Loan J                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    722123 | PA      | $723917.80    | 0.03%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2025 Term Loan M                                                   | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1466597 | PA      | $1468752.57   | 0.07%             | 2032-08-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2025 Term Loan K                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    427196 | PA      | $428024.86    | 0.02%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                             | TransMontaigne Partners LLC                                                      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $681024.50    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    236250 | PA      | $248159.36    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                            | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    318952 | PA      | $328651.72    | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corp                                                                     | Glatfelter Corp Term Loan B                                                      | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    467993 | PA      | $443657.20    | 0.02%             | 2031-11-04      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2024-SFR4 Trust                                               | CUSIP: 895975AD2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1477223.52   | 0.07%             | 2041-11-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   7900000 | PA      | $7798981.12   | 0.37%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2022-SFR1 Trust                                               | CUSIP: 89616QAF8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1591581.28   | 0.08%             | 2039-04-17      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                    | Trinitas CLO XXII Ltd                                                            | CUSIP: 89640HAU5<br>LEI: 254900Y31HLFEBSJXC19 | Long             | ABS-CBDO         | CORP              | BM        |   1740000 | PA      | $1753667.70   | 0.08%             | 2038-03-20      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                                     | TripAdvisor Inc Term Loan                                                        | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |   1005694 | PA      | $975523.46    | 0.05%             | 2031-07-08      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                                            | Primo Brands Corporation 2025 Term Loan B                                        | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1493737 | PA      | $1499376.30   | 0.07%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                                        | TruGreen Limited Partnership 2020 Term Loan                                      | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    661935 | PA      | $650350.84    | 0.03%             | 2027-11-02      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                                | Truist Bank Auto Credit-Linked Notes Series 2025-1                               | CUSIP: 897926CC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2209310 | PA      | $2203378.56   | 0.10%             | 2033-09-26      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                            | Tucson Electric Power Co                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298256.45    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $2619211.27   | 0.12%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1011622.50   | 0.05%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4365000 | PA      | $3950325.00   | 0.19%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp Term Loan                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    830463 | PA      | $810739.60    | 0.04%             | 2029-10-26      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp 2025 Fixed Term Loan                                                      | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1041198 | PA      | $1045753.72   | 0.05%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                                   | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4559551.20   | 0.22%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                      | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1681865.08   | 0.08%             | 2034-09-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                      | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4430280 | PA      | $4324153.97   | 0.21%             | 2034-09-15      | Floating      | 6.50%                 | 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        |    997500 | PA      | $1000856.59   | 0.05%             | 2031-11-21      | Floating      | 6.04%                 | 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        |   7833255 | PA      | $120006.24    | 0.01%             | 2050-10-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701883.00    | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3110232 | PA      | $3121069.01   | 0.15%             | 2032-09-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1522000 | PA      | $1481545.24   | 0.07%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    810000 | PA      | $857927.70    | 0.04%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3003000 | PA      | $2994711.72   | 0.14%             | 2035-09-22      | Fixed         | 5.63%                 | 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        |    232542 | PA      | $234286.34    | 0.01%             | 2031-05-01      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1665498.83   | 0.08%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 113316000 | PA      | $112904344.50 | 5.36%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95805000 | PA      | $95627236.70  | 4.54%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56370.05     | 0.00%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE INDUSTRIAL PORTFOLI                                                      | BLACKSTONE INDUSTRIAL PORTFOLI                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175760 | PA      | $174564.98    | 0.01%             | 2025-04-09      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $284223.50    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC - VBTEL                                                         | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2075000 | PA      | $2020963.68   | 0.10%             | 2052-02-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| VNO Mortgage Trust                                                                  | VNDO Trust 2016-350P                                                             | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1040318.24   | 0.05%             | 2035-01-10      | Variable      | 3.90%                 | 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        |    997481 | PA      | $984015.12    | 0.05%             | 2030-08-09      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                                        | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2045054.10   | 0.10%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                             | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1475000 | PA      | $1343194.00   | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                                       | VALVOLINE INC TERM LOAN B                                                        | CUSIP: 92048DAF9<br>LEI: 549300CMHPBEY6VPOT75 | Long             | LON              | CORP              | US        |    659040 | PA      | $661017.17    | 0.03%             | 2032-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                                                      | VCAT 2025-NPL1 LLC                                                               | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5255920 | PA      | $5267386.36   | 0.25%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Vault DI Issuer LLC                                                                 | Vault DI Issuer LLC                                                              | CUSIP: 92243JAA0<br>LEI: 254900OCNWBALNF55H80 | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1670414.73   | 0.08%             | 2046-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    128000 | PA      | $134140.16    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1297342.08   | 0.06%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    580000 | PA      | $536732.00    | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $663727.50    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    779000 | PA      | $832423.82    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151923.00    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $3980509.95   | 0.19%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                                                                 | Veritiv Corporation Term Loan B                                                  | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |    565257 | PA      | $544368.17    | 0.03%             | 2030-12-02      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                                                | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51026.64     | 0.00%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2025-INV1                                             | CUSIP: 924929AG7<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1765096.38   | 0.08%             | 2070-02-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2022-2                                                | CUSIP: 92538XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805828 | PA      | $771844.47    | 0.04%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-1                                                | CUSIP: 92539BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1146769.31   | 0.05%             | 2067-12-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-INV1                                             | CUSIP: 92539FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1119024.48   | 0.05%             | 2068-02-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAF7<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3038367.90   | 0.14%             | 2069-03-25      | Variable      | 8.46%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-INV2                                             | CUSIP: 92540NAF0<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $551622.50    | 0.03%             | 2069-08-26      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     65000 | PA      | $65785.85     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     30000 | PA      | $29337.00     | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                            | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1842000 | PA      | $1808659.80   | 0.09%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio 2023-1 Trust                                                               | CUSIP: 927958AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $901562.22    | 0.04%             | 2058-03-25      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                    | Vista Point Securitization Trust Series 2024-CES2                                | CUSIP: 92841YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $701471.89    | 0.03%             | 2054-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                    | Vista Point Securitization Trust Series 2024-CES2                                | CUSIP: 92841YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008436.80   | 0.05%             | 2054-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     69000 | PA      | $63965.07     | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72497.60     | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205958.00    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                               | VOLT XCVI LLC                                                                    | CUSIP: 92873FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    391114 | PA      | $391387.32    | 0.02%             | 2051-03-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                                               | VOLT CIII LLC                                                                    | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    376461 | PA      | $376951.58    | 0.02%             | 2051-08-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2014-C22                                         | CUSIP: 92890KBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192952 | PA      | $20.92        | 0.00%             | 2057-09-15      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                                    | WFRBS Commercial Mortgage Trust 2012-C10                                         | CUSIP: 92890NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38240830 | PA      | $382.41       | 0.00%             | 2045-12-15      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2019-4 Ltd                                                              | CUSIP: 92917UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1351000 | PA      | $1344081.53   | 0.06%             | 2035-01-15      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    803000 | PA      | $843366.81    | 0.04%             | 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        |   1431064 | PA      | $1432946.09   | 0.07%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                            | Boost Newco Borrower LLC 2025 USD Term Loan B2                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    634748 | PA      | $637127.85    | 0.03%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     63000 | PA      | $57790.53     | 0.00%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                                | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    882000 | PA      | $884513.70    | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | 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        |   1612257 | PA      | $1617811.52   | 0.08%             | 2031-01-27      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                                                           | WBHT Commercial Mortgage Trust 2025-WBM                                          | CUSIP: 92943QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2655727.18   | 0.13%             | 2042-06-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $480086.40    | 0.02%             | 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        |      5862 | NS      | $98607.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCFA LLC LOAN PARTICIPATION 3                                                       | NCFA LLC LOAN PARTICIPATION 3                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1900000.00   | 0.09%             | 2030-04-11      | Variable      | 7.90%                 | No            |                  3 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-2 Trust   | CUSIP: 93934FLW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17180 | PA      | $17094.67     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR3 Trust | CUSIP: 93934FQU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5394913 | PA      | $246940.79    | 0.01%             | 2046-05-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WatchGuard Technologies Inc                                                         | WatchGuard Technologies Inc Term Loan                                            | CUSIP: 94110LAB9<br>LEI: 549300H8HK7HR0EWNZ91 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000750.00   | 0.05%             | 2029-07-02      | None          | 0.00%                 | 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        |    247593 | PA      | $249760.32    | 0.01%             | 2029-07-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAC2<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      4551 | PA      | $4513.70      | 0.00%             | 2036-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                           | CUSIP: 94984MAP9<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |     23065 | PA      | $21238.70     | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                                                  | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143613 | PA      | $132337.92    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities 2007-7 Trust                              | CUSIP: 94985JAA8<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |   1241434 | PA      | $1165786.59   | 0.06%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-LC20                                  | CUSIP: 94989EAQ0<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $11427.19     | 0.00%             | 2050-04-15      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445632 | PA      | $4.46         | 0.00%             | 2048-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan Trust                                                  | Wells Fargo Alternative Loan 2007-PA5 Trust                                      | CUSIP: 949922AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255840 | PA      | $232524.19    | 0.01%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-C34                                   | CUSIP: 95000DBG5<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   5275880 | PA      | $11690.82     | 0.00%             | 2049-06-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4139678.40   | 0.20%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    560000 | PA      | $545087.20    | 0.03%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    345000 | PA      | $321943.65    | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234983.25    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    770000 | PA      | $796888.40    | 0.04%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1094174.18   | 0.05%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                  | CUSIP: 95003LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1927463.81   | 0.09%             | 2040-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847000 | PA      | $871983.70    | 0.04%             | 2057-07-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1738269 | PA      | $1727297.48   | 0.08%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| AOYUAN NEW SHARES                                                                   | AOYUAN NEW SHARES                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     30741 | NS      | $403.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCFA1                                                                               | NCFA1                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2334249 | PA      | $2334248.89   | 0.11%             | 2028-06-12      | Fixed         | 2.75%                 | No            |                  3 | On Loan: No      |
| Western Funding Auto Loan Trust                                                     | Western Funding Auto Loan Trust 2025-1                                           | CUSIP: 958250AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2524442.50   | 0.12%             | 2036-01-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| LOAN PARTICIPATION 2                                                                | LOAN PARTICIPATION 2                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3490475 | PA      | $3490474.92   | 0.17%             | 2027-12-19      | Fixed         | 3.14%                 | No            |                  3 | On Loan: No      |
| WEX INC                                                                             | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358242.50    | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                                                              | Whetstone Park CLO Ltd                                                           | CUSIP: 96330AAC0<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $907895.88    | 0.04%             | 2035-01-20      | Variable      | 0.00%                 | 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        |    417000 | PA      | $426207.36    | 0.02%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                | Wingstop Funding LLC                                                             | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477500 | PA      | $1429421.56   | 0.07%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                                         | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2303536.95   | 0.11%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                            | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56008.15     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                                 | Xerox Holdings Corp 2023 Term Loan B                                             | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |   3423752 | PA      | $3198366.04   | 0.15%             | 2029-11-19      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| XPLOR T1 LLC                                                                        | XPLOR T1 LLC Term Loan B                                                         | CUSIP: 98423DAE4<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1001250.00   | 0.05%             | 2031-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    760000 | PA      | $693728.00    | 0.03%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                       | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1292301.00   | 0.06%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    546811 | PA      | $520509.39    | 0.02%             | 2030-03-09      | Fixed         | 9.25%                 | 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        |    928416 | PA      | $888814.40    | 0.04%             | 2030-03-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                                    | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     53000 | PA      | $46849.88     | 0.00%             | 2030-02-28      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                                                    | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46201.13     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                                             | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $266123.40    | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                 | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    958643 | PA      | $1065499.20   | 0.05%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                            | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |   1650000 | PA      | $1005966.56   | 0.05%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                              | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    220000 | PA      | $229350.62    | 0.01%             | 2031-02-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |   2415000 | PA      | $1123428.16   | 0.05%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                                             | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1005606.04   | 0.05%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                               | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    725000 | PA      | $792057.61    | 0.04%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                             | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $891634.76    | 0.04%             | 2029-01-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CINEWORLD WARRANTS WTS                                                              | CINEWORLD WARRANTS WTS                                                           | CUSIP: 000000000<br>LEI: 213800J2J3TOOI176M73 | N/A              | DE               |  | GB        |    152713 | NS      | $2.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Taurus CMBS                                                                         | Taurus 2021-1 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400SG2ZVJCYHITE32 | Long             | ABS-MBS          | CORP              | IE        |   1464245 | PA      | $1927704.86   | 0.09%             | 2031-05-17      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                                | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |   1199753 | PA      | $1382636.79   | 0.07%             | 2031-08-17      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Securities                                                                | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |    754845 | PA      | $868739.60    | 0.04%             | 2031-08-17      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Adagio CLO                                                                          | Adagio IV CLO Ltd                                                                | CUSIP: 000000000<br>LEI: 635400LSWYRCKPZTOJ42 | Long             | ABS-CBDO         | CORP              | IE        |    975000 | PA      | $1118025.83   | 0.05%             | 2034-04-15      | Floating      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                                              | Blackstone Property Partners Europe Holdings Sarl                                | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $214807.35    | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                                                                          | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $468780.47    | 0.02%             | 2041-06-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                            | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |   2405548 | PA      | $2773905.47   | 0.13%             | 2033-08-17      | Floating      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                            | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |   1004439 | PA      | $1156541.66   | 0.05%             | 2033-08-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                            | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |    490928 | PA      | $561098.06    | 0.03%             | 2033-08-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                                                    | CVC Cordatus Loan Fund XXI DAC                                                   | CUSIP: 000000000<br>LEI: 549300830IXOSQG2RQ34 | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1384481.64   | 0.07%             | 2034-09-22      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                                                                          | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96498.71     | 0.00%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GMBH                                                                        | CTEC II GmbH                                                                     | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |    846000 | PA      | $890051.06    | 0.04%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    910000 | PA      | $819809.90    | 0.04%             | 2032-03-27      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SUEZ                                                                                | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |   1300000 | PA      | $1412089.69   | 0.07%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                       | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $233702.10    | 0.01%             | 2031-09-05      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| AA BOND CO LTD                                                                      | AA Bond Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    210000 | PA      | $294515.17    | 0.01%             | 2028-01-31      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | Enel Finance International NV                                                    | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $347836.48    | 0.02%             | 2043-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                               | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $242298.57    | 0.01%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                                                             | Monitchem HoldCo 3 SA                                                            | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $562873.60    | 0.03%             | 2028-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                               | Heathrow Funding Ltd.                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    865000 | PA      | $1069198.25   | 0.05%             | 2033-07-11      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1601100.09   | 0.08%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                                | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122187.82    | 0.01%             | 2032-09-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                                | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1988754.75   | 0.09%             | 2035-09-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                                     | RAC Bond Co PLC                                                                  | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $142938.40    | 0.01%             | 2028-11-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                            | Davide Campari-Milano NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1697438.58   | 0.08%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                                            | United Utilities Water Finance PLC                                               | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $491776.53    | 0.02%             | 2034-05-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                                  | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    400000 | PA      | $425240.00    | 0.02%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $119279.69    | 0.01%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    827000 | PA      | $1003830.13   | 0.05%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WP CAREY INC                                                                        | WP Carey Inc                                                                     | CUSIP: 000000000<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    200000 | PA      | $239327.04    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                        | Amprion GmbH                                                                     | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113062.29    | 0.01%             | 2044-05-21      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |   1550000 | PA      | $2095806.54   | 0.10%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                                    | Elia Group SA/NV                                                                 | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $118400.21    | 0.01%             | 2031-06-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $820410.21    | 0.04%             | 2044-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| E.ON SE                                                                             | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $351064.93    | 0.02%             | 2038-09-05      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                             | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $2125849.14   | 0.10%             | 2034-11-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2236000 | PA      | $2187545.88   | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Arbour CLO                                                                          | Arbour CLO VI DAC                                                                | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1728292.14   | 0.08%             | 2037-11-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                     | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $240145.42    | 0.01%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                                                 | Palmer Square European Loan Funding 2024-3 DAC                                   | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |   1400000 | PA      | $1616871.34   | 0.08%             | 2034-05-15      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                                          | Arbour Clo VII DAC                                                               | CUSIP: 000000000<br>LEI: 635400S59B1EE8UDJW07 | Long             | ABS-CBDO         | CORP              | IE        |   1350000 | PA      | $1558716.69   | 0.07%             | 2038-12-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                                            | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1291143.27   | 0.06%             | 2031-11-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                            | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    490000 | PA      | $556800.98    | 0.03%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                            | La Francaise des Jeux SACA                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1149284.32   | 0.05%             | 2033-11-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    824943 | PA      | $1086529.93   | 0.05%             | 2035-02-17      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    458968 | PA      | $604505.74    | 0.03%             | 2035-02-17      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1499896 | PA      | $1975508.96   | 0.09%             | 2035-02-17      | Floating      | 8.24%                 | Yes           |                  2 | On Loan: No      |
| Shamrock Residential                                                                | Shamrock Residential 2024-1 DAC                                                  | CUSIP: 000000000<br>LEI: 635400DULOLZBZ1GY715 | Long             | ABS-MBS          | CORP              | IE        |   1075000 | PA      | $1234484.41   | 0.06%             | 2078-12-24      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                              | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |    500000 | PA      | $574849.64    | 0.03%             | 2035-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                                | Heathrow Funding Ltd                                                             | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    250000 | PA      | $288715.79    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITADEL PLC                                                                         | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |    153736 | PA      | $202253.56    | 0.01%             | 2060-04-28      | Floating      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Aqueduct European CLO                                                               | Aqueduct European CLO 9 DAC                                                      | CUSIP: 000000000<br>LEI: 254900Q94MU3Y11VO655 | Long             | ABS-CBDO         | CORP              | IE        |   1775000 | PA      | $2036006.42   | 0.10%             | 2038-04-15      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                                                          | Aurium Clo XIII DAC                                                              | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |   1775000 | PA      | $2037252.42   | 0.10%             | 2038-04-15      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics                                                                   | Sequoia Logistics 2025-1 DAC                                                     | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |   3350000 | PA      | $3846283.57   | 0.18%             | 2037-02-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics                                                                   | Sequoia Logistics 2025-1 DAC                                                     | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |   3840000 | PA      | $4425428.20   | 0.21%             | 2037-02-17      | Floating      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                                                          | Fidelity Grand Harbour Clo 2023-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |   2140000 | PA      | $2453106.90   | 0.12%             | 2038-02-15      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                                      | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   1600000 | PA      | $2143613.12   | 0.10%             | 2032-07-15      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   7030000 | PA      | $4628661.02   | 0.22%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK INC                                                                       | Blackrock Inc                                                                    | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    730000 | PA      | $871667.29    | 0.04%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                                            | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $293035.34    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |   1160168 | PA      | $1528667.84   | 0.07%             | 2035-05-17      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                               | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    430000 | PA      | $512426.84    | 0.02%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                                                   | LHMC Finco 2 Sarl                                                                | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |    990000 | PA      | $1192485.53   | 0.06%             | 2030-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                                            | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |   1573280 | PA      | $2064158.49   | 0.10%             | 2067-05-17      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                                             | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |   1400000 | PA      | $1637625.26   | 0.08%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                              | Philip Morris International Inc                                                  | CUSIP: 000000000<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $732064.53    | 0.03%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LONDON POWER NETWORKS                                                               | London Power Networks PLC                                                        | CUSIP: 000000000<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $548858.65    | 0.03%             | 2037-06-11      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                  | Realty Income Corp                                                               | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    450000 | PA      | $522847.25    | 0.02%             | 2031-06-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                                | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |   1145000 | PA      | $1344952.60   | 0.06%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                        | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1287960.80   | 0.06%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                                      | Newday Funding Master Issuer PLC - Series 2025-2                                 | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |   2500000 | PA      | $3279480.41   | 0.16%             | 2033-07-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2414000 | PA      | $2485068.16   | 0.12%             | 2036-05-16      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| eStruxture Issuer Limited Partnership                                               | eStruxture Issuer LP                                                             | CUSIP: 000000000<br>LEI: 8945009YAF8AMRRYIY30 | Long             | ABS-O            | CORP              | CA        |   4740000 | PA      | $3455588.59   | 0.16%             | 2055-07-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                                       | Atlas Funding 2023-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400GE1FMJVQH5B467 | Long             | ABS-MBS          | CORP              | GB        |    725000 | PA      | $1000057.67   | 0.05%             | 2061-01-20      | Floating      | 13.71%                | Yes           |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                                      | Dyno Nobel Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |   2230000 | PA      | $1467814.27   | 0.07%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                                     | Caister Finance DAC                                                              | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |   2115000 | PA      | $2769678.12   | 0.13%             | 2035-08-17      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                            | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   2440000 | PA      | $1596444.01   | 0.08%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $398671.97    | 0.02%             | 2035-08-28      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                                                                          | Vonovia SE                                                                       | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |   1550000 | PA      | $1009885.16   | 0.05%             | 2035-09-03      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BOBL FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -32 | NC      | $-21437.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | LONG GILT FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -19 | NC      | $-75909.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUXL 30Y BND DEC25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -10 | NC      | $-34916.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1054 | NC      | $-1754552.13  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE DEC25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -106 | NC      | $-134638.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-SCHATZ FUT DEC25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -32 | NC      | $-3462.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -312 | NC      | $-1146855.04  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1400 | NC      | $-311944.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | AUST 10Y BOND FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |      -140 | NC      | $-35091.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      3353 | NC      | $-313321.23   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | CAN 5YR BOND FUT DEC25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -30 | NC      | $-36850.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | AUST 3YR BOND FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -72 | NC      | $23930.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenet Financing USD LLC                                                           | Telenet Financing USD LLC 2020 USD Term Loan AR                                  | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |    500000 | PA      | $498527.50    | 0.02%             | 2028-04-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                               | Jefferies Finance LLC 2024 Term Loan                                             | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |   1170786 | PA      | $1153223.95   | 0.05%             | 2031-10-21      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Upfield BV                                                                          | Upfield BV 2025 USD Term Loan B12                                                | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    750000 | PA      | $704846.25    | 0.03%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                                               | DK Crown Holdings Inc 2025 Term Loan B                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1122710 | PA      | $1119555.42   | 0.05%             | 2032-03-04      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                                                            | Pathway Vet Alliance LLC 2025 Tranche A Term Loan A                              | CUSIP: 000000000<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |     26508 | PA      | $26878.11     | 0.00%             | 2028-06-30      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                                                    | EagleView Technology Corporation 2025 Term Loan                                  | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    524269 | PA      | $514932.09    | 0.02%             | 2028-08-14      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                                                            | Cleanova US Holdings LLC 2025 Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |    471435 | PA      | $472613.47    | 0.02%             | 2032-06-14      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                                           | C&S Wholesale Grocers Inc Term Loan B                                            | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |   1595825 | PA      | $1576874.53   | 0.07%             | 2030-09-20      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc.                                                                      | Modivcare Inc 2025 DIP Term Loan                                                 | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    562664 | PA      | $557037.36    | 0.03%             | 2026-02-22      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| Plastipak Packaging Inc                                                             | Plastipak Packaging Inc 2025 Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300Y39ISK7CP7EO21 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002395.00   | 0.05%             | 2032-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc.                                                                      | Modivcare Inc 2025 DIP Delayed Draw Term Loan                                    | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    299786 | PA      | $296788.14    | 0.01%             | 2026-02-22      | Floating      | 11.11%                | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                                          | Outfront Media Capital LLC 2025 Term Loan B                                      | CUSIP: 000000000<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000780.00   | 0.05%             | 2032-09-24      | None          | 0.00%                 | 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        |   1000000 | PA      | $1001875.00   | 0.05%             | 2032-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RAISING CANE RESTARNT LLC                                                           | RAISING CANE RESTARNT LLC 2025 TERM LOAN B                                       | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |   1000000 | PA      | $999790.00    | 0.05%             | 2032-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                                                       | Tennet Netherlands BV                                                            | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $557479.66    | 0.03%             | 2042-10-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                       | Eurogrid GmbH                                                                    | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $202073.39    | 0.01%             | 2032-05-15      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201674.00    | 0.01%             | 2033-02-02      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                      | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $924342.36    | 0.04%             | 2032-07-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                                                            | Arterra Wines Canada Inc 2020 Term Loan                                          | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |    495475 | PA      | $483846.18    | 0.02%             | 2027-11-24      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Balcan Innovations Inc                                                              | Balcan Innovations Inc Term Loan B                                               | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |    578159 | PA      | $543469.75    | 0.03%             | 2031-10-18      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                           | Bausch & Lomb Corporation 2023 Incremental Term Loan                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    336712 | PA      | $338186.68    | 0.02%             | 2028-09-29      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                                   | Great Canadian Gaming Corporation 2024 Term Loan B                               | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    350000 | PA      | $348906.25    | 0.02%             | 2029-11-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                              | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                         | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    909805 | PA      | $908426.92    | 0.04%             | 2030-09-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                    | Delivery Hero SE 2024 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |   1588792 | PA      | $1603027.11   | 0.08%             | 2029-12-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                      | Opal Bidco SAS USD 1st Lien Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    882841 | PA      | $887670.55    | 0.04%             | 2032-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                                                           | Howden Group Holdings Ltd 2025 USD Term Loan B                                   | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   1200000 | PA      | $1203312.00   | 0.06%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                             | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    883059 | PA      | $886184.63    | 0.04%             | 2028-05-05      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                            | Virgin Media Bristol LLC USD Term Loan N                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1516533 | PA      | $1517716.19   | 0.07%             | 2028-01-31      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Delos Aircraft Designated Activity Co                                               | Delos Aircraft Designated Activity Co Term Loan                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    556667 | PA      | $559697.72    | 0.03%             | 2027-10-31      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                               | INTELSAT EMERGENCE SA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     11053 | NS      | $6189.68      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oregon Tool, Inc.                                                                   | Oregon Tool Inc 2025 1st Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     54649 | PA      | $55742.44     | 0.00%             | 2029-10-15      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Inc                                                                     | Oregon Tool Inc 2025 2nd Lien Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    713843 | PA      | $549837.26    | 0.03%             | 2029-10-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                                | Flutter Financing BV 2024 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    248106 | PA      | $247423.78    | 0.01%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                                | Flutter Financing BV 2025 Term Loan B                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    164621 | PA      | $164072.03    | 0.01%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                                                    | Fugue Finance BV 2025 Repriced Term Loan                                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |   1201627 | PA      | $1206229.11   | 0.06%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                                 | Peer Holding III BV 2025 USD Term Loan B5B                                       | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1726446 | PA      | $1735726.14   | 0.08%             | 2031-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                                 | Peer Holding III BV 2025 USD Term Loan B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100000 | PA      | $1102062.50   | 0.05%             | 2032-09-29      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                  | Nouryon Finance BV 2024 USD Term Loan B2                                         | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1000470.00   | 0.05%             | 2028-04-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                         | Ziggo Financing Partnership USD Term Loan I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    511962 | PA      | $512082.58    | 0.02%             | 2028-04-30      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                                         | Ziggo Financing Partnership 2025 Term Loan B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $982500.00    | 0.05%             | 2033-01-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    207000 | PA      | $208732.59    | 0.01%             | 2033-02-02      | Fixed         | 5.13%                 | 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        |    407000 | PA      | $428302.38    | 0.02%             | 2034-01-08      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    707000 | PA      | $638279.60    | 0.03%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3569000 | PA      | $3772147.48   | 0.18%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Anticimex International AB                                                          | Anticimex International AB 2021 USD Term Loan B1                                 | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1005800.00   | 0.05%             | 2028-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer