# EDGAR Filing Document

**Accession Number:** 0001567101
**File Stem:** 0001003715-26-000476
**Filing Date:** 2026-2
**Character Count:** 1694809
**Document Hash:** 6e4f06b920ca2f8a3ce5edf441f15be4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-26-000476.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001003715-26-000476

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Bridge Builder Trust
- **CENTRAL INDEX KEY:** 0001567101

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22811
- **FILM NUMBER:** 26666325

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201

## Series and Classes Contracts Data

### Bridge Builder Core Plus Bond Fund (Series ID: S000049701)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000157147 | Bridge Builder Core Plus Bond Fund | BBCPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bridge Builder Trust

- **b. Investment Company Act file number:** 811-22811

- **c. CIK number of Registrant:** 0001567101

- **d. LEI of Registrant:** 549300MZGMJ1KD5SOK80

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

  - **Street Address 1:** 12555 Manchester Road

  - **City:** St. Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63131

  - **Telephone number:** 314-515-2000

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

- **a. Name of Series:** Bridge Builder Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000049701

- **c. LEI of Series:** 5493008FDGLC90EUMI09

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $67597926195.71

**Total Liabilities:** $22855650665.35

**Net Assets:** $44742275530.36

**Delayed Delivery Securities:** $2657624.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 41581.92860100 | **1-Year:** 1192478.23720100 | **5-Year:** 6265957.83484600 | **10-Year:** 6877428.90502100 | **30-Year:** 574172.84865200

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

- **3-Month:** 4030.44029400 | **1-Year:** 119425.31476100 | **5-Year:** 511222.81825300 | **10-Year:** 224678.52601400 | **30-Year:** 81144.05112000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157147 | 0.90%                | 0.68%                | -0.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18023888.27             | $108728464.52                              |
| Month 2  | $24439315.52             | $99185516.43                               |
| Month 3  | $6924495.53              | $-178612379.62                             |

**Designated Index Information**

- **Index Name:** Core Plus Bond Guideline Benchmark (75%US Agg, 25%US HY 2% Issuer Cap)

- **Index Identifier:** 37214

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO 8.375% 01/15/29                | GLOBAL AUTO HO/AAG FH UK REGD 144A P/P 8.37500000                                                   | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       205000 | PA      | $201412.50     | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/ 11.5% 08/15/29                | GLOBAL AUTO HO/AAG FH UK REGD 144A P/P 11.50000000                                                  | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4070000 | PA      | $4262080.68    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AASET 2024-2A  5.93% 09/16/31                 | AASET 2024-2 LTD SER 2024-2A CL A REGD 144A P/P 5.93000000                                          | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15394042 | PA      | $15609679.09   | 0.03%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ABFC 2007-NC1 A2 V/R 05/25/37                 | ABFC 2007-NC1 TRUST SER 2007-NC1 CL A2 V/R REGD 144A P/P 4.14621000                                 | CUSIP: 00076BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6399054 | PA      | $6025039.12    | 0.01%             | 2037-05-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| ACRA 2024-NQM1 A V/R 10/25/64                 | ACRA TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 5.60800000                               | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3099534 | PA      | $3112962.79    | 0.01%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSI 5.375% 06/15/35                | AEP TRANSMISSION CO LLC REGD 5.37500000                                                             | CUSIP: 00115AAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5915000 | PA      | $6100598.98    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1A A 5.9% 02/15/32                 | ALTDE 2025-1 TRUST SER 2025-1A CL A REGD 144A P/P 5.90000000                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10393061 | PA      | $10621786.79   | 0.02%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMMC 2021-24A AR V/R 01/20/35                 | AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 5.08444000                                     | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     35185000 | PA      | $35183909.27   | 0.08%             | 2035-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/ 7.875% 11/01/29                | APH/APH2/APH3/AQUARIAN REGD 144A P/P 7.87500000                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       240000 | PA      | $242396.21     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARES 2021-62A BR V/R 01/25/34                 | ARES LXII CLO LTD SER 2021-62A CL BR V/R REGD 144A P/P 5.35798000                                   | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12150000 | PA      | $12143499.75   | 0.03%             | 2034-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75% 06/01/31                       | AT&T INC REGD SER * 2.75000000                                                                      | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $16531060.14   | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.55% 12/01/33                       | AT&T INC REGD 2.55000000                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $5547556.63    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.375% 08/15/35                      | AT&T INC REGD 5.37500000                                                                            | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     21855000 | PA      | $22395900.76   | 0.05%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1A A 6% 05/16/29                   | AASET 2022-1 LLC SER 2022-1A CL A REGD 144A P/P 6.00000000                                          | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1140588 | PA      | $1163436.76    | 0.00%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2A 2.798% 12/15/28                 | AASET 2021-2 TRUST SER 2021-2A CL A REGD 144A P/P 2.79800000                                        | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5590007 | PA      | $5302537.27    | 0.01%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ACCR 2006-2 A4 V/R 09/25/36                   | ACCREDITED MORTGAGE LOAN TRUST 2006-2 SER 2006-2 CL A4 V/R REGD 4.10621000                          | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        38629 | PA      | $38489.27      | 0.00%             | 2036-09-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| ACE 2004-HE3 M1 V/R 11/25/34                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2004-HE3 CL M1 V/R REGD 4.77621000             | CUSIP: 004421HQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2342299 | PA      | $2383096.51    | 0.01%             | 2034-11-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| ACE 2005-HE3 M3 V/R 05/25/35                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE3 CL M3 V/R REGD 4.55121000             | CUSIP: 004421NE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       241654 | PA      | $240815.21     | 0.00%             | 2035-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO 5.625% 12/01/33                   | ACUSHNET CO REGD 144A P/P 5.62500000                                                                | CUSIP: 005095AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       121000 | PA      | $122359.55     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  3.65% 07/21/27                | AERCAP IRELAND CAP/GLOBA REGD 3.65000000                                                            | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $198714.46     | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3% 10/29/28                | AERCAP IRELAND CAP/GLOBA REGD 3.00000000                                                            | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     46935000 | PA      | $45502949.78   | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.3% 01/30/32                | AERCAP IRELAND CAP/GLOBA REGD 3.30000000                                                            | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     21615000 | PA      | $19957550.34   | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.4% 10/29/33                | AERCAP IRELAND CAP/GLOBA REGD 3.40000000                                                            | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      8770000 | PA      | $7917773.93    | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  5.75% 06/06/28                | AERCAP IRELAND CAP/GLOBA REGD 5.75000000                                                            | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       971000 | PA      | $1005350.33    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  6.15% 09/30/30                | AERCAP IRELAND CAP/GLOBA REGD 6.15000000                                                            | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      8535000 | PA      | $9124806.57    | 0.02%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  4.95% 09/10/34                | AERCAP IRELAND CAP/GLOBA REGD 4.95000000                                                            | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     15355000 | PA      | $15324945.66   | 0.03%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND 5.375% 12/15/31                | AERCAP IRELAND CAP/GLOBA REGD 5.37500000                                                            | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5980000 | PA      | $6193478.29    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS  6.75% 08/01/32                | OSAIC HOLDINGS INC REGD 144A P/P 6.75000000                                                         | CUSIP: 00791GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       116000 | PA      | $121175.90     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGL 2025-42A A1 V/R 07/22/38                  | AGL CLO 42 LTD SER 2025-42A CL A1 V/R REGD 144A P/P 5.56916000                                      | CUSIP: 00791YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6980000 | PA      | $7004953.50    | 0.02%             | 2038-07-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AG 2024-NLP A V/R 08/15/26                    | AG TRUST 2024-NLP SER 2024-NLP CL A V/R REGD 144A P/P 5.76576000                                    | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6699836 | PA      | $6733502.15    | 0.02%             | 2041-08-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEAL 4.742% 12/01/30                | ADVENTIST HEALTH SYS/W REGD SER 2025 4.74200000                                                     | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      9700000 | PA      | $9736481.41    | 0.02%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-1A  4.99% 02/15/33                 | AFFIRM MASTER TRUST SER 2025-1A CL A REGD 144A P/P 4.99000000                                       | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8225000 | PA      | $8306836.28    | 0.02%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A  4.67% 07/15/33                 | AFFIRM MASTER TRUST SER 2025-2A CL A REGD 144A P/P 4.67000000                                       | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9400000 | PA      | $9463575.02    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-X2  5.22% 12/17/29                 | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 SER 2024-X2 CL A REGD 144A P/P 5.22000000                 | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       102373 | PA      | $102402.99     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-X2  6.08% 12/17/29                 | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 SER 2024-X2 CL D REGD 144A P/P 6.08000000                 | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1130000 | PA      | $1139674.27    | 0.00%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A A 5.61% 09/15/26                 | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.61000000                   | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3485000 | PA      | $3490392.69    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A 1 5.61% 02/17/26                 | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1A REGD 144A P/P 5.61000000                  | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9415000 | PA      | $9429686.46    | 0.02%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A 1 6.89% 02/17/26                 | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1D REGD 144A P/P 6.89000000                  | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       535000 | PA      | $536134.74     | 0.00%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| AIMCO 2024-21A B V/R 04/18/37                 | AIMCO CLO 21 LTD SER 2024-21A CL B V/R REGD 144A P/P 5.80444000                                     | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4950000 | PA      | $4961300.85    | 0.01%             | 2037-04-18      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017- 3.7% 01/15/26                | AIR CANADA 2017-1B PTT REGD 144A P/P 3.70000000                                                     | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4656111 | PA      | $4652221.92    | 0.01%             | 2026-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/02/26                  | AIR LEASE CORP DISC 01/02/26 0.00000000                                                             | CUSIP: 00913XA29<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |      7500000 | PA      | $7498331.25    | 0.02%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/07/26                  | AIR LEASE CORP DISC 01/07/26 0.00000000                                                             | CUSIP: 00913XA78<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      7900000 | PA      | $7893793.76    | 0.02%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/08/2026                | AIR LEASE CORP DISCOUNT_______  COMMERCIAL PAPER 0.00000000                                         | CUSIP: 00913XA86<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      7300000 | PA      | $7293440.95    | 0.02%             | 2026-01-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/09/26_                 | AIR LEASE CORP DISCOUNT_______  COMMERCIAL PAPER 0.00000000                                         | CUSIP: 00913XA94<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      4100000 | PA      | $4095852.85    | 0.01%             | 2026-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/12/26                  | AIR LEASE CORP DISC 01/12/26 0.00000000                                                             | CUSIP: 00913XAC7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      7300000 | PA      | $7290132.59    | 0.02%             | 2026-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/13/26                  | AIR LEASE CORP DISC 01/13/26 0.00000000                                                             | CUSIP: 00913XAD5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      4000000 | PA      | $3994138.00    | 0.01%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/14/26                  | AIR LEASE CORP DISC 01/14/26 0.00000000                                                             | CUSIP: 00913XAE3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3500000 | PA      | $3494472.10    | 0.01%             | 2026-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP DISC 01/15/26                  | AIR LEASE CORP DISC 01/15/26 0.00000000                                                             | CUSIP: 00913XAF0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      2400000 | PA      | $2395935.60    | 0.01%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.85% 12/15/27                 | AIR LEASE CORP REGD 5.85000000                                                                      | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      8015000 | PA      | $8239005.95    | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 6.5% 07/18/28                   | AIRCASTLE LTD REGD 144A P/P 6.50000000                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |     12835000 | PA      | $13493263.38   | 0.03%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 5.95% 02/15/29                  | AIRCASTLE LTD REGD 144A P/P 5.95000000                                                              | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      3340000 | PA      | $3475902.60    | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRE 5.75% 10/01/31                | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.75000000                                                    | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12585000 | PA      | $13117409.81   | 0.03%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRE 5.25% 03/15/30                | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.25000000                                                    | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3310000 | PA      | $3379087.54    | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AJAXM 2019-F A1 V/R 07/25/59                  | AJAX MORTGAGE LOAN TRUST 2019-F SER 2019-F CL A1 V/R REGD 144A P/P 2.86000000                       | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6141537 | PA      | $6018352.81    | 0.01%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 4% 01/15/31                       | AKER BP ASA REGD 144A P/P 4.00000000                                                                | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     10230000 | PA      | $9874910.15    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.125% 10/01/34                   | AKER BP ASA REGD 144A P/P 5.12500000                                                                | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5495000 | PA      | $5375204.49    | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALA 2025-OANA A V/R 06/15/27                  | ALA TRUST 2025-OANA SER 2025-OANA CL A V/R REGD 144A P/P 5.49363000                                 | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2509370.50    | 0.01%             | 2040-06-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES  4.8% 08/15/27                | ALASKA AIRLINES 2020 TR REGD 144A P/P 4.80000000                                                    | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       939451 | PA      | $944872.67     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE  5.375% 12/06/32                | ALCON FINANCE CORP REGD 144A P/P 5.37500000                                                         | CUSIP: 01400EAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5350000 | PA      | $5588798.86    | 0.01%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  4.7% 07/01/30                | ALEXANDRIA REAL ESTATE E REGD 4.70000000                                                            | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |        42000 | PA      | $42232.59      | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION C DISC 01/07/2026                | ALIMENTATION C DISC 01/07/2026 0.00000000                                                           | CUSIP: 01626VA78<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |       300000 | PA      | $299773.08     | 0.00%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION C DISC 01/08/2026                | ALIMENTATION C DISC 01/08/2026 0.00000000                                                           | CUSIP: 01626VA86<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |      5300000 | PA      | $5295416.03    | 0.01%             | 2026-01-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ADC 2021-1A A 1.937% 08/15/26                 | ALIGNED DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 1.93700000                          | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17968000 | PA      | $17646124.84   | 0.04%             | 2046-08-15      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| ALLEG 2019-1A AR V/R 04/20/32                 | ALLEGRO CLO X LTD SER 2019-1A CL ARR V/R REGD 144A P/P 5.01444000                                   | CUSIP: 01750FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9707744 | PA      | $9705065.03    | 0.02%             | 2032-04-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CO V/R 04/01/56                | ALLIANT ENERGY CORP REGD V/R 5.75000000                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     10450000 | PA      | $10430960.10   | 0.02%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY F 1.4% 03/15/26                | ALLIANT ENERGY FINANCE REGD 144A P/P 1.40000000                                                     | CUSIP: 01882YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       925000 | PA      | $918809.72     | 0.00%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO- 7% 01/15/31                | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 7.00000000                                                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       405000 | PA      | $420177.55     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% JAN 26                       | UMBS TBA 30YR 2% JAN 26        TO BE ANNOUNCED 2.00000000                                           | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148975000 | PA      | $120389828.95  | 0.27%             | 2056-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JAN 26                     | FNMA 30YR TBA 2.5% JAN 26     TO BE ANNOUNCED 2.50000000                                            | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -50000000 | PA      | $-42261719.00  | -0.09%            | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JAN 26                     | FNMA 30YR TBA 2.5% JAN 26     TO BE ANNOUNCED 2.50000000                                            | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    183550000 | PA      | $155142770.45  | 0.35%             | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA CONV 30YR 2.5% FEB 26                | FNMA CONV 30YR                 TO BE ANNOUNCED 2.50000000                                           | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -50000000 | PA      | $-42257812.50  | -0.09%            | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 3% JAN 26                       | FNMA TBA 30YR 3% JAN 26        TO BE ANNOUNCED 3.00000000                                           | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -221350000 | PA      | $-195747760.32 | -0.44%            | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 3% JAN 26                       | FNMA TBA 30YR 3% JAN 26        TO BE ANNOUNCED 3.00000000                                           | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    315950000 | PA      | $279405940.24  | 0.62%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR TBA 3% FEB26                    | FNMA TBA 30YR TBA 3% FEB26     TO BE ANNOUNCED 3.00000000                                           | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -221350000 | PA      | $-195609416.57 | -0.44%            | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JAN 26                     | FNMA 30YR TBA 3.5% JAN 26      TO BE ANNOUNCED 3.50000000                                           | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10000000 | PA      | $9244140.60    | 0.02%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% FEB 26                     | FNCL 30YR TBA 3.5% FEB 26      TO BE ANNOUNCED 3.50000000                                           | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    447775000 | PA      | $412530208.84  | 0.92%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% JAN 26                     | FNMA 30YR TBA 4.0% JAN 26      TO BE ANNOUNCED 4.00000000                                           | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96675000 | PA      | $91688944.34   | 0.20%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4.0% FEB 26                     | FNCL 30YR TBA 4.0% FEB 26      TO BE ANNOUNCED 4.00000000                                           | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250800000 | PA      | $237727722.14  | 0.53%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JAN 26                     | FNMA 30YR TBA 4.5% JAN 26      TO BE ANNOUNCED 4.50000000                                           | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105625000 | PA      | $103105016.71  | 0.23%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% FEB 26                     | FNMA 30YR TBA 4.5% FEB 26      TO BE ANNOUNCED 4.50000000                                           | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67500000 | PA      | $65836862.10   | 0.15%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% JAN 26                       | FNMA 30YR TBA 5% JAN 26        TO BE ANNOUNCED 5.00000000                                           | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192715535 | PA      | $192173522.56  | 0.43%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% FEB 26                       | FNMA 30YR TBA 5% FEB 26        TO BE ANNOUNCED 5.00000000                                           | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1273739465 | PA      | $1269012694.27 | 2.84%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JAN 26                     | FNMA 30YR TBA 5.5% JAN 26      TO BE ANNOUNCED 5.50000000                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80200000 | PA      | $81321403.72   | 0.18%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% FEB 26                     | FNMA 30YR TBA 5.5% FEB 26      TO BE ANNOUNCED 5.50000000                                           | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1098100000 | PA      | $1112424813.33 | 2.49%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JAN 26                       | FNMA 30YR TBA 6% JAN 26        TO BE ANNOUNCED 6.00000000                                           | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    622493053 | PA      | $639130717.40  | 1.43%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JAN 26                       | FNMA 30YR TBA 6% JAN 26        TO BE ANNOUNCED 6.00000000                                           | CUSIP: 01F060618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -564893053 | PA      | $-579991215.13 | -1.30%            | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% FEB 26                       | FNMA 30YR TBA 6% FEB 26        TO BE ANNOUNCED 6.00000000                                           | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    902670000 | PA      | $926337700.49  | 2.07%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% MAR 26                       | FNMA 30YR TBA 6% MAR 26        TO BE ANNOUNCED 6.00000000                                           | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    650000000 | PA      | $666991994.50  | 1.49%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% FEB 26                     | FNMA 30YR TBA 6.5% FEB 26      TO BE ANNOUNCED 6.50000000                                           | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    566600000 | PA      | $588944375.27  | 1.32%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% MAR 26                     | FNMA 30YR TBA 6.5% MAR 26      TO BE ANNOUNCED 6.50000000                                           | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    157000000 | PA      | $163307958.56  | 0.36%             | 2056-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLYA 2024-2 A 4.14% 07/16/29                 | ALLY AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 4.14000000                                 | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9444283 | PA      | $9459690.40    | 0.02%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 9.5% 11/01/29                | ALTICE FRANCE SA REGD 144A P/P 9.50000000                                                           | CUSIP: 02090DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3745199 | PA      | $3852162.26    | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE  6.875% 10/15/30                | ALTICE FRANCE SA REGD 144A P/P 6.87500000                                                           | CUSIP: 02090DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1155150 | PA      | $1120255.08    | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 6.5% 04/15/32                | ALTICE FRANCE SA REGD 144A P/P 6.50000000                                                           | CUSIP: 02090DAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       626496 | PA      | $600610.38     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE  6.875% 07/15/32                | ALTICE FRANCE SA REGD 144A P/P 6.87500000                                                           | CUSIP: 02090DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       489070 | PA      | $468988.48     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA7 2 V/R 06/25/46                 | ALTERNATIVE LOAN TRUST 2006-OA7 SER 2006-OA7 CL 2A1 V/R REGD 4.96927000                             | CUSIP: 02146BAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7028018 | PA      | $6660708.05    | 0.01%             | 2046-06-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-HY12 A5 V/R 8/25/36                | CWALT 2006-HY12 A5 V/R 8/25/36 4.12836700                                                           | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        94762 | PA      | $88614.77      | 0.00%             | 2036-08-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OC5 2 V/R 06/25/46                 | ALTERNATIVE LOAN TRUST 2006-OC5 SER 2006-OC5 CL 2A3 V/R REGD 4.36621000                             | CUSIP: 02147HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4670194 | PA      | $4191560.39    | 0.01%             | 2046-06-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA2 1 V/R 03/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA2 SER 2007-OA2 CL 1A1 V/R REGD 4.86927000                             | CUSIP: 02149LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10189419 | PA      | $8965833.99    | 0.02%             | 2047-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA2 2 V/R 03/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA2 SER 2007-OA2 CL 2A1 V/R REGD 4.10621000                             | CUSIP: 02149LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8328904 | PA      | $6857153.97    | 0.02%             | 2047-03-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA4 A V/R 05/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA4 SER 2007-OA4 CL A1 V/R REGD 4.18621000                              | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       944465 | PA      | $864518.53     | 0.00%             | 2047-05-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-5CB 1A 6% 04/25/37                 | ALTERNATIVE LOAN TRUST 2007-5CB SER 2007-5CB CL 1A4 REGD 6.00000000                                 | CUSIP: 02150EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11803513 | PA      | $5644333.87    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-HY7C  V/R 08/25/37                 | ALTERNATIVE LOAN TRUST 2007-HY7C SER 2007-HY7C CL A1 V/R REGD 4.12621000                            | CUSIP: 02150VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1382219 | PA      | $1316096.37    | 0.00%             | 2037-08-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCI 9.625% 07/15/27                | ALTICE FINANCING SA REGD 144A P/P 9.62500000                                                        | CUSIP: 02154CAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4700000 | PA      | $3619000.00    | 0.01%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD 2.538% 06/15/30                    | AMDOCS LTD REGD 2.53800000                                                                          | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | US        |      7803000 | PA      | $7166774.12    | 0.02%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE  3.625% 04/28/26                | AMCOR FINANCE USA INC REGD 3.62500000                                                               | CUSIP: 02343UAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12260000 | PA      | $12236247.60   | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES  5.5% 03/17/35                | AMCOR FLEXIBLES NORTH AM REGD SER WI 5.50000000                                                     | CUSIP: 02344AAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9500000 | PA      | $9812884.12    | 0.02%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15- 3.375% 05/01/27                | AMER AIRLN 15-1 A PTT REGD 3.37500000                                                               | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       426677 | PA      | $421161.26     | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17- 3.6% 10/15/29                | AMER AIRLINE 17-2 A PTT REGD SER A 3.60000000                                                       | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       139609 | PA      | $133053.62     | 0.00%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19 3.85% 02/15/28                | AMER AIRLINE 19-1B PTT REGD SER B 3.85000000                                                        | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5536407 | PA      | $5419451.04    | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 2 2.875% 07/11/34                | AMER AIRLINE 21-1A EETC REGD SER A 2.87500000                                                       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9062608 | PA      | $8278152.62    | 0.02%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMCAR 2024-1 A 5.43% 01/18/29                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 5.43000000                    | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15966085 | PA      | $16086827.39   | 0.04%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSET 3.375% 02/01/31                | AMERICAN ASSETS TRUST LP REGD 3.37500000                                                            | CUSIP: 02401LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10870000 | PA      | $9906166.99    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-3 D 6.04% 07/12/30                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 144A P/P 6.04000000        | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2900000 | PA      | $2957602.99    | 0.01%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-4 A 4.81% 03/13/28                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A REGD 144A P/P 4.81000000        | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       238454 | PA      | $238520.46     | 0.00%             | 2028-03-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-1 D 5.54% 08/12/31                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1 SER 2025-1 CL D REGD 144A P/P 5.54000000        | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3200000 | PA      | $3249881.28    | 0.01%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-3 A 4.73% 01/12/27                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-3 SER 2025-3 CL A REGD 144A P/P 4.73000000        | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1869633 | PA      | $1874881.52    | 0.00%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ACAR 2022-4 D 8% 06/13/26                     | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-4 SER 2022-4 CL D REGD 144A P/P 8.00000000        | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       347630 | PA      | $350515.95     | 0.00%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2023-4 D 7.65% 06/12/27                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-4 SER 2023-4 CL D REGD 144A P/P 7.65000000        | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7400000 | PA      | $7636071.84    | 0.02%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ACAR 2023-3 D 6.82% 02/12/27                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3 SER 2023-3 CL D REGD 144A P/P 6.82000000        | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3310000 | PA      | $3369579.34    | 0.01%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 5.2% 01/15/29                | AMERICAN ELECTRIC POWER REGD 5.20000000                                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     21904000 | PA      | $22576388.18   | 0.05%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC V/R 03/15/56                | AMERICAN ELECTRIC POWER REGD V/R SER C 5.80000000                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     15480000 | PA      | $15367931.61   | 0.03%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC V/R 03/15/56                | AMERICAN ELECTRIC POWER REGD V/R SER D 6.05000000                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     13945000 | PA      | $13701380.15   | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/36                | AMERICAN EXPRESS CO REGD V/R 5.66700000                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1288155.37    | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 07/20/33                | AMERICAN EXPRESS CO REGD V/R 4.91800000                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      8715000 | PA      | $8869224.21    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AHART 2025-1A 4.453% 09/15/26                 | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TR SER 2025-1A CL A1 REGD 144A P/P 4.45300000             | CUSIP: 02650VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2997223 | PA      | $2998587.53    | 0.01%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AHART 2025-1A  4.48% 08/15/28                 | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TR SER 2025-1A CL A2 REGD 144A P/P 4.48000000             | CUSIP: 02650VAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4500000 | PA      | $4510215.90    | 0.01%             | 2028-08-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 2.375% 07/15/31                | AMERICAN HOMES 4 RENT REGD 2.37500000                                                               | CUSIP: 02666TAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1690000 | PA      | $1510696.53    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 3.375% 07/15/51                | AMERICAN HOMES 4 RENT REGD 3.37500000                                                               | CUSIP: 02666TAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3567000 | PA      | $2412313.30    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30                | AMERICAN TOWER CORP REGD 2.10000000                                                                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     13775000 | PA      | $12501367.49   | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.7% 04/15/31                | AMERICAN TOWER CORP REGD 2.70000000                                                                 | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     13810000 | PA      | $12680413.12   | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.3% 09/15/31                | AMERICAN TOWER CORP REGD 2.30000000                                                                 | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     15793000 | PA      | $14027350.02   | 0.03%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  5.65% 03/15/33                | AMERICAN TOWER CORP REGD 5.65000000                                                                 | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6855000 | PA      | $7222456.11    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.9% 11/15/33                | AMERICAN TOWER CORP REGD 5.90000000                                                                 | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     21605000 | PA      | $23076044.26   | 0.05%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  5.45% 02/15/34                | AMERICAN TOWER CORP REGD 5.45000000                                                                 | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2880000 | PA      | $2991454.30    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSM 2.65% 01/15/32                | AMERICAN TRANSMISSION SY REGD 144A P/P 2.65000000                                                   | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7200000 | PA      | $6478506.79    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY 5.6% 05/15/32                | AMERICOLD REALTY OPER PA REGD 5.60000000                                                            | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2214879.85    | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1  4.185% 11/18/26                 | AMERICREDIT AUTOMOBILE________  RECEIVABLES TRUST 2025-1 SER 2025-1 CL A1 REGD 144A P/P 4.18500000  | CUSIP: 03067FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16030192 | PA      | $16036538.11   | 0.04%             | 2026-11-18      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A 4.22% 06/18/27                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1 CL A2A REGD 144A P/P 4.22000000          | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3505370.40    | 0.01%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AMSI 2005-R10 M5 V/R 01/25/36                 | AMERIQUEST MORTGAGE SECURITIES INC ASSET SER 2005-R10 CL M5 V/R REGD 4.79121000                     | CUSIP: 03072ST21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2340000 | PA      | $2210961.17    | 0.00%             | 2036-01-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/ 9.375% 06/01/28                | AMERIGAS PART/FIN CORP REGD 144A P/P 9.37500000                                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2083000 | PA      | $2159553.50    | 0.00%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FI 9.5% 06/01/30                | AMERIGAS PART/FIN CORP REGD 144A P/P 9.50000000                                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1065291.02    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMETEK INC 0% 01/06/26                        | AMETEK INC 0% 01/06/26 0.00000000                                                                   | CUSIP: 03111CA60<br>LEI: 549300WZDEF9KKE40E98 | Long             | STIV             | CORP              | US        |      7300000 | PA      | $7295359.39    | 0.02%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMETEK INC DISC 01/12/2026                    | AMETEK INC DISC 01/12/2026 0.00000000                                                               | CUSIP: 03111CAC7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     32100000 | PA      | $32059008.30   | 0.07%             | 2026-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS 2.805% 03/11/31                | AMFAM HOLDINGS INC REGD 144A P/P 2.80500000                                                         | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5500000 | PA      | $4830848.72    | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.2% 02/22/52                       | AMGEN INC REGD 4.20000000                                                                           | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $1784864.14    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMMC 2024-28A A1 V/R 07/20/37                 | AMMC CLO 28 LTD SER 2024-28A CL A1A V/R REGD 144A P/P 5.43444000                                    | CUSIP: 03166HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24000000 | PA      | $24029760.00   | 0.05%             | 2037-07-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP I 6.375% 02/15/29                | AMWINS GROUP INC REGD 144A P/P 6.37500000                                                           | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       177000 | PA      | $182028.92     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 5.25% 04/05/34                  | AMPHENOL CORP REGD 5.25000000                                                                       | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      4155000 | PA      | $4321008.75    | 0.01%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 5% 01/15/35                     | AMPHENOL CORP REGD 5.00000000                                                                       | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     10885000 | PA      | $11087479.61   | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 4.625% 02/15/36                 | AMPHENOL CORP REGD 4.62500000                                                                       | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     14010000 | PA      | $13725843.02   | 0.03%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANCHC 2015-6A AR V/R 07/22/38                 | ANCHORAGE CAPITAL CLO 6 LTD SER 2015-6A CL AR4 V/R REGD 144A P/P 5.64039000                         | CUSIP: 03328QBW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8625000 | PA      | $8642353.50    | 0.02%             | 2038-07-22      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ANCHF 2025-18 5.327% 10/22/40                 | ANCHORAGE CREDIT FUNDING 18 LTD SER 2025-18A CL A REGD 144A P/P 5.32700000                          | CUSIP: 03331MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14300000 | PA      | $14377463.10   | 0.03%             | 2040-10-22      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ANCHF 2025-18 5.702% 10/22/40                 | ANCHORAGE CREDIT FUNDING 18 LTD SER 2025-18A CL B REGD 144A P/P 5.70200000                          | CUSIP: 03331MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2800000 | PA      | $2820451.20    | 0.01%             | 2040-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-7 A1 V/R 11/25/25                   | ANGEL OAK MORTGAGE TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.97800000                       | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5011649 | PA      | $4381521.90    | 0.01%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-2 A1 V/R 02/25/26                   | ANGEL OAK MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 3.35300000                       | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28040613 | PA      | $26854228.26   | 0.06%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-8 A1 V/R 08/25/28                   | ANGEL OAK MORTGAGE TRUST 2024-8 SER 2024-8 CL A1 V/R REGD 144A P/P 5.33800000                       | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2458452 | PA      | $2469374.44    | 0.01%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-1 A1 V/R 01/25/28                   | ANGEL OAK MORTGAGE TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 5.21000000                       | CUSIP: 03465XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14541855 | PA      | $14563591.90   | 0.03%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| AOMT 2023-7 A1 V/R 12/25/27                   | ANGEL OAK MORTGAGE TRUST 2023-7 SER 2023-7 CL A1 V/R REGD 144A P/P 4.80000000                       | CUSIP: 03466DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6782965 | PA      | $6764502.24    | 0.02%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-4 A1 V/R 01/25/69                   | ANGEL OAK MORTGAGE TRUST 2024-4 SER 2024-4 CL A1 V/R REGD 144A P/P 6.19700000                       | CUSIP: 034943AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6394370 | PA      | $6469511.39    | 0.01%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 2.75% 01/15/27                | ANTARES HOLDINGS REGD 144A P/P 2.75000000                                                           | CUSIP: 03666HAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8970000 | PA      | $8766454.73    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 3.75% 07/15/27                | ANTARES HOLDINGS REGD 144A P/P 3.75000000                                                           | CUSIP: 03666HAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20265000 | PA      | $19814209.13   | 0.04%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 7.95% 08/11/28                | ANTARES HOLDINGS REGD 144A P/P 7.95000000                                                           | CUSIP: 03666HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2715000 | PA      | $2872709.68    | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 2.25% 05/15/30                | ELEVANCE HEALTH INC REGD 2.25000000                                                                 | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $16526121.12   | 0.04%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 5.375% 06/15/34                | ELEVANCE HEALTH INC REGD 5.37500000                                                                 | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7730000 | PA      | $7988295.48    | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.75% 02/15/30                | ELEVANCE HEALTH INC REGD 4.75000000                                                                 | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $6323513.86    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  5.2% 02/15/35                | ELEVANCE HEALTH INC REGD 5.20000000                                                                 | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     17575000 | PA      | $17951836.83   | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH IN 5% 01/15/36                | ELEVANCE HEALTH INC REGD 5.00000000                                                                 | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     12640000 | PA      | $12563645.05   | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP 2.8% 05/15/30                        | AON CORP REGD 2.80000000                                                                            | CUSIP: 037389BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3304655.97    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GL 2.05% 08/23/31                | AON CORP/AON GLOBAL HOLD REGD 2.05000000                                                            | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1542000 | PA      | $1362060.46    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLO 2.6% 12/02/31                | AON CORP/AON GLOBAL HOLD REGD 2.60000000                                                            | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9185000 | PA      | $8300395.13    | 0.02%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DIN 2023-1A A 7.824% 06/05/29                 | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC SER 2023-1A CL A2 REGD 144A P/P 7.82400000                | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10610000 | PA      | $10767229.59   | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| DIN 2025-1A A2 6.72% 06/05/30                 | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC SER 2025-1A CL A2 REGD 144A P/P 6.72000000                | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27430000 | PA      | $27594525.14   | 0.06%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125% 12/01/29                 | APPLOVIN CORP REGD 5.12500000                                                                       | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      7790000 | PA      | $7990398.76    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.375% 12/01/31                 | APPLOVIN CORP REGD 5.37500000                                                                       | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      7770000 | PA      | $8057256.20    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.5% 12/01/34                   | APPLOVIN CORP REGD 5.50000000                                                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     43840000 | PA      | $45043482.53   | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AQFIT 2024-A A 4.81% 06/17/30                 | AQUA FINANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 4.81000000                                  | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8545905 | PA      | $8626810.84    | 0.02%             | 2050-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-A A 5.25% 12/19/50                 | AQUA FINANCE ISSUER TRUST 2025-A SER 2025-A CL A REGD 144A P/P 5.25000000                           | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6441364 | PA      | $6559288.83    | 0.01%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMMST 2022-MF 2.915% 12/15/28                 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2022-MF4 SER 2022-MF4 CL A3 REGD 144A P/P 2.91520000    | CUSIP: 03882LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6700000 | PA      | $6518937.86    | 0.01%             | 2055-02-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL 6.75% 03/01/41                  | ARCELORMITTAL REGD 6.75000000                                                                       | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     12270000 | PA      | $13412237.74   | 0.03%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC 6.875% 08/15/32                    | ARCOSA INC REGD 144A P/P 6.87500000                                                                 | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       345000 | PA      | $363674.69     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA 12% 12/01/30                  | ARDAGH GROUP SA REGD 144A P/P 12.00000000                                                           | CUSIP: 03969UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1475000 | PA      | $1347781.25    | 0.00%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO  7.75% 02/15/31                | ARDONAGH FINCO LTD REGD 144A P/P 7.75000000                                                         | CUSIP: 039853AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      8432000 | PA      | $8839727.59    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA 9.5% 12/01/30                 | ARDAGH GROUP SA REGD 144A P/P 9.50000000                                                            | CUSIP: 039959AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1814000 | PA      | $1967496.76    | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AREIT LTD 202 V/R 02/17/28                    | AREIT LTD 2023-CRE8 20410812__  FLT VARIABLE 5.84744000                                             | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      1011406 | PA      | $1011457.88    | 0.00%             | 2041-08-17      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/30                | REPUBLIC OF ARGENTINA REGD S/UP 0.75000000                                                          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |     15826938 | PA      | $13452896.96   | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/35                | REPUBLIC OF ARGENTINA REGD S/UP SER * 4.12500000                                                    | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      8846707 | PA      | $6581950.01    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 01/09/38                | REPUBLIC OF ARGENTINA REGD S/UP 5.00000000                                                          | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |       261019 | PA      | $202550.74     | 0.00%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/41                | REPUBLIC OF ARGENTINA REGD S/UP 3.50000000                                                          | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |     18718204 | PA      | $12952997.17   | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/46                | REPUBLIC OF ARGENTINA REGD S/UP 4.12500000                                                          | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |       109766 | PA      | $78318.08      | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENT 1% 07/09/29                | REPUBLIC OF ARGENTINA REGD 1.00000000                                                               | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |       887052 | PA      | $787702.18     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARIXA 2025-RT 5.735% 02/25/28                 | ARIXA MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 REGD 144A P/P 5.73500000                         | CUSIP: 04046BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4420000 | PA      | $4445932.58    | 0.01%             | 2030-08-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.35% 05/15/50                | ARIZONA PUBLIC SERVICE REGD 3.35000000                                                              | CUSIP: 040555DB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       957000 | PA      | $656304.29     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.45% 07/15/34                | ARTHUR J GALLAGHER & CO REGD 5.45000000                                                             | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      3795000 | PA      | $3933780.34    | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5% 02/15/32                | ARTHUR J GALLAGHER & CO REGD 5.00000000                                                             | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      1645000 | PA      | $1681678.53    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.15% 02/15/35                | ARTHUR J GALLAGHER & CO REGD 5.15000000                                                             | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      4315000 | PA      | $4360157.60    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASCNT 2024-A A 6.14% 10/25/50                 | ASCENT EDUCATION FUNDING TRUST 2024-A SER 2024-A CL A REGD 144A P/P 6.14000000                      | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       346469 | PA      | $356004.33     | 0.00%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC 3.375% 09/01/31                   | ASHLAND INC REGD 144A P/P 3.37500000                                                                | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |       270000 | PA      | $246969.45     | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL 5.55% 05/30/33                | ASHTEAD CAPITAL INC REGD 144A P/P 5.55000000                                                        | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3820000 | PA      | $3941337.98    | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL 5.95% 10/15/33                | ASHTEAD CAPITAL INC REGD 144A P/P 5.95000000                                                        | CUSIP: 045054AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3530000 | PA      | $3734852.89    | 0.01%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL  5.8% 04/15/34                | ASHTEAD CAPITAL INC REGD 144A P/P 5.80000000                                                        | CUSIP: 045054AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6590000 | PA      | $6909002.92    | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL  5.5% 08/11/32                | ASHTEAD CAPITAL INC REGD 144A P/P 5.50000000                                                        | CUSIP: 04505AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2475000 | PA      | $2555546.33    | 0.01%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABSHE 2006-HE3 M V/R 03/25/36                 | ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES  SER 2006-HE3 CL M1 V/R REGD 4.29621000  | CUSIP: 04541GXD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12315066 | PA      | $11146780.85   | 0.02%             | 2036-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CWL 2006-8 2A4 V/R 01/25/46                   | COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.34621000                         | CUSIP: 045427AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14185034 | PA      | $13547874.79   | 0.03%             | 2046-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| ABFC 2005-WMC1 M V/R 06/25/35                 | ABFC 2005-WMC1 TRUST SER 2005-WMC1 CL M3 V/R REGD 4.58121000                                        | CUSIP: 04542BPF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2286556 | PA      | $2222410.34    | 0.00%             | 2035-06-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 2.55% 11/19/30                | ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000                                                      | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $2977457.34    | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  2.717% 01/07/29                | ATHENE GLOBAL FUNDING REGD 144A P/P 2.71700000                                                      | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3594892.99    | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  3.205% 03/08/27                | ATHENE GLOBAL FUNDING REGD 144A P/P 3.20500000                                                      | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      5070000 | PA      | $4990642.89    | 0.01%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING L 3.5% 01/15/31                | ATHENE HOLDING LTD REGD 3.50000000                                                                  | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      1835000 | PA      | $1733708.79    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCCP 2024-3A A V/R 01/20/35                   | ATLANTIC AVENUE 2024-3 LTD SER 2024-3A CL A V/R REGD 144A P/P 5.14444000                            | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19000000 | PA      | $19004332.00   | 0.04%             | 2035-01-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPO 5.25% 05/15/29                | ATLASSIAN CORPORATION REGD 5.25000000                                                               | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |     12080000 | PA      | $12415521.52   | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPOR 5.5% 05/15/34                | ATLASSIAN CORPORATION REGD 5.50000000                                                               | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |     26815000 | PA      | $27748676.04   | 0.06%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1  S/UP 08/25/28                 | ATLX 2024-RPL1 TRUST SER 2024-RPL1 CL A1 S/UP REGD 144A P/P 3.85000000                              | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4269562 | PA      | $4174399.07    | 0.01%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 A V/R 04/25/63                 | ATLX 2024-RPL2 TRUST SER 2024-RPL2 CL A1 V/R REGD 144A P/P 3.85000000                               | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4869613 | PA      | $4756825.70    | 0.01%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 5.19% 02/10/29                 | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.19000000                           | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       900000 | PA      | $916725.87     | 0.00%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 5.63% 02/10/29                 | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.63000000                           | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1800000 | PA      | $1833163.92    | 0.00%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 4% 04/15/30                      | AUTOZONE INC REGD 4.00000000                                                                        | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      8465000 | PA      | $8370586.30    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A A 6.18% 09/15/26                 | AUXILIOR TERM FUNDING 2023-1 LLC SER 2023-1A CL A2 REGD 144A P/P 6.18000000                         | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       508187 | PA      | $510706.93     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVCCT 2025-1A  4.89% 10/15/28                 | AVANT CREDIT CARD MASTER TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.89000000                     | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7845000 | PA      | $7844718.36    | 0.02%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDIN 3.875% 11/01/29                | AVANTOR FUNDING INC REGD 144A P/P 3.87500000                                                        | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       257000 | PA      | $245757.61     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 6.375% 07/15/30                | AVIATION CAPITAL GROUP REGD 144A P/P 6.37500000                                                     | CUSIP: 05366DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13350000 | PA      | $14261826.49   | 0.03%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 6.25% 04/15/28                | AVIATION CAPITAL GROUP REGD 144A P/P 6.25000000                                                     | CUSIP: 05369AAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3810000 | PA      | $3956441.62    | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 6.75% 10/25/28                | AVIATION CAPITAL GROUP REGD 144A P/P 6.75000000                                                     | CUSIP: 05369AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10810000 | PA      | $11467637.59   | 0.03%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 5.125% 04/10/30                | AVIATION CAPITAL GROUP REGD 144A P/P 5.12500000                                                     | CUSIP: 05369AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       285000 | PA      | $289371.65     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL 4.8% 10/24/30                | AVIATION CAPITAL GROUP REGD 144A P/P 4.80000000                                                     | CUSIP: 05369AAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10295000 | PA      | $10298893.05   | 0.02%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AESOP 2020-2A  2.02% 02/20/26                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2020-2A CL A REGD 144A P/P 2.02000000                  | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3246667 | PA      | $3240072.37    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-1A C 2.13% 08/20/26                | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-1A CL C REGD 144A P/P 2.13000000                  | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4872000 | PA      | $4817284.52    | 0.01%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  2.35% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL C REGD 144A P/P 2.35000000                  | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3030000 | PA      | $2965210.42    | 0.01%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  4.08% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL D REGD 144A P/P 4.08000000                  | CUSIP: 05377REU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13395000 | PA      | $13200305.01   | 0.03%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-5A  6.12% 04/20/26                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2022-5A CL A REGD 144A P/P 6.12000000                  | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1906667 | PA      | $1913288.71    | 0.00%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A  5.44% 02/22/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL A REGD 144A P/P 5.44000000                  | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1100000 | PA      | $1113172.06    | 0.00%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-4A  7.24% 06/20/28                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-4A CL C REGD 144A P/P 7.24000000                  | CUSIP: 05377RHA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5640000 | PA      | $5909579.03    | 0.01%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-5A  5.78% 04/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL A REGD 144A P/P 5.78000000                  | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2310000 | PA      | $2350133.02    | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-8A  7.34% 02/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-8A CL C REGD 144A P/P 7.34000000                  | CUSIP: 05377RHP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2250000 | PA      | $2382694.43    | 0.01%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-7A  7.41% 08/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL C REGD 144A P/P 7.41000000                  | CUSIP: 05377RHS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $5180379.50    | 0.01%             | 2028-08-21      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-1A  5.36% 06/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000                  | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11268000 | PA      | $11618192.54   | 0.03%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-1A  6.48% 06/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL C REGD 144A P/P 6.48000000                  | CUSIP: 05377RJA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       480000 | PA      | $499562.30     | 0.00%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-2A  5.13% 10/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-2A CL A REGD 144A P/P 5.13000000                  | CUSIP: 05377RJG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5650000 | PA      | $5736697.56    | 0.01%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-3A  5.23% 12/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000                  | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4340000 | PA      | $4474557.36    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A  7.26% 10/20/26                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-2A CL D REGD 144A P/P 7.26000000                  | CUSIP: 05377RKG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1880000 | PA      | $1895461.50    | 0.00%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A  7.32% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL D REGD 144A P/P 7.32000000                  | CUSIP: 05377RKH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1975000 | PA      | $2001698.05    | 0.00%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-5A  7.35% 04/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL D REGD 144A P/P 7.35000000                  | CUSIP: 05377RKJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2630000 | PA      | $2673963.34    | 0.01%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 3.25% 02/15/27                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000                                                   | CUSIP: 05401AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1791000 | PA      | $1771093.39    | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 2.75% 02/21/28                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.75000000                                                   | CUSIP: 05401AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      6105000 | PA      | $5912265.21    | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.528% 11/18/27                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000                                                   | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     15433000 | PA      | $14961831.90   | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 5.375% 05/30/30                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.37500000                                                   | CUSIP: 05401AAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5160000 | PA      | $5297289.13    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS  4.7% 01/30/31                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.70000000                                                   | CUSIP: 05401ABD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     11236000 | PA      | $11163674.77   | 0.02%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRIS 6.125% 03/15/30                | AXON ENTERPRISE INC REGD 144A P/P 6.12500000                                                        | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       176000 | PA      | $181692.54     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE 6.25% 03/15/33                | AXON ENTERPRISE INC REGD 144A P/P 6.25000000                                                        | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       175000 | PA      | $182057.25     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE 7.75% 04/15/30                 | AZORRA FINANCE REGD 144A P/P 7.75000000                                                             | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       115000 | PA      | $121430.69     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE 7.25% 01/15/31                 | AZORRA FINANCE REGD 144A P/P 7.25000000                                                             | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       115000 | PA      | $120500.72     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAMLL 2016-LD11  V/R 06/17/17                 | BAMLL RE-REMIC TRUST 2016-RRLD11 SER 2016-LD11 CL AJB V/R REGD 144A P/P 5.88121300                  | CUSIP: 05491JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       100000 | PA      | $17651.00      | 0.00%             | 2050-06-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BAMLL 2018-PARK  V/R 08/10/28                 | BAMLL COMMERCIAL MORTGAGE SECURITIES  SER 2018-PARK CL A V/R REGD 144A P/P 4.09075000               | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6110000 | PA      | $5988794.71    | 0.01%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BFLD 2020-EYP C V/R 10/15/25                  | BFLD TRUST 2020-EYP SER 2020-EYP CL C V/R REGD 144A P/P 5.96548000                                  | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5140000 | PA      | $205445.80     | 0.00%             | 2035-10-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BHG 2022-A B 2.7% 02/20/35                    | BHG SECURITIZATION TRUST 2022-A SER 2022-A CL B REGD 144A P/P 2.70000000                            | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3687145 | PA      | $3671529.87    | 0.01%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BHG 2022-A C 3.08% 02/20/35                   | BHG SECURITIZATION TRUST 2022-A SER 2022-A CL C REGD 144A P/P 3.08000000                            | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1845000 | PA      | $1819586.23    | 0.00%             | 2035-02-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 6.343% 08/02/30                | BAT CAPITAL CORP REGD 6.34300000                                                                    | CUSIP: 054989AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000000 | PA      | $25957664.64   | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 3.4% 04/15/30                 | BAE SYSTEMS PLC REGD 144A P/P 3.40000000                                                            | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      7045000 | PA      | $6809911.59    | 0.02%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5.25% 03/26/31                | BAE SYSTEMS PLC REGD 144A P/P 5.25000000                                                            | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      1595000 | PA      | $1657668.97    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5.3% 03/26/34                 | BAE SYSTEMS PLC REGD 144A P/P 5.30000000                                                            | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     26715000 | PA      | $27664586.55   | 0.06%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                | BAT CAPITAL CORP REGD 3.55700000                                                                    | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1646000 | PA      | $1633340.07    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.726% 03/25/31                | BAT CAPITAL CORP REGD 2.72600000                                                                    | CUSIP: 05526DBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20430000 | PA      | $18836061.82   | 0.04%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31                | BAT CAPITAL CORP REGD 5.83400000                                                                    | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5516811.98    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BBSG 2016-MRP 3.275% 06/05/26                 | BBSG 2016-MRP MORTGAGE TRUST SER 2016-MRP CL A REGD 144A P/P 3.27500000                             | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2045000 | PA      | $1840500.00    | 0.00%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BCAP 2014-RR2 6A V/R 02/26/21                 | BCAP LLC 2014-RR2 SER 2014-RR2 CL 6A8 V/R REGD 144A P/P 3.36435800                                  | CUSIP: 05543DBD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4020040 | PA      | $3923929.57    | 0.01%             | 2036-10-26      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| BINOM 2022-RPL1  V/R 01/25/27                 | BINOM SECURITIZATION TRUST 2022-RPL1 SER 2022-RPL1 CL M1 V/R REGD 144A P/P 3.00000000               | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8591000 | PA      | $7109439.95    | 0.02%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC 6.15% 04/02/30                  | BGC GROUP INC REGD SER WI 6.15000000                                                                | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      9340000 | PA      | $9671045.28    | 0.02%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-660F A V/R 11/15/27                 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F SER 2025-660F CL A V/R REGD 144A P/P 5.25012000            | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5895000 | PA      | $5911574.38    | 0.01%             | 2042-11-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-660F B V/R 11/15/27                 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F SER 2025-660F CL B V/R REGD 144A P/P 5.55012000            | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2620000 | PA      | $2628155.54    | 0.01%             | 2042-11-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/29                          | BPCE SA REGD V/R 144A P/P 6.71400000                                                                | CUSIP: 05571AAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      8600000 | PA      | $9123109.02    | 0.02%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/34                          | BPCE SA REGD V/R 144A P/P 7.00300000                                                                | CUSIP: 05571AAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     56600000 | PA      | $63020247.80   | 0.14%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/30/35                          | BPCE SA REGD V/R 144A P/P 5.93600000                                                                | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      5600000 | PA      | $5840047.53    | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/36                          | BPCE SA REGD V/R 144A P/P 6.29300000                                                                | CUSIP: 05571ABA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     13546000 | PA      | $14457714.61   | 0.03%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 3.28% 09/26/33                 | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC SER 2019-A CL A REGD 144A P/P 3.28000000             | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       408934 | PA      | $406343.81     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD B V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL B V/R REGD 144A P/P 5.87500000                                   | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2865000 | PA      | $2846000.47    | 0.01%             | 2038-12-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD C V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL C V/R REGD 144A P/P 6.17500000                                   | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2920000 | PA      | $2895758.16    | 0.01%             | 2038-12-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD D V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL D V/R REGD 144A P/P 7.47400000                                   | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1770000 | PA      | $1753432.98    | 0.00%             | 2038-12-15      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON B V/R 12/05/27                  | BPR 2023-STON MORTGAGE TRUST SER 2023-STON CL B V/R REGD 144A P/P 7.87129000                        | CUSIP: 05593GAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11700000 | PA      | $12151431.63   | 0.03%             | 2039-12-05      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| BX 2025-DELC A V/R 12/15/27                   | BX TRUST 2025-DELC SER 2025-DELC CL A V/R REGD 144A P/P 5.50724000                                  | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3795000 | PA      | $3799734.26    | 0.01%             | 2042-12-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX 2025-DELC B V/R 12/15/27                   | BX TRUST 2025-DELC SER 2025-DELC CL B V/R REGD 144A P/P 5.75724000                                  | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       545000 | PA      | $545678.36     | 0.00%             | 2042-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BX 2019-OC11  3.202% 12/09/29                 | BX TRUST 2019-OC11 SER 2019-OC11 CL A REGD 144A P/P 3.20200000                                      | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7400000 | PA      | $7025274.36    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX 2019-OC11 E V/R 12/09/41                   | BX TRUST 2019-OC11 SER 2019-OC11 CL E V/R REGD 144A P/P 3.94399000                                  | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7750000 | PA      | $7148063.70    | 0.02%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP 2017-GM A 3.379% 06/13/27                 | BXP TRUST 2017-GM SER 2017-GM CL A REGD 144A P/P 3.37900000                                         | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3800000 | PA      | $3731129.56    | 0.01%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BXHPP 2021-FILM  V/R 08/15/26                 | BXHPP TRUST 2021-FILM SER 2021-FILM CL A V/R REGD 144A P/P 4.51448000                               | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $7722350.40    | 0.02%             | 2036-08-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BX 2022-AHP B V/R 01/15/24                    | BX COMMERCIAL MORTGAGE TRUST 2022-AHP SER 2022-AHP CL B V/R REGD 144A P/P 5.59012000                | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7798000 | PA      | $7790892.12    | 0.02%             | 2039-01-17      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BX 2022-CSMO A V/R 06/15/27                   | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL A V/R REGD 144A P/P 5.86492000              | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20460000 | PA      | $20485544.31   | 0.05%             | 2027-06-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BX 2022-CSMO B V/R 06/15/27                   | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO SER 2022-CSMO CL B V/R REGD 144A P/P 6.89082000              | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12065000 | PA      | $12087357.65   | 0.03%             | 2027-06-15      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT4 A V/R 06/15/29                   | BX TRUST 2024-VLT4 SER 2024-VLT4 CL A V/R REGD 144A P/P 5.24152500                                  | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4115000 | PA      | $4113712.01    | 0.01%             | 2041-06-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BMWLT 2024-2 A 4.29% 06/25/26                 | BMW VEHICLE LEASE TRUST SER 2024-2 CL A2A REGD 4.29000000                                           | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3061670 | PA      | $3063945.99    | 0.01%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BMWLT 2024-2 A 4.18% 02/25/27                 | BMW VEHICLE LEASE TRUST SER 2024-2 CL A3 REGD 4.18000000                                            | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14300000 | PA      | $14344460.13   | 0.03%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT5 A V/R 11/13/34                   | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 SER 2024-VLT5 CL A V/R REGD 144A P/P 5.41043000              | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5705000 | PA      | $5776419.75    | 0.01%             | 2046-11-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT5 B V/R 11/13/34                   | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 SER 2024-VLT5 CL B V/R REGD 144A P/P 5.80149000              | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       735000 | PA      | $746738.76     | 0.00%             | 2046-11-13      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BPR 2025-STAR A V/R 11/05/30                  | BPR COMMERCIAL MORTGAGE TRUST 2025-STAR SER 2025-STAR CL A V/R REGD 144A P/P 4.94706000             | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1900000 | PA      | $1911062.75    | 0.00%             | 2042-11-05      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT B V/R 12/15/27                   | BX TRUST 2025-VOLT SER 2025-VOLT CL B V/R REGD 144A P/P 5.85012000                                  | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13190000 | PA      | $13230985.29   | 0.03%             | 2044-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI DISC 01/29/26                 | BACARDI MARTINI DISC 01/29/26 0.00000000                                                            | CUSIP: 05634FAV1<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |      1800000 | PA      | $1793945.88    | 0.00%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI DISC 02/05/26                 | BACARDI MARTINI B V DISCOUNT__  COMMERCIAL PAPER 0.00000000                                         | CUSIP: 05634FB57<br>LEI: N/A                  | Long             | STIV             | CORP              | NL        |       800000 | PA      | $796656.00     | 0.00%             | 2026-02-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MA 5.4% 06/15/33                | BACARDI LTD / MARTINI BV REGD 144A P/P 5.40000000                                                   | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     13960000 | PA      | $14113731.57   | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BCC 2021-3A AR V/R 07/24/34                   | BAIN CAPITAL CREDIT CLO 2021-3 LTD SER 2021-3A CL AR V/R REGD 144A P/P 4.92541000                   | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     17100000 | PA      | $17095194.90   | 0.04%             | 2034-07-24      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BCC 2022-4A A1R V/R 10/16/37                  | BAIN CAPITAL CREDIT CLO 2022-4 LTD SER 2022-4A CL A1R V/R REGD 144A P/P 5.27363000                  | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     10430000 | PA      | $10441692.03   | 0.02%             | 2037-10-16      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR  7.125% 05/15/31                | BALDWIN INSUR GRP/FIN REGD 144A P/P 7.12500000                                                      | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       296000 | PA      | $306684.79     | 0.00%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  5.4% 06/01/53                | BALTIMORE GAS & ELECTRIC REGD 5.40000000                                                            | CUSIP: 059165EQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4225000 | PA      | $4062130.48    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 11/07/27                | BANCO SANTANDER SA REGD V/R 6.52700000                                                              | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      9500000 | PA      | $9696877.91    | 0.02%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 6.607% 11/07/28                | BANCO SANTANDER SA REGD 6.60700000                                                                  | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7200000 | PA      | $7680381.84    | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/28                | BANK OF AMERICA CORP REGD V/R MTN 3.70500000                                                        | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3059000 | PA      | $3045119.15    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28                | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3972000 | PA      | $3944623.43    | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 12/20/28                | BANK OF AMERICA CORP REGD V/R SER WI 3.41900000                                                     | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     37132000 | PA      | $36664955.19   | 0.08%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/05/29                | BANK OF AMERICA CORP REGD V/R MTN 3.97000000                                                        | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8726000 | PA      | $8711812.40    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/30                | BANK OF AMERICA CORP REGD V/R MTN 3.19400000                                                        | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3730000 | PA      | $3602727.18    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/22/30                | BANK OF AMERICA CORP REGD V/R MTN 2.88400000                                                        | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       596000 | PA      | $567154.01     | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31                | BANK OF AMERICA CORP REGD V/R 2.59200000                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3655000 | PA      | $3405658.64    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/31                | BANK OF AMERICA CORP REGD V/R MTN 1.89800000                                                        | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3473000 | PA      | $3119619.51    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/31                | BANK OF AMERICA CORP REGD V/R MTN 1.92200000                                                        | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3970000 | PA      | $3550172.82    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/11/27                | BANK OF AMERICA CORP REGD V/R SER N 1.65800000                                                      | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10890000 | PA      | $10838959.11   | 0.02%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                | BANK OF AMERICA CORP REGD V/R 1.73400000                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     39105000 | PA      | $38606141.82   | 0.09%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                | BANK OF AMERICA CORP REGD V/R 2.68700000                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9718000 | PA      | $8917762.93    | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                        | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16300000 | PA      | $15548614.17   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/32                | BANK OF AMERICA CORP REGD V/R 2.29900000                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4213000 | PA      | $3767087.49    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/21/36                | BANK OF AMERICA CORP REGD V/R 2.48200000                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     18070000 | PA      | $15857589.97   | 0.04%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32                | BANK OF AMERICA CORP REGD V/R 2.57200000                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2790000 | PA      | $2516309.82    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33                | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                        | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $8596341.27    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/08/37                | BANK OF AMERICA CORP REGD V/R 3.84600000                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     31670000 | PA      | $29824752.52   | 0.07%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/33                | BANK OF AMERICA CORP REGD V/R 4.57100000                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9334000 | PA      | $9311129.37    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28                | BANK OF AMERICA CORP REGD V/R MTN 4.94800000                                                        | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5429000 | PA      | $5505869.81    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28                | BANK OF AMERICA CORP REGD V/R 6.20400000                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       774000 | PA      | $804272.43     | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/29                | BANK OF AMERICA CORP REGD V/R 5.20200000                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     14900000 | PA      | $15281557.11   | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/34                | BANK OF AMERICA CORP REGD V/R 5.28800000                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2719000 | PA      | $2799336.77    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35                | BANK OF AMERICA CORP REGD V/R 5.46800000                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3854361.71    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/25/35                | BANK OF AMERICA CORP REGD V/R 5.51800000                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2605000 | PA      | $2668097.55    | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/12/36                | BANK OF AMERICA CORP REGD V/R 5.74400000                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4640000 | PA      | $4834869.84    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 09/08/28                | BANK OF NOVA SCOTIA REGD V/R 4.78340100                                                             | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4200000 | PA      | $4220744.60    | 0.01%             | 2028-09-08      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 4.7% 05/15/28                     | BACARDI LTD REGD 144A P/P 4.70000000                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |       232000 | PA      | $233731.26     | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/16/29                     | BARCLAYS PLC REGD V/R MTN 4.97200000                                                                | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3900000 | PA      | $3964672.26    | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/23/35                     | BARCLAYS PLC REGD V/R 3.56400000                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     24000000 | PA      | $22646550.24   | 0.05%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 08/09/28                     | BARCLAYS PLC REGD V/R 5.50100000                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     40000000 | PA      | $40866945.20   | 0.09%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/28                     | BARCLAYS PLC REGD V/R 7.38500000                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $3276192.62    | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/33                     | BARCLAYS PLC REGD V/R 7.43700000                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $571727.56     | 0.00%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 03/12/30                     | BARCLAYS PLC REGD V/R 5.69000000                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4162453.48    | 0.01%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/28                     | BARCLAYS PLC REGD V/R 4.83700000                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5400000 | PA      | $5463351.50    | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/30                     | BARCLAYS PLC REGD V/R 4.94200000                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $815852.22     | 0.00%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BSPNT 2025-1A 5.926% 08/15/28                 | BASEPOINT MCA SECURITIZATION II LLC SER 2025-1A CL A REGD 144A P/P 5.92600000                       | CUSIP: 06983XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9515000 | PA      | $9563012.69    | 0.02%             | 2031-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH  4.875% 06/01/28                | BAUSCH HEALTH COS INC REGD 144A P/P 4.87500000                                                      | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2360000 | PA      | $2112200.00    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.125% 11/21/26                | BAYER US FINANCE LLC REGD 144A P/P 6.12500000                                                       | CUSIP: 07274EAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5712000 | PA      | $5793408.34    | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.375% 11/21/30                | BAYER US FINANCE LLC REGD 144A P/P 6.37500000                                                       | CUSIP: 07274EAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6734000 | PA      | $7199491.25    | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE 6.5% 11/21/33                | BAYER US FINANCE LLC REGD 144A P/P 6.50000000                                                       | CUSIP: 07274EAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23945000 | PA      | $25922733.69   | 0.06%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.875% 11/21/53                | BAYER US FINANCE LLC REGD 144A P/P 6.87500000                                                       | CUSIP: 07274EAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7149000 | PA      | $7716952.09    | 0.02%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 4.375% 12/15/28                | BAYER US FINANCE II LLC REGD 144A P/P 4.37500000                                                    | CUSIP: 07274NAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35985000 | PA      | $36024434.52   | 0.08%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 4.875% 06/25/48                | BAYER US FINANCE II LLC REGD 144A P/P 4.87500000                                                    | CUSIP: 07274NAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11025000 | PA      | $9363659.51    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE 4.4% 07/15/44                | BAYER US FINANCE II LLC REGD 144A P/P 4.40000000                                                    | CUSIP: 07274NBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6355000 | PA      | $5127120.14    | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT 9.5% 07/01/32                | BCPE FLAVOR DEBT/ISSUER REGD 144A P/P 9.50000000                                                    | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1865000 | PA      | $1782286.52    | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BSARM 2003-3 3A1 V/R 05/25/33                 | BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A1 V/R REGD 6.50414000                                 | CUSIP: 07384MUP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       180099 | PA      | $171408.68     | 0.00%             | 2033-05-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BALTA 2005-1 M2 V/R 01/25/35                  | BEAR STEARNS ALT-A TRUST 2005-1 SER 2005-1 CL M2 V/R REGD 4.97121000                                | CUSIP: 07386HQJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4098039 | PA      | $3941207.02    | 0.01%             | 2035-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BSABS 2004-HE6 M V/R 08/25/34                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-HE6 SER 2004-HE6 CL M1 V/R REGD 4.70121000        | CUSIP: 073879CU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6099825 | PA      | $6286786.24    | 0.01%             | 2034-08-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BSABS 2005-HE1 M V/R 01/25/35                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-HE1 SER 2005-HE1 CL M5 V/R REGD 6.17121000        | CUSIP: 073879PV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1292006 | PA      | $1337854.97    | 0.00%             | 2035-01-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BSABS 2005-AQ1 M V/R 03/25/35                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-AQ1 SER 2005-AQ1 CL M3 V/R REGD 4.97121000        | CUSIP: 073879UQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        37049 | PA      | $37043.66      | 0.00%             | 2035-03-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BSCMS 2006-T24 B V/R 10/12/41                 | BEAR STEARNS COMMERCIAL MORTGAGE SEC SER 2006-T24 CL B V/R REGD 144A P/P 5.65700000                 | CUSIP: 07388NAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       129299 | PA      | $127568.11     | 0.00%             | 2041-10-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BSMF 2007-AR4 2A V/R 04/25/37                 | BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR4 SER 2007-AR4 CL 2A1 V/R REGD 4.05621000                | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7123071 | PA      | $6771493.66    | 0.02%             | 2037-06-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| BECTON DICKIN DISC 01/14/2026                 | BECTON DICKIN DISC 01/14/2026 0.00000000                                                            | CUSIP: 07588MAE6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | STIV             | CORP              | US        |      2800000 | PA      | $2795820.44    | 0.01%             | 2026-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVEST 6.581% 05/30/49                | BEIGNET INVESTOR LLC REGD 144A P/P 6.58100000                                                       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234749000 | PA      | $248011172.93  | 0.55%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BSP 2022-28A BR V/R 10/20/37                  | BENEFIT STREET PARTNERS CLO XXVIII LTD SER 2022-28A CL BR V/R REGD 144A P/P 5.58444000              | CUSIP: 08179KAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      9830000 | PA      | $9836517.29    | 0.02%             | 2037-10-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| BSP 2025-43A A V/R 10/20/38                   | BENEFIT STREET PARTNERS CLO 43 LTD SER 2025-43A CL A V/R REGD 144A P/P 5.18748000                   | CUSIP: 08179QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2080000 | PA      | $2080823.68    | 0.00%             | 2038-10-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BSP 2015-6BR A1R V/R 04/20/38                 | BENEFIT STREET PARTNERS CLO LTD SER 2015-6BR CL A1R V/R REGD 144A P/P 5.06444000                    | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3240000 | PA      | $3235872.24    | 0.01%             | 2038-04-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BSP 2024-37A B V/R 01/25/38                   | BENEFIT STREET PARTNERS CLO XXXVII LTD SER 2024-37A CL B V/R REGD 144A P/P 5.50798000               | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4275000 | PA      | $4277881.35    | 0.01%             | 2038-01-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11 C V/R 11/15/29                 | BENCHMARK 2024-V11 MORTGAGE TRUST SER 2024-V11 CL C V/R REGD 6.29500000                             | CUSIP: 081921BE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12113000 | PA      | $12307972.06   | 0.03%             | 2057-11-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.65% 01/15/27                | BERRY GLOBAL INC REGD 1.65000000                                                                    | CUSIP: 08576PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2278045.67    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.57% 01/15/26                | BERRY GLOBAL INC REGD 1.57000000                                                                    | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1353000 | PA      | $1351644.77    | 0.00%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL I 4.875% 07/15/26                | BERRY GLOBAL INC REGD 144A P/P 4.87500000                                                           | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8658000 | PA      | $8659551.25    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHG 2025-1CON  4.82% 04/17/36                 | BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL A REGD 144A P/P 4.82000000                      | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4819603 | PA      | $4862986.35    | 0.01%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BHG 2025-1CON  5.26% 04/17/36                 | BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL B REGD 144A P/P 5.26000000                      | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       893569 | PA      | $902433.79     | 0.00%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BHG 2023-B B 7.45% 01/17/30                   | BHG SECURITIZATION TRUST 2023-B SER 2023-B CL B REGD 144A P/P 7.45000000                            | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4289314 | PA      | $4497516.06    | 0.01%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BGCLO 2023-6A A1 V/R 07/20/37                 | BIRCH GROVE CLO 6 LTD SER 2023-6A CL A1R V/R REGD 144A P/P 5.75087000                               | CUSIP: 09077FAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      5195000 | PA      | $5200065.13    | 0.01%             | 2037-07-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BGCLO 2023-7A A1 V/R 10/20/38                 | BIRCH GROVE CLO 7 LTD SER 2023-7A CL A1R V/R REGD 144A P/P 5.14444000                               | CUSIP: 09077RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      7195000 | PA      | $7200662.47    | 0.02%             | 2038-10-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BGCLO 2024-9A A1 V/R 10/22/37                 | BIRCH GROVE CLO 9 LTD SER 2024-9A CL A1 V/R REGD 144A P/P 5.25735000                                | CUSIP: 09077WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     29940000 | PA      | $29959461.00   | 0.07%             | 2037-10-22      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BGCLO 2025-13A A V/R 10/23/38                 | BIRCH GROVE CLO 13 LTD SER 2025-13A CL A1 V/R REGD 144A P/P 5.46682000                              | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8855000 | PA      | $8861942.32    | 0.02%             | 2038-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BINOM 2022-INV1  V/R 05/02/32                 | BINOM SECURITIZATION TRUST 2022-INV1 SER 2022-INV1 CL A2 V/R REGD 144A P/P 4.44100000               | CUSIP: 090975AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15630451 | PA      | $15273110.97   | 0.03%             | 2057-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS COR 4.35% 05/01/33                | BLACK HILLS CORP REGD 4.35000000                                                                    | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $6023027.38    | 0.01%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BBIRD 2016-1A A V/R 10/15/28                  | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZA SER 2016-1A CL A V/R REGD 144A P/P 4.21300000           | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       149266 | PA      | $149564.44     | 0.00%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANC 6.25% 04/18/34                | BLUE OWL FINANCE LLC REGD 6.25000000                                                                | CUSIP: 09581JAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18530000 | PA      | $19108043.16   | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUEM 2015-4A CR V/R 04/20/30                 | BLUEMOUNTAIN CLO 2015-4 LTD SER 2015-4A CL CR2 V/R REGD 144A P/P 5.18444000                         | CUSIP: 09628NBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5950000 | PA      | $5950827.05    | 0.01%             | 2030-04-20      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 08/12/35                      | BNP PARIBAS REGD V/R P/P 2.58800000                                                                 | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     29365000 | PA      | $26549210.41   | 0.06%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/20/28                      | BNP PARIBAS REGD V/R 144A P/P 2.59100000                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     22944000 | PA      | $22589047.37   | 0.05%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/33                      | BNP PARIBAS REGD V/R 144A P/P MTN 5.78600000                                                        | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     16000000 | PA      | $16795755.84   | 0.04%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/09/31                      | BNP PARIBAS REGD V/R 144A P/P 5.08500000                                                            | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     22353000 | PA      | $22818442.21   | 0.05%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE /PFD/ /CONV/                    | BOEING CO/THE /PREFERRED/     /CONVERTIBLE/ 0.00000000                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       111332 | NS      | $7688587.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                     | BOEING CO REGD 5.70500000                                                                           | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     13561000 | PA      | $13842771.81   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50                     | BOEING CO REGD 5.80500000                                                                           | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     36315000 | PA      | $35719230.27   | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.93% 05/01/60                      | BOEING CO REGD 5.93000000                                                                           | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       845000 | PA      | $828569.95     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30                      | BOEING CO REGD 5.15000000                                                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     22725000 | PA      | $23350168.16   | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.625% 02/01/31                     | BOEING CO REGD 3.62500000                                                                           | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     18979000 | PA      | $18231081.83   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.196% 02/04/26                     | BOEING CO REGD 2.19600000                                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50426000 | PA      | $50330017.64   | 0.11%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.259% 05/01/27                 | BOEING CO/THE REGD SER WI 6.25900000                                                                | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14330000 | PA      | $14702813.87   | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31                 | BOEING CO/THE REGD SER WI 6.38800000                                                                | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3830000 | PA      | $4156291.33    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34                 | BOEING CO/THE REGD SER WI 6.52800000                                                                | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6435000 | PA      | $7119419.91    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.858% 05/01/54                 | BOEING CO/THE REGD SER WI 6.85800000                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     19180000 | PA      | $21541798.54   | 0.05%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 7.008% 05/01/64                 | BOEING CO/THE REGD SER WI 7.00800000                                                                | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5815000 | PA      | $6607296.08    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BCM 1999-B A1B V/R 09/15/10                   | BCMSC TRUST 1999-B SER 1999-B CL A1B V/R REGD 6.60500000                                            | CUSIP: 09774XBB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3594315 | PA      | $186948.95     | 0.00%             | 2029-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 5.843% 01/10/35                | BOSTON GAS COMPANY REGD 144A P/P 5.84300000                                                         | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7860000 | PA      | $8283846.96    | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 4.5% 12/01/28                | BOSTON PROPERTIES LP REGD 4.50000000                                                                | CUSIP: 10112RBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5994000 | PA      | $6032740.78    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 3.4% 06/21/29                | BOSTON PROPERTIES LP REGD 3.40000000                                                                | CUSIP: 10112RBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35606000 | PA      | $34474913.10   | 0.08%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 2.9% 03/15/30                | BOSTON PROPERTIES LP REGD 2.90000000                                                                | CUSIP: 10112RBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4687990.20    | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 3.25% 01/30/31                | BOSTON PROPERTIES LP REGD 3.25000000                                                                | CUSIP: 10112RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22395000 | PA      | $21003615.67   | 0.05%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLDCD 2024-1A 5.781% 11/22/29                 | CLOUD CAPITAL HOLDCO LP SER 2024-1A CL A2 REGD 144A P/P 5.78100000                                  | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17440000 | PA      | $17566977.15   | 0.04%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BR 6% 10/20/33                | FED REPUBLIC OF BRAZIL REGD 6.00000000                                                              | CUSIP: 105756CF5<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |       600000 | PA      | $606300.00     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC O 6.125% 03/15/34                | FED REPUBLIC OF BRAZIL REGD 6.12500000                                                              | CUSIP: 105756CH1<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      4400000 | PA      | $4441346.32    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC O 6.625% 03/15/35                | FED REPUBLIC OF BRAZIL REGD 6.62500000                                                              | CUSIP: 105756CL2<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      5990000 | PA      | $6170898.00    | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLAST 2023-1 D 7.84% 07/15/27                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 SER 2023-1 CL D REGD 7.84000000                | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13770000 | PA      | $14404447.24   | 0.03%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-2 C 6.07% 05/15/27                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-2 SER 2024-2 CL C REGD 6.07000000                | CUSIP: 10805MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5100000 | PA      | $5192873.55    | 0.01%             | 2030-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-2 D 6.3% 02/15/28                  | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-2 SER 2024-2 CL D REGD 6.30000000                | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5500000 | PA      | $5649927.80    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-4 A 4.72% 07/15/26                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 SER 2024-4 CL A3 REGD 4.72000000               | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5700000 | PA      | $5711123.55    | 0.01%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 3.8% 09/20/31                | BRITISH AIR 18-1 AA PTT REGD 144A P/P 3.80000000                                                    | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1137712 | PA      | $1116023.40    | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 3.3% 12/15/32                | BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000                                                    | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       287082 | PA      | $271074.99     | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19- 3.35% 06/15/29                | BRITISH AIR 19-1 A PTT REGD 144A P/P 3.35000000                                                     | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1291132 | PA      | $1255667.53    | 0.00%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 11/15/30                   | BROADCOM INC REGD SER WI 4.15000000                                                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8850000 | PA      | $8813721.64    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                  | BROADCOM INC REGD 144A P/P 3.13700000                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11335000 | PA      | $9761542.40    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 04/15/32                   | BROADCOM INC REGD 144A P/P 4.15000000                                                               | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3865000 | PA      | $3779366.25    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 02/15/28                   | BROADCOM INC REGD 4.15000000                                                                        | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9600000 | PA      | $9632497.34    | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.35% 02/15/30                   | BROADCOM INC REGD 4.35000000                                                                        | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $9360716.82    | 0.02%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.55% 02/15/32                   | BROADCOM INC REGD SER . 4.55000000                                                                  | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      7600000 | PA      | $7621189.48    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.8% 10/15/34                    | BROADCOM INC REGD 4.80000000                                                                        | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9017307.09    | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.45% 02/15/31                   | BROADCOM INC REGD 2.45000000                                                                        | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22360000 | PA      | $20452210.59   | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.6% 02/15/33                    | BROADCOM INC REGD 2.60000000                                                                        | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4420000 | PA      | $3892325.68    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.469% 04/15/34                  | BROADCOM INC REGD SER WI 3.46900000                                                                 | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15263000 | PA      | $13917461.08   | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.419% 04/15/33                  | BROADCOM INC REGD SER WI 3.41900000                                                                 | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      7916000 | PA      | $7327562.32    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASS 5.795% 04/24/35                | BROOKFIELD ASSET MANAGEM REGD 5.79500000                                                            | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | US        |      5470000 | PA      | $5724089.49    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 6.415% 07/18/54                | BROOKLYN UNION GAS CO REGD 144A P/P 6.41500000                                                      | CUSIP: 114259AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1720802.58    | 0.00%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 5.55% 06/23/35                | BROWN & BROWN INC REGD 5.55000000                                                                   | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3383671.93    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A 5.364% 09/15/30                 | BUSINESS JET SECURITIES 2024-2 LLC SER 2024-2A CL A REGD 144A P/P 5.36400000                        | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9392538 | PA      | $9466324.87    | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT7 A V/R 07/15/27                   | BX TRUST 2025-VLT7 SER 2025-VLT7 CL A V/R REGD 144A P/P 5.45012000                                  | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28030000 | PA      | $28073440.89   | 0.06%             | 2044-07-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT7 B V/R 07/15/27                   | BX TRUST 2025-VLT7 SER 2025-VLT7 CL B V/R REGD 144A P/P 5.75012000                                  | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4310000 | PA      | $4316678.35    | 0.01%             | 2044-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT6 A V/R 03/15/27                   | BX TRUST 2025-VLT6 SER 2025-VLT6 CL A V/R REGD 144A P/P 5.19332000                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34735000 | PA      | $34691581.25   | 0.08%             | 2042-03-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT6 B V/R 03/15/27                   | BX TRUST 2025-VLT6 SER 2025-VLT6 CL B V/R REGD 144A P/P 5.64269000                                  | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10250000 | PA      | $10230876.58   | 0.02%             | 2042-03-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| BX 2020-VIVA D V/R 03/09/30                   | BX COMMERCIAL MORTGAGE TRUST 2020-VIVA SER 2020-VIVA CL D V/R REGD 144A P/P 3.66704200              | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17976173 | PA      | $16758479.63   | 0.04%             | 2044-03-11      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BX 2021-RISE D V/R 11/15/23                   | BX TRUST 2021-RISE SER 2021-RISE CL D V/R REGD 144A P/P 5.61448000                                  | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11629192 | PA      | $11618434.25   | 0.03%             | 2036-11-15      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| CAFL 2023-RTL1 A V/R 12/28/30                 | CAFL 2023-RTL1 ISSUER LLC SER 2023-RTL1 CL A1 V/R REGD 144A P/P 7.55300000                          | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7075000 | PA      | $7075000.00    | 0.02%             | 2030-12-28      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP  5% 02/01/28                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.00000000                                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       486000 | PA      | $482154.53     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 02/01/31                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9188501.00    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 06/01/33                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.50000000                                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40142000 | PA      | $35138643.32   | 0.08%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 05/01/32                | CCO HLDGS LLC/CAP CORP REGD SER WI 4.50000000                                                       | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18555000 | PA      | $16653804.60   | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 01/15/34                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4004000 | PA      | $3404498.41    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB8 A V/R 10/25/36                 | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2006-CB8 CL A2C V/R REGD 4.14621000         | CUSIP: 1248P1AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8281213 | PA      | $7143647.61    | 0.02%             | 2036-10-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES IN 4.9% 01/15/33                | CBRE SERVICES INC REGD 4.90000000                                                                   | CUSIP: 12505BAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       950000 | PA      | $954564.20     | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 3.25% 02/15/29                | CDW LLC/CDW FINANCE REGD 3.25000000                                                                 | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8825000 | PA      | $8496208.83    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.276% 12/01/28                | CDW LLC/CDW FINANCE REGD 3.27600000                                                                 | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8015000 | PA      | $7787258.02    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.569% 12/01/31                | CDW LLC/CDW FINANCE REGD 3.56900000                                                                 | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47285000 | PA      | $44045593.07   | 0.10%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 5.55% 08/22/34                | CDW LLC/CDW FINANCE REGD 5.55000000                                                                 | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15410000 | PA      | $15701472.91   | 0.04%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CFMT 2025-HB16 A V/R 09/25/27                 | CASCADE FUNDING MORTGAGE TRUST SER 2025-HB16 CL A V/R REGD 144A P/P 3.00000000                      | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7601881 | PA      | $7466787.91    | 0.02%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CWHL 2008-3R 1A1 6% 08/25/37                  | CHL MORTGAGE PASS-THROUGH TRUST RESECURIT SER 2008-3R CL 1A1 REGD 144A P/P 6.00000000               | CUSIP: 12545BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4321065 | PA      | $1911518.79    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-4A AR V/R 07/23/37                  | CIFC FUNDING 2021-IV LTD SER 2021-4A CL AR V/R REGD 144A P/P 5.21980000                             | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2060000 | PA      | $2064082.92    | 0.00%             | 2037-07-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIFC 2015-4A A2R V/R 04/20/34                 | CIFC FUNDING 2015-IV LTD SER 2015-4A CL A2R2 V/R REGD 144A P/P 5.59605000                           | CUSIP: 12550TBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2145000 | PA      | $2143142.43    | 0.00%             | 2034-04-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 4.375% 10/15/28                | CIGNA GROUP/THE REGD SER WI 4.37500000                                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5045450.55    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/01/27                 | CIGNA GROUP/THE REGD SER * 3.40000000                                                               | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      6858000 | PA      | $6814676.03    | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 2.4% 03/15/30                 | CIGNA GROUP/THE REGD 2.40000000                                                                     | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6032587.54    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.5% 09/15/30                 | CIGNA GROUP/THE REGD 4.50000000                                                                     | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10068668.10   | 0.02%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.25% 01/15/36                | CIGNA GROUP/THE REGD 5.25000000                                                                     | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     12285000 | PA      | $12506204.32   | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC 2014-4RA A1 V/R 01/17/35                 | CIFC FUNDING 2014-IV-R LTD SER 2014-4RA CL A1A2 V/R REGD 144A P/P 4.87163000                        | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |     20210000 | PA      | $20224167.21   | 0.05%             | 2035-01-17      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CIM 2019-R4 A1 V/R 10/25/59                   | CIM TRUST 2019-R4 SER 2019-R4 CL A1 V/R REGD 144A P/P 3.00000000                                    | CUSIP: 12556FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9510529 | PA      | $8949598.07    | 0.02%             | 2059-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R1 A1 V/R 10/27/59                   | CIM TRUST 2020-R1 SER 2020-R1 CL A1 V/R REGD 144A P/P 2.85000000                                    | CUSIP: 12558VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13870057 | PA      | $12531001.28   | 0.03%             | 2059-10-27      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| CIM 2019-R3 A V/R 06/25/58                    | CIM TRUST 2019-R3 SER 2019-R3 CL A V/R REGD 144A P/P 2.63000000                                     | CUSIP: 12559PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6592198 | PA      | $6185119.06    | 0.01%             | 2058-06-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| CITM 2007-1 1M1 V/R 02/25/23                  | CIT MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1M1 V/R REGD 144A P/P 5.34621000                       | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1275813 | PA      | $1295392.71    | 0.00%             | 2037-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R6 A1A V/R 12/25/60                  | CIM TRUST 2020-R6 SER 2020-R6 CL A1A V/R REGD 144A P/P 2.25000000                                   | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7600235 | PA      | $7027852.48    | 0.02%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R7 A1A V/R 12/27/61                  | CIM TRUST 2020-R7 SER 2020-R7 CL A1A V/R REGD 144A P/P 2.25000000                                   | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11571184 | PA      | $10789766.44   | 0.02%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R1 A2 V/R 08/25/56                   | CIM TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 2.40000000                                    | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10734738 | PA      | $9890696.73    | 0.02%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R2 A2 V/R 01/25/57                   | CIM TRUST 2021-R2 SER 2021-R2 CL A2 V/R REGD 144A P/P 2.50000000                                    | CUSIP: 12564MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4368778 | PA      | $4137027.78    | 0.01%             | 2057-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R3 A1 V/R 06/25/57                   | CIM TRUST 2021-R3 SER 2021-R3 CL A1 V/R REGD 144A P/P 1.95100000                                    | CUSIP: 12566LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31340004 | PA      | $28754939.79   | 0.06%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R3 A1A V/R 06/25/57                  | CIM TRUST 2021-R3 SER 2021-R3 CL A1A V/R REGD 144A P/P 1.95100000                                   | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15644982 | PA      | $14616714.20   | 0.03%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R2 A1 V/R 12/25/61                   | CIM TRUST 2022-R2 SER 2022-R2 CL A1 V/R REGD 144A P/P 3.75000000                                    | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24420337 | PA      | $23338633.73   | 0.05%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CLAF 2021-1 B 3.464% 11/10/28                 | CLSEC HOLDINGS 22T LLC SER 2021-1 CL B REGD 144A P/P 3.46400000                                     | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3731493 | PA      | $3524810.51    | 0.01%             | 2037-05-11      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R3 A1 V/R 03/25/62                   | CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000                                    | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28778202 | PA      | $28490785.83   | 0.06%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM 2023-R1 A1A V/R 04/25/62                  | CIM TRUST 2023-R1 SER 2023-R1 CL A1A V/R REGD 144A P/P 5.40000000                                   | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29940009 | PA      | $29825282.29   | 0.07%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| CIM 2023-R3 A1A V/R 01/25/63                  | CIM TRUST 2023-R3 SER 2023-R3 CL A1A V/R REGD 144A P/P 4.50000000                                   | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25319809 | PA      | $24990349.87   | 0.06%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM 2025-R1 A1 V/R 02/25/99                   | CIM TRUST 2025-R1 SER 2025-R1 CL A1 V/R REGD 144A P/P 5.00000000                                    | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34376092 | PA      | $34266689.84   | 0.08%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R5 A1A V/R 08/25/61                  | CIM TRUST 2021-R5 SER 2021-R5 CL A1A V/R REGD 144A P/P 2.00000000                                   | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16811962 | PA      | $14736748.66   | 0.03%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 3.51% 07/10/27                 | COMM 2017-COR2 MORTGAGE TRUST SER 2017-COR2 CL A3 REGD 3.51000000                                   | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1050000 | PA      | $1036219.80    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C1 2.762% 07/15/29                 | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL A4 REGD 2.76280000                         | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2043000 | PA      | $1935282.83    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C1 3.278% 09/15/29                 | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL AS REGD 3.27830000                         | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       886000 | PA      | $803485.23     | 0.00%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R4 A1A V/R 05/01/61                  | CIM TRUST 2021-R4 SER 2021-R4 CL A1A V/R REGD 144A P/P 2.00000000                                   | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17761568 | PA      | $16427614.09   | 0.04%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-RPL1 A V/R 09/25/61                 | COLT 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.66540000                               | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13773798 | PA      | $12751601.66   | 0.03%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL  5.125% 02/15/34                | CNA FINANCIAL CORP REGD 5.12500000                                                                  | CUSIP: 126117AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2970000 | PA      | $2987309.01    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL G 5.25% 05/30/29                | CNO FINANCIAL GROUP INC REGD 5.25000000                                                             | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      3840000 | PA      | $3895595.94    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV2 A V/R 05/25/69                 | COLT 2024-INV2 MORTGAGE LOAN TRUST SER 2024-INV2 CL A1 V/R REGD 144A P/P 6.42100000                 | CUSIP: 12622SAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       735565 | PA      | $746155.89     | 0.00%             | 2069-05-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| COMM 2012-LTR 3.399% 10/05/22                 | COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES SER 2012-LTRT CL A2 REGD 144A P/P 3.39960000          | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       425324 | PA      | $422474.39     | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 AM V/R 01/10/25                 | COMM 2015-DC1 MORTGAGE TRUST SER 2015-DC1 CL AM V/R REGD 3.72400000                                 | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1772894 | PA      | $1740946.76    | 0.00%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 5.375% 02/01/28                | CSC HOLDINGS LLC REGD 144A P/P 5.37500000                                                           | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8879000 | PA      | $6441943.58    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 6.5% 02/01/29                | CSC HOLDINGS LLC REGD 144A P/P 6.50000000                                                           | CUSIP: 126307AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9460000 | PA      | $6269336.88    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LL 5.75% 01/15/30                | CSC HOLDINGS LLC REGD 144A P/P 5.75000000                                                           | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2987000 | PA      | $1104382.02    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 4.125% 12/01/30                | CSC HOLDINGS LLC REGD 144A P/P 4.12500000                                                           | CUSIP: 126307BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2415000 | PA      | $1480886.21    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 4.625% 12/01/30                | CSC HOLDINGS LLC REGD 144A P/P 4.62500000                                                           | CUSIP: 126307BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26845000 | PA      | $9588795.35    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 3.375% 02/15/31                | CSC HOLDINGS LLC REGD 144A P/P 3.37500000                                                           | CUSIP: 126307BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2990000 | PA      | $1810619.32    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 4.5% 11/15/31                | CSC HOLDINGS LLC REGD 144A P/P 4.50000000                                                           | CUSIP: 126307BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6505000 | PA      | $3968050.00    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 5% 11/15/31                  | CSC HOLDINGS LLC REGD 144A P/P 5.00000000                                                           | CUSIP: 126307BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       940000 | PA      | $331843.16     | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 11.25% 05/15/28                | CSC HOLDINGS LLC REGD 144A P/P 11.25000000                                                          | CUSIP: 126307BM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2770000 | PA      | $2203992.88    | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 11.75% 01/31/29                | CSC HOLDINGS LLC REGD 144A P/P 11.75000000                                                          | CUSIP: 126307BN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15206000 | PA      | $11297258.16   | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CPS 2025-C A 4.71% 12/15/26                   | CPS AUTO RECEIVABLES TRUST 2025-C SER 2025-C CL A REGD 144A P/P 4.71000000                          | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2553486 | PA      | $2559904.05    | 0.01%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787 3.545% 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL A REGD 144A P/P 3.54500000                           | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1988158.20    | 0.00%             | 2036-02-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787S B V/R 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL B V/R REGD 144A P/P 3.83188000                       | CUSIP: 12635WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1700000 | PA      | $1688166.81    | 0.00%             | 2036-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| COMM 2016-787S C V/R 02/10/26                 | COMM 2016-787S MORTGAGE TRUST SER 2016-787S CL C V/R REGD 144A P/P 3.83188000                       | CUSIP: 12635WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $990269.30     | 0.00%             | 2036-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANC 5% 02/09/36                | CRH AMERICA FINANCE INC REGD 5.00000000                                                             | CUSIP: 12636YAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24025000 | PA      | $24107954.96   | 0.05%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.184% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL B REGD 144A P/P 4.18460000                                     | CUSIP: 12649AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5255000 | PA      | $4599830.25    | 0.01%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.335% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL C REGD 144A P/P 4.33550000                                     | CUSIP: 12649AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $344354.68     | 0.00%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.373% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000                                     | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6175000 | PA      | $5244685.00    | 0.01%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CPTS 2019-CPT 2.865% 11/13/29                 | CENTURY PLAZA TOWERS 2019-CPT SER 2019-CPT CL A REGD 144A P/P 2.86500000                            | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3205000 | PA      | $2975037.72    | 0.01%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL6 2.75% 10/25/60                 | CSMC 2021-RPL6 TRUST SER 2021-RPL6 CL M1 REGD 144A P/P 2.75000000                                   | CUSIP: 12657GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8504695 | PA      | $6786758.52    | 0.02%             | 2060-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BI 5.5% 06/15/31                | CQP HOLDCO LP/BIP-V CHIN REGD P/P 5.50000000                                                        | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $247329.65     | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BI 7.5% 12/15/33                | CQP HOLDCO LP/BIP-V CHIN REGD P/P 7.50000000                                                        | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $267867.25     | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSMCM 2021-RP 3.777% 10/27/61                 | CSMCM 2021-RPL11 TRUST SER 2021-RP11 CL CERT REGD 144A P/P 3.77782000                               | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       952262 | PA      | $749858.11     | 0.00%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 A V/R 02/25/61                 | CSMC 2021-RPL9 TRUST SER 2021-RPL9 CL A1 V/R REGD 144A P/P 3.87402800                               | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11890514 | PA      | $11845613.05   | 0.03%             | 2061-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| COLT 2021-6 A1 V/R 12/25/66                   | COLT 2021-6 MORTGAGE LOAN TRUST SER 2021-6 CL A1 V/R REGD 144A P/P 1.90700000                       | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10310625 | PA      | $9533291.13    | 0.02%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RP11 P V/R 10/25/61                 | CSMC 2021-RPL11 TRUST SER 2021-RP11 CL PT V/R REGD 144A P/P 3.72124900                              | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22338181 | PA      | $18075895.31   | 0.04%             | 2061-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV C V/R 07/15/23                  | CSMC 2021-ADV SER 2021-ADV CL C V/R REGD 144A P/P 6.16548000                                        | CUSIP: 12660WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3400000 | PA      | $1585595.78    | 0.00%             | 2038-07-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 P V/R 04/25/61                 | CSMC 2022-RPL1 TRUST SER 2022-RPL1 CL PT V/R REGD 144A P/P 4.56713900                               | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23392513 | PA      | $21115274.99   | 0.05%             | 2061-04-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL4 A V/R 12/27/60                 | CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.14357700                               | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1776503 | PA      | $1769642.81    | 0.00%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| CSMCM 2022-RP 4.231% 04/25/61                 | CSMCM 2022-RPL1 TRUST SER 2022-RPL1 CL CERT REGD 144A P/P 4.23104000                                | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       992410 | PA      | $831106.54     | 0.00%             | 2061-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                AMRTZ 6.036%28 | CVS HEALTH CORP                AMRTZ 6.036%28 6.03600000                                            | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       527948 | PA      | $533264.56     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CVS CAREMARK 6.943% 1/10/30                   | CVS CAREMARK LEASE BACKED_____  PASS TH CERT SERIES 2007 TRUST 6.94300000                           | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       499863 | PA      | $518697.44     | 0.00%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/31/33                | CVS PASS-THROUGH TRUST REGD   144A P/P 5.77300000                                                   | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        41905 | PA      | $42724.51      | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 5.125% 07/20/45                | CVS HEALTH CORP REGD 5.12500000                                                                     | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3184000 | PA      | $2874536.18    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.3% 03/25/28                 | CVS HEALTH CORP REGD 4.30000000                                                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6019871.04    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                | CVS HEALTH CORP REGD 5.05000000                                                                     | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     28393000 | PA      | $25029845.17   | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.25% 08/15/29                | CVS HEALTH CORP REGD 3.25000000                                                                     | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25214000 | PA      | $24339829.86   | 0.05%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.75% 04/01/30                | CVS HEALTH CORP REGD 3.75000000                                                                     | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $11717488.56   | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 5.125% 02/21/30                | CVS HEALTH CORP REGD 5.12500000                                                                     | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $6369657.61    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP V/R 12/10/54                  | CVS HEALTH CORP REGD V/R 6.75000000                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5409836.60    | 0.01%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP V/R 03/10/55                  | CVS HEALTH CORP REGD V/R 7.00000000                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     21000000 | PA      | $22030009.68   | 0.05%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.704% 01/10/36                | CVS PASS-THROUGH TR 2013 REGD P/P 4.70400000                                                        | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3425590 | PA      | $3179611.37    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.163% 08/11/36                | CVS PASS-THROUGH TR 2014 REGD P/P 4.16300000                                                        | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7652223 | PA      | $7144636.24    | 0.02%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CWL 2006-22 2A4 V/R 05/25/47                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-22 SER 2006-22 CL 2A4 V/R REGD 4.28621000                | CUSIP: 12666BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4787012 | PA      | $4620304.68    | 0.01%             | 2047-05-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CWL 2005-13 MV3 V/R 04/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-13 SER 2005-13 CL MV3 V/R REGD 4.58121000                | CUSIP: 126670HL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34850000 | PA      | $31584349.39   | 0.07%             | 2036-04-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| CWL 2005-AB4 1A V/R 03/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-AB4 SER 2005-AB4 CL 1A V/R REGD 4.32621000               | CUSIP: 126670KJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1344741 | PA      | $1245804.82    | 0.00%             | 2036-03-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| CWL 2006-2 M2 V/R 05/25/36                    | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-2 CL M2 V/R REGD 4.47621000                   | CUSIP: 126670UX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21998912 | PA      | $21296358.69   | 0.05%             | 2036-06-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| CWL 2006-BC1 M3 V/R 04/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-BC1 SER 2006-BC1 CL M3 V/R REGD 4.43121000               | CUSIP: 126670XT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $963277.90     | 0.00%             | 2036-04-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CWL 2005-9 M2 V/R 01/25/36                    | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-9 SER 2005-9 CL M2 V/R REGD 4.82121000                   | CUSIP: 1266736F4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3139388 | PA      | $3111273.18    | 0.01%             | 2036-01-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CWL 2004-14 M4 V/R 06/25/35                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2004-13 SER 2004-14 CL M4 V/R REGD 5.27121000                 | CUSIP: 126673SV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6296669 | PA      | $6456939.42    | 0.01%             | 2035-06-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CWHEL 2004-T 2A V/R 02/15/30                  | CWABS REVOLVING HOME EQUITY LOAN TRUST SERIES 2004-T SER 2004-T CL 2A V/R REGD 4.10460000           | CUSIP: 126673TP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1204717 | PA      | $1204324.31    | 0.00%             | 2030-02-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-16CB 5.5% 07/25/34                 | ALTERNATIVE LOAN TRUST 2004-16CB SER 2004-16CB CL 1A1 REGD 5.50000000                               | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       108566 | PA      | $107761.56     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-16CB 5.5% 08/25/34                 | ALTERNATIVE LOAN TRUST 2004-16CB SER 2004-16CB CL 3A1 REGD 5.50000000                               | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        94606 | PA      | $93917.31      | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWL 2006-20 2A4 V/R 09/25/35                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-20 CL 2A4 V/R REGD 4.30621000                 | CUSIP: 12667HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17901795 | PA      | $16467922.26   | 0.04%             | 2047-04-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-74T1 A 6% 01/25/36                 | ALTERNATIVE LOAN TRUST 2005-74T1 SER 2005-74T1 CL A1 REGD 6.00000000                                | CUSIP: 12668AL37<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7472941 | PA      | $4183280.73    | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA3 1 V/R 05/25/36                 | ALTERNATIVE LOAN TRUST 2006-OA3 SER 2006-OA3 CL 1A1 V/R REGD 4.24621000                             | CUSIP: 12668BB44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3254355 | PA      | $2848717.90    | 0.01%             | 2036-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CWL 2007-2 2A4 V/R 08/25/37                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-2 SER 2007-2 CL 2A4 V/R REGD 4.06621000                  | CUSIP: 12668NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23535722 | PA      | $21623863.93   | 0.05%             | 2037-08-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA17  V/R 12/20/46                 | ALTERNATIVE LOAN TRUST 2006-OA17 SER 2006-OA17 CL 1A1A V/R REGD 4.04338000                          | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8092662 | PA      | $7267199.38    | 0.02%             | 2046-12-20      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CWL 2007-12 1A1 V/R 06/25/37                  | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.58621000           | CUSIP: 126697AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2145098 | PA      | $2121402.26    | 0.00%             | 2047-08-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| CWALT 2003-22C 5.75% 12/25/33                 | ALTERNATIVE LOAN TRUST 2003-22CB SER 2003-22CB CL 1A1 REGD 5.75000000                               | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       207326 | PA      | $211135.30     | 0.00%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CWALT 2003-22CB 3 6% 12/25/33                 | ALTERNATIVE LOAN TRUST 2003-22CB SER 2003-22CB CL 3A1 REGD 6.00000000                               | CUSIP: 12669FEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        62312 | PA      | $63993.07      | 0.00%             | 2033-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWL 2007-BC2 2A4 V/R 06/25/37                 | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-BC2 SER 2007-BC2 CL 2A4 V/R REGD 4.42621000              | CUSIP: 12669QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3684598 | PA      | $3623964.13    | 0.01%             | 2037-06-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| CWL 2007-9 2A4 V/R 02/25/36                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-9 CL 2A4 V/R REGD 4.09621000                  | CUSIP: 12670FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       864059 | PA      | $843666.29     | 0.00%             | 2036-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM A2 V/R 12/10/29                 | COMM 2024-CBM MORTGAGE TRUST SER 2024-CBM CL A2 V/R REGD 144A P/P 5.86700000                        | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1300000 | PA      | $1323289.11    | 0.00%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 01/18/29                     | CAIXABANK SA REGD V/R 144A P/P 6.20800000                                                           | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      7400000 | PA      | $7688468.21    | 0.02%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 07/03/36                     | CAIXABANK SA REGD V/R 144A P/P 5.58100000                                                           | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      8105000 | PA      | $8327480.87    | 0.02%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290503 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $34658.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290507 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $507407.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290702 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $71604.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260504 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4570.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260505 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7028.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20300513 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $220578.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20300509 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $147191.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260518 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1089.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260521 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1826.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260528 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5290.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260602 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1114.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20270610 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5834.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260610 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2921.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260615 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3431.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260617 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-647.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1713073.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1525588.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260630 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-256.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260707 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1963.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260108 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-216355.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260713 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2672.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-346752.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260318 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2299179.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260105 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-116377.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20260122 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $882357.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20260318 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42179.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260109 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-128215.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20260122 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $357694.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260109 000000908 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1197753.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260109 000000908 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-929154.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260109 000005208 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $170611.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260114 000016440 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-515905.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260702 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-296100.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260702 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-71749.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260114 000004334 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27373.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260702 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-363425.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260114 000016440 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $18008.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260702 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-32884.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260805 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-125390.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260422 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-679807.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260722 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-904770.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260318 000001538 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-187225.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260109 000005208 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-41211.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260203 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-170494.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260130 000004334 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1394670.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260130 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-389.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260109 000005208 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $118431.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260130 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-138.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260506 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-409549.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20261104 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17358.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260805 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-594665.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20261028 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-68077.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260109 000000908 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-133967.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260513 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-123837.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20260108 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $350.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20260108 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $454.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260130 000001733 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-728.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260212 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42148.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20260318 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-126434.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260217 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1861985.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260520 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-258713.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260819 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-296276.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20261118 000004334 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-492580.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260218 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $81326.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260114 000001538 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $266551.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260126 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-757900.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260114 000004334 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29188.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260114 000001538 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-209640.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260217 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2302.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260126 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-50741.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260114 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $205469.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260114 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5485631.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260126 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-648470.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260318 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27943.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260318 000001538 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5503.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20260114 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1307.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260126 000001538 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-586822.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260223 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $234699.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20260114 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-75910.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260114 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3319757.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260114 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $128383.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260114 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6585.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260114 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6091.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260114 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-443522.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260126 000004334 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-209683.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260126 000016440 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $270710.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260318 000004334 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13931.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260114 000001538 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7966.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260126 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2953.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20260108 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $298.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260109 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-113626.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260309 000004334 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260306 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $261494.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260318 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-154065.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260306 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $143918.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20260122 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $398.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20260318 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-80656.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260318 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1568.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260319 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-161.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260120 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $158032.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260420 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $173.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260120 000001538 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-124802.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260122 000003534 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $190122.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260122 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-123911.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260126 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $123309.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260126 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1873.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260226 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11574.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260326 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $75081.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260120 000016440 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $96.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20260213 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-388.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260706 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-764.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260108 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2176.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260120 000006038 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-931.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260205 000004066 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11198.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260205 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $355.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260205 000011091 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7504.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260305 000000902 USD                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2655.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.55% 04/01/39                  | CALIFORNIA ST REGD N/C B/E 7.55000000                                                               | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     14630000 | PA      | $17754637.36   | 0.04%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.3% 10/01/39                   | CALIFORNIA ST REGD N/C B/E 7.30000000                                                               | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      2745000 | PA      | $3194556.06    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.35% 11/01/39                  | CALIFORNIA ST REGD N/C B/E 7.35000000                                                               | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     17390000 | PA      | $20324195.57   | 0.05%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.625% 03/01/40                 | CALIFORNIA ST REGD N/C B/E 7.62500000                                                               | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      6635000 | PA      | $7999361.69    | 0.02%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  2.374% 11/01/35                | CALIFORNIA ST UNIV REVENUE REGD B/E 2.37400000                                                      | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3130000 | PA      | $2609832.50    | 0.01%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 6.25% 03/15/38                | CANADIAN NATL RESOURCES REGD 6.25000000                                                             | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      1345000 | PA      | $1426536.76    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESO 5% 12/15/29                | CANADIAN NATL RESOURCES REGD 5.00000000                                                             | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      4200000 | PA      | $4307379.76    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RE 5.4% 12/15/34                | CANADIAN NATL RESOURCES REGD 5.40000000                                                             | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     39450000 | PA      | $40159848.70   | 0.09%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANYC 2020-1A AR V/R 07/15/34                 | CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.98454000                               | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4800000 | PA      | $4785801.60    | 0.01%             | 2034-07-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 06/08/29                | CAPITAL ONE FINANCIAL CO REGD V/R 6.31200000                                                        | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15741759.15   | 0.04%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 02/01/30                | CAPITAL ONE FINANCIAL CO REGD V/R 5.70000000                                                        | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $10916863.65   | 0.02%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 07/26/30                | CAPITAL ONE FINANCIAL CO REGD V/R 5.46300000                                                        | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5181591.25    | 0.01%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 09/11/31                | CAPITAL ONE FINANCIAL CO REGD V/R 4.49300000                                                        | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      9625000 | PA      | $9610882.72    | 0.02%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 09/11/36                | CAPITAL ONE FINANCIAL CO REGD V/R 5.19700000                                                        | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     12560000 | PA      | $12496646.36   | 0.03%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 C 5.1% 06/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2024-P4 SER 2024-P4 CL C REGD 5.10000000                             | CUSIP: 14076LAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       900000 | PA      | $912554.28     | 0.00%             | 2031-05-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CRDNL 2025-RTL1  V/R 05/25/28                 | CARDINAL MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 5.59300000                  | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7280000 | PA      | $7296235.13    | 0.02%             | 2030-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-4 A 4.67% 12/15/27                 | CARMAX AUTO OWNER TRUST 2024-4 SER 2024-4 CL A2A REGD 4.67000000                                    | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2615938 | PA      | $2619944.17    | 0.01%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-2 D 6.55% 03/15/27                 | CARMAX AUTO OWNER TRUST 2023-2 SER 2023-2 CL D REGD 6.55000000                                      | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1155000 | PA      | $1179410.58    | 0.00%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 D 2.47% 06/15/27                 | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL D REGD 2.47000000                                      | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1235000 | PA      | $1229297.51    | 0.00%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-1 A 4.75% 10/15/27                 | CARMAX AUTO OWNER TRUST 2023-1 SER 2023-1 CL A3 REGD 4.75000000                                     | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3228381 | PA      | $3235277.45    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-4 D 7.16% 09/15/27                 | CARMAX AUTO OWNER TRUST 2023-4 SER 2023-4 CL D REGD 7.16000000                                      | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1960000 | PA      | $2040425.86    | 0.00%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 A 5.65% 02/16/26                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A2A REGD 5.65000000                                    | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       352502 | PA      | $352712.94     | 0.00%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 A2B V/R 02/16/26                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A2B V/R REGD 4.56385000                                | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        60621 | PA      | $60628.92      | 0.00%             | 2027-05-17      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 A3 5.5% 11/15/27                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A3 REGD 5.50000000                                     | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18000000 | PA      | $18247109.40   | 0.04%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 B 5.69% 03/15/28                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL B REGD 5.69000000                                      | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6610000 | PA      | $6795630.61    | 0.02%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 D 6.42% 03/15/28                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL D REGD 6.42000000                                      | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       225000 | PA      | $231778.94     | 0.00%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-A C 5.46% 09/15/28                  | CARMAX SELECT RECEIVABLES TRUST 2025-A SER 2025-A CL C REGD 5.46000000                              | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6570000 | PA      | $6701091.21    | 0.01%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-A D 5.86% 11/15/28                  | CARMAX SELECT RECEIVABLES TRUST 2025-A SER 2025-A CL D REGD 5.86000000                              | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10605000 | PA      | $10864093.94   | 0.02%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-B A 4.166% 03/15/26                 | CARMAX SELECT RECEIVABLES TRUST 2025-B SER 2025-B CL A1 REGD 4.16600000                             | CUSIP: 14320BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12899441 | PA      | $12903571.60   | 0.03%             | 2026-10-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 4% 08/01/28                     | CARNIVAL CORP REGD 144A P/P 4.00000000                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     19400000 | PA      | $19114230.24   | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 7% 08/15/29                     | CARNIVAL CORP REGD 144A P/P 7.00000000                                                              | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $2225226.20    | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 6.125% 02/15/33                 | CARNIVAL CORP REGD 144A P/P 6.12500000                                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     11555000 | PA      | $11931576.64   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 5.75% 03/15/30                  | CARNIVAL CORP REGD 144A P/P 5.75000000                                                              | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     18860000 | PA      | $19395850.32   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 5.75% 08/01/32                  | CARNIVAL CORP REGD 144A P/P 5.75000000                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     23345000 | PA      | $23958529.48   | 0.05%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.1% 03/15/43                | DUKE ENERGY PROGRESS LLC REGD 4.10000000                                                            | CUSIP: 144141DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $758555.16     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECH 5.625% 03/01/34                | CARPENTER TECHNOLOGY REGD 144A P/P 5.62500000                                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       242000 | PA      | $245805.45     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 9% 06/01/31                        | CARVANA CO REGD 144A P/P 9.00000000                                                                 | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     13830579 | PA      | $15606824.63   | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 9% 06/01/30                        | CARVANA CO REGD 144A P/P 9.00000000                                                                 | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     10017674 | PA      | $10499874.74   | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 D 2.3% 11/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2021-N4 SER 2021-N4 CL D REGD 2.30000000                             | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       859185 | PA      | $841109.50     | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P4  2.33% 04/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2021-P4 SER 2021-P4 CL C REGD 2.33000000                             | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2720000 | PA      | $2649115.98    | 0.01%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 D 6.3% 01/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N1 SER 2024-N1 CL D REGD 144A P/P 6.30000000                    | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1400000 | PA      | $1427945.96    | 0.00%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2  6.44% 08/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N2 SER 2024-N2 CL D REGD 144A P/P 6.44000000                    | CUSIP: 14687VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1900000 | PA      | $1947382.01    | 0.00%             | 2030-09-10      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3  4.84% 01/12/26                 | CARVANA AUTO RECEIVABLES TRUST 2024-N3 SER 2024-N3 CL A2 REGD 144A P/P 4.84000000                   | CUSIP: 14687WAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       477324 | PA      | $477467.82     | 0.00%             | 2027-12-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3  4.53% 12/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2024-N3 SER 2024-N3 CL A3 REGD 144A P/P 4.53000000                   | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12158000 | PA      | $12181120.87   | 0.03%             | 2029-01-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3  5.38% 12/11/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N3 SER 2024-N3 CL D REGD 144A P/P 5.38000000                    | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3900000 | PA      | $3887795.73    | 0.01%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 4.171% 02/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2025-P3 SER 2025-P3 CL A1 REGD 4.17100000                            | CUSIP: 14688AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       845436 | PA      | $845563.92     | 0.00%             | 2026-10-12      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3  4.07% 06/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2025-P3 SER 2025-P3 CL A2 REGD 4.07000000                            | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9600000 | PA      | $9601130.88    | 0.02%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1  6.69% 04/12/27                 | CARVANA AUTO RECEIVABLES TRUST 2023-N1 SER 2023-N1 CL D REGD 144A P/P 6.69000000                    | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2340000 | PA      | $2394131.92    | 0.01%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N4  7.22% 12/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2023-N4 SER 2023-N4 CL D REGD 144A P/P 7.22000000                    | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1300000 | PA      | $1352361.14    | 0.00%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  4.55% 08/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL A3 REGD 4.55000000                            | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000000 | PA      | $20117898.00   | 0.04%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  4.74% 01/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL A4 REGD 4.74000000                            | CUSIP: 14689MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14500000 | PA      | $14702681.00   | 0.03%             | 2031-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  5.34% 09/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL C REGD 5.34000000                             | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4400000 | PA      | $4463072.24    | 0.01%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CMHAT 2024-MH1 A V/R 09/25/34                 | CASCADE MH ASSET TRUST 2024-MH1 SER 2024-MH1 CL A1 V/R REGD 144A P/P 5.69500000                     | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1170451 | PA      | $1204949.41    | 0.00%             | 2056-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CLAST 2019-1A 3.967% 04/15/26                 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.96700000               | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2255639 | PA      | $2210526.48    | 0.00%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-2A 5.465% 08/15/32                 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-2 SER 2025-2A CL A REGD 144A P/P 5.46500000               | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12662403 | PA      | $12809049.22   | 0.03%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CLAST 2018-1  4.125% 06/15/25                 | CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000            | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       745155 | PA      | $737703.98     | 0.00%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.45% 11/19/29                | CEMEX SAB DE CV REGD 144A P/P 5.45000000                                                            | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     11215000 | PA      | $11356387.51   | 0.03%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.2% 09/17/30                 | CEMEX SAB DE CV REGD 144A P/P 5.20000000                                                            | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     25900000 | PA      | $26259906.40   | 0.06%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE C 3.875% 07/11/31                | CEMEX SAB DE CV REGD 144A P/P 3.87500000                                                            | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     30250000 | PA      | $28966062.95   | 0.06%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV V/R /PERP/                    | CEMEX SAB DE CV REGD V/R /PERP/ 144A P/P 5.12500000                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      5670000 | PA      | $5652748.46    | 0.01%             | 2174-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.25% 12/15/27                   | CENTENE CORP REGD SER WI 4.25000000                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      6847000 | PA      | $6806687.39    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3.375% 02/15/30                  | CENTENE CORP REGD SER WI 3.37500000                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     11102000 | PA      | $10216442.31   | 0.02%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3% 10/15/30                      | CENTENE CORP REGD 3.00000000                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     32661000 | PA      | $29216504.31   | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.5% 03/01/31                    | CENTENE CORP REGD 2.50000000                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1295356.77    | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.625% 08/01/31                  | CENTENE CORP REGD 2.62500000                                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1032173.14    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY I 5.4% 03/20/36                | CENOVUS ENERGY INC REGD 5.40000000                                                                  | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      6427000 | PA      | $6418568.03    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERG V/R 04/01/56                | CENTERPOINT ENERGY INC REGD V/R 5.95000000                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10570000 | PA      | $10650606.82   | 0.02%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 5.15% 03/01/34                | CENTERPOINT ENER HOUSTON REGD 5.15000000                                                            | CUSIP: 15189XBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6240000 | PA      | $6381325.52    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CXHE 2005-D M5 V/R 10/25/35                   | CENTEX HOME EQUITY LOAN TRUST 2005-D SER 2005-D CL M5 V/R REGD 4.80621000                           | CUSIP: 152314PR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1228653 | PA      | $1228458.26    | 0.00%             | 2035-10-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CXHE 2006-A M3 V/R 06/25/36                   | CENTEX HOME EQUITY LOAN TRUST 2006-A SER 2006-A CL M3 V/R REGD 4.34121000                           | CUSIP: 15231AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9148964.55    | 0.02%             | 2036-06-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35                | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                     | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11145000 | PA      | $11502260.11   | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.834% 10/23/55                | CHARTER COMM OPT LLC/CAP REGD SER WI 6.83400000                                                     | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1142000 | PA      | $1096148.09    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 05/01/47                | CHARTER COMM OPT LLC/CAP REGD SER WI 5.37500000                                                     | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14410000 | PA      | $11870159.83   | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 04/01/38                | CHARTER COMM OPT LLC/CAP REGD 5.37500000                                                            | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       980000 | PA      | $903560.31     | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48                | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                            | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18719000 | PA      | $15967041.94   | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.125% 07/01/49                | CHARTER COMM OPT LLC/CAP REGD 5.12500000                                                            | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $7825502.50    | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50                | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                            | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5514000 | PA      | $4142114.76    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.8% 04/01/31                | CHARTER COMM OPT LLC/CAP REGD 2.80000000                                                            | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11895000 | PA      | $10703296.81   | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                            | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7543000 | PA      | $4747804.59    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.3% 02/01/32                | CHARTER COMM OPT LLC/CAP REGD 2.30000000                                                            | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8270000 | PA      | $7109697.75    | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.9% 06/01/52                | CHARTER COMM OPT LLC/CAP REGD 3.90000000                                                            | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7963000 | PA      | $5139504.70    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42                | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       885000 | PA      | $613960.58     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.95% 06/30/62                | CHARTER COMM OPT LLC/CAP REGD 3.95000000                                                            | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12275000 | PA      | $7386202.24    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.25% 04/01/53                | CHARTER COMM OPT LLC/CAP REGD 5.25000000                                                            | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4082000 | PA      | $3228231.13    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.65% 02/01/34                | CHARTER COMM OPT LLC/CAP REGD 6.65000000                                                            | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6775000 | PA      | $7137058.44    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34                | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                            | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20505000 | PA      | $21566246.74   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.85% 12/01/35                | CHARTER COMM OPT LLC/CAP REGD 5.85000000                                                            | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5486658.54    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-2A  5.52% 01/25/28                 | CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A3 REGD 144A P/P 5.52000000                            | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15647436 | PA      | $15865249.42   | 0.04%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHAOT 2023-AA  5.68% 07/25/27                 | CHASE AUTO OWNER TRUST 2023-A SER 2023-AA CL A3 REGD 144A P/P 5.68000000                            | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2075196 | PA      | $2096959.25    | 0.00%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-5A A 4.4% 06/25/26                 | CHASE AUTO OWNER TRUST 2024-5 SER 2024-5A CL A2 REGD 144A P/P 4.40000000                            | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1121052 | PA      | $1121879.18    | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-5A  4.18% 03/25/28                 | CHASE AUTO OWNER TRUST 2024-5 SER 2024-5A CL A3 REGD 144A P/P 4.18000000                            | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6400000 | PA      | $6420949.12    | 0.01%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CHASE 2023-RPL1  V/R 06/25/62                 | CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 3.50000000        | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10743774 | PA      | $9932009.98    | 0.02%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE 2025-2 A4A V/R 04/25/32                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2 SER 2025-2 CL A4A V/R REGD 144A P/P 5.50000000           | CUSIP: 16159VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23695260 | PA      | $23764587.99   | 0.05%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4  V/R 03/25/43                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 SER 2024-RPL4 CL A1A V/R REGD 144A P/P 3.37500000       | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7359198 | PA      | $6584647.59    | 0.01%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHASE 2023-RPL3  V/R 08/25/40                 | CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3 SER 2023-RPL3 CL A1 V/R REGD 144A P/P 3.25000000        | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17771386 | PA      | $16026792.59   | 0.04%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL2  V/R 08/25/43                 | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL2 CL A1A V/R REGD 144A P/P 3.25000000          | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7759152 | PA      | $6918858.13    | 0.02%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEC 2004-2 M1 V/R 06/25/34                   | CHEC LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.80621000                                         | CUSIP: 162765AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       505818 | PA      | $529577.90     | 0.00%             | 2034-06-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO 5.75% 11/15/28                    | CHEMOURS CO REGD 144A P/P 5.75000000                                                                | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       260000 | PA      | $252852.67     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY  4.5% 10/01/29                | CHENIERE ENERGY PARTNERS REGD 4.50000000                                                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      2205000 | PA      | $2209635.95    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31                | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                            | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     24780000 | PA      | $24129748.76   | 0.05%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 3.25% 01/31/32                | CHENIERE ENERGY PARTNERS REGD SER WI 3.25000000                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      6215000 | PA      | $5724227.99    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.95% 06/30/33                | CHENIERE ENERGY PARTNERS REGD 5.95000000                                                            | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     13120000 | PA      | $13912091.66   | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CFII 2023-1A D 6.69% 08/15/26                 | CHESAPEAKE FUNDING II LLC SER 2023-1A CL D REGD 144A P/P 6.69000000                                 | CUSIP: 165183CY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       665000 | PA      | $674661.32     | 0.00%             | 2035-05-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT A V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL A V/R REGD 144A P/P 5.48216000               | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27085000 | PA      | $27758582.28   | 0.06%             | 2042-04-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT B V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL B V/R REGD 144A P/P 5.87110000               | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9645000 | PA      | $9841769.57    | 0.02%             | 2042-04-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT C V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL C V/R REGD 144A P/P 6.59884000               | CUSIP: 16706GAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10450000 | PA      | $10823274.00   | 0.02%             | 2042-04-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICI 5.58% 10/20/35                | CHILE ELECTRICITY LUX REGD 144A P/P 5.58000000                                                      | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1946012 | PA      | $1994302.60    | 0.00%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHIL 3.1% 01/22/61                | REPUBLIC OF CHILE REGD 3.10000000                                                                   | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      6955000 | PA      | $4301667.50    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 3.25% 09/21/71                | REPUBLIC OF CHILE REGD 3.25000000                                                                   | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     17045000 | PA      | $10524435.25   | 0.02%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 4.34% 03/07/42                | REPUBLIC OF CHILE REGD 4.34000000                                                                   | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |      5675000 | PA      | $5041670.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS I 5.85% 08/01/34                | CHOICE HOTELS INTL INC REGD 5.85000000                                                              | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      4665000 | PA      | $4756253.24    | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIFC 2018-1A A1R V/R 01/18/38                 | CIFC FUNDING 2018-I LTD SER 2018-1A CL A1R V/R REGD 144A P/P 5.20444000                             | CUSIP: 17181NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     27385000 | PA      | $27443959.91   | 0.06%             | 2038-01-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-4A A1R V/R 07/15/38                 | CIFC FUNDING 2019-IV LTD SER 2019-4A CL A1R2 V/R REGD 144A P/P 5.20454000                           | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5990000 | PA      | $5997559.38    | 0.01%             | 2038-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-7A A1R V/R 10/19/38                 | CIFC FUNDING 2019-VII LTD SER 2019-7A CL A1R V/R REGD 144A P/P 5.37129000                           | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6065000 | PA      | $6072866.31    | 0.01%             | 2038-10-19      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE 7.125% 11/15/30                | CIPHER COMPUTE LLC REGD 144A P/P 7.12500000                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       243000 | PA      | $247491.35     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITADEL LP 6.375% 01/23/32                    | CITADEL LP REGD 144A P/P 6.37500000                                                                 | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      2920000 | PA      | $3099158.18    | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP 6% 01/23/30                        | CITADEL LP REGD 144A P/P 6.00000000                                                                 | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      3855000 | PA      | $4027013.84    | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/27/28                    | CITIGROUP INC REGD V/R 3.52000000                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2201000 | PA      | $2181281.04    | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/20/30                    | CITIGROUP INC REGD V/R 3.98000000                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1568000 | PA      | $1553785.66    | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/29/31                    | CITIGROUP INC REGD V/R 2.66600000                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4753000 | PA      | $4449006.11    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/31/31                    | CITIGROUP INC REGD V/R 4.41200000                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3027000 | PA      | $3026493.64    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/32                    | CITIGROUP INC REGD V/R 2.52000000                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1428956.56    | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                    | CITIGROUP INC REGD V/R 3.78500000                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9051000 | PA      | $8629935.08    | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30                    | CITIGROUP INC REGD V/R 5.17400000                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9627000 | PA      | $9878757.60    | 0.02%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/28                    | CITIGROUP INC REGD V/R 4.64300000                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     22750000 | PA      | $22934674.26   | 0.05%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-OPT1  V/R 02/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-OPT1 CL M1 V/R REGD 4.47621000                           | CUSIP: 17307GNR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1307748 | PA      | $1235308.86    | 0.00%             | 2035-02-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE4 M V/R 10/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE4 CL M4 V/R REGD 4.74621000                            | CUSIP: 17307GP93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14327000 | PA      | $12207797.44   | 0.03%             | 2035-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE3 M V/R 09/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 4.74621000                            | CUSIP: 17307GWU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7900000 | PA      | $7682480.61    | 0.02%             | 2035-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/05/30                    | CITIGROUP INC REGD V/R 2.97600000                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13308000 | PA      | $12674233.52   | 0.03%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.914% 05/29/30                   | CITIBANK NA REGD SER . 4.91400000                                                                   | CUSIP: 17325FBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3280000 | PA      | $3374166.04    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/33                    | CITIGROUP INC REGD V/R 3.05700000                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5299000 | PA      | $4854225.10    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/27/36                    | CITIGROUP INC REGD V/R SER . 5.33300000                                                             | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2085000 | PA      | $2132850.35    | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CMLTI 2019-RP1 A V/R 01/25/66                 | CITIGROUP MORTGAGE LOAN TRUST 2019-RP1 SER 2019-RP1 CL A1 V/R REGD 144A P/P 3.50000000              | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       767624 | PA      | $755565.77     | 0.00%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CITZN 2023-1 A 5.84% 06/15/26                 | CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000                    | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2797645 | PA      | $2814390.85    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CMLTI 2024-INV3  V/R 09/25/54                 | CITIGROUP MORTGAGE LOAN TRUST 2024-INV3 SER 2024-INV3 CL PT V/R REGD 144A P/P 0.00000000            | CUSIP: 17332ACD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78406383 | PA      | $82542460.91   | 0.18%             | 2054-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOUR 8.375% 07/01/28                | CIVITAS RESOURCES INC REGD 144A P/P 8.37500000                                                      | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      3915000 | PA      | $4033988.60    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURC 8.75% 07/01/31                | CIVITAS RESOURCES INC REGD 144A P/P 8.75000000                                                      | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       171000 | PA      | $177395.62     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOUR 8.625% 11/01/30                | CIVITAS RESOURCES INC REGD 144A P/P 8.62500000                                                      | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       175000 | PA      | $183410.50     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS  6.375% 02/01/31                | CLEAN HARBORS INC REGD 144A P/P 6.37500000                                                          | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |        82000 | PA      | $84388.17      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS I 5.75% 10/15/33                | CLEAN HARBORS INC REGD 144A P/P 5.75000000                                                          | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     12959000 | PA      | $13293394.04   | 0.03%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 0.00000000                                                       | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      2064946 | NS      | $4563530.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIF 2025-1H A 6.72% 09/20/30                 | CLIF HOLDINGS LLC SER 2025-1H CL A REGD 144A P/P 6.72000000                                         | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18970000 | PA      | $18934051.85   | 0.04%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUN 5.875% 06/04/27                | CNO GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                     | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      8600000 | PA      | $8790085.37    | 0.02%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUND 4.95% 09/09/29                | CNO GLOBAL FUNDING REGD 144A P/P MTN 4.95000000                                                     | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2639207.35    | 0.01%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUN 4.875% 12/10/27                | CNO GLOBAL FUNDING REGD 144A P/P MTN 4.87500000                                                     | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3241105.79    | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CASL 2023-A A1 V/R 03/25/38                   | COLLEGE AVE STUDENT LOANS 2023-A LLC SER 2023-A CL A1 V/R REGD 144A P/P 5.77419000                  | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1444358 | PA      | $1469624.80    | 0.00%             | 2055-05-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| CASL 2017-A A1 V/R 11/25/29                   | COLLEGE AVENUE STUDENT LOANS LLC SER 2017-A CL A1 V/R REGD 144A P/P 5.49621000                      | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1070409 | PA      | $1079699.11    | 0.00%             | 2046-11-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CASL 2018-A A1 V/R 01/25/30                   | COLLEGE AVE STUDENT LOANS 2018-A LLC SER 2018-A CL A1 V/R REGD 144A P/P 5.04621000                  | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       637196 | PA      | $637556.00     | 0.00%             | 2047-12-26      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CASL 2018-A A2 4.13% 01/25/30                 | COLLEGE AVE STUDENT LOANS 2018-A LLC SER 2018-A CL A2 REGD 144A P/P 4.13000000                      | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       868904 | PA      | $858560.44     | 0.00%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CASL 2024-B A1 5.69% 08/25/54                 | COLLEGE AVE STUDENT LOANS 2024-B LLC SER 2024-B CL A1A REGD 144A P/P 5.69000000                     | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12929542 | PA      | $13295406.43   | 0.03%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CASL 2024-B B 6.08% 08/25/54                  | COLLEGE AVE STUDENT LOANS 2024-B LLC SER 2024-B CL B REGD 144A P/P 6.08000000                       | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1200000 | PA      | $1233399.48    | 0.00%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CASL 2021-A C 2.92% 02/25/32                  | COLLEGE AVE STUDENT LOANS 2021-A LLC SER 2021-A CL C REGD 144A P/P 2.92000000                       | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       210819 | PA      | $200321.21     | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CLGIX 2021-1A A 3.3% 12/28/26                 | COLOGIX DATA CENTERS US ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 3.30000000                       | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21735000 | PA      | $21361657.91   | 0.05%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CLGIX 2021-1A  3.79% 12/28/26                 | COLOGIX DATA CENTERS US ISSUER LLC SER 2021-1A CL B REGD 144A P/P 3.79000000                        | CUSIP: 19521UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9960000 | PA      | $9697826.90    | 0.02%             | 2051-12-26      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 3.125% 04/15/31                | REPUBLIC OF COLOMBIA REGD 3.12500000                                                                | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |     37225000 | PA      | $32236850.00   | 0.07%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 8% 11/14/35                | REPUBLIC OF COLOMBIA REGD 8.00000000                                                                | CUSIP: 195325EL5<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      4552000 | PA      | $4850156.00    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 7.375% 04/25/30                | REPUBLIC OF COLOMBIA REGD 7.37500000                                                                | CUSIP: 195325ER2<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      5000000 | PA      | $5280000.00    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.65% 02/01/30                   | COMCAST CORP REGD 2.65000000                                                                        | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6606625.20    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.4% 04/01/30                    | COMCAST CORP REGD 3.40000000                                                                        | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $11638072.68   | 0.03%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL META 5.75% 11/15/33                | COMMERCIAL METALS CO REGD 144A P/P 5.75000000                                                       | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      1285000 | PA      | $1313953.68    | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS  6% 12/15/35                | COMMERCIAL METALS CO REGD 144A P/P 6.00000000                                                       | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      1741000 | PA      | $1784796.37    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBSLT 2020-1 A 1.69% 10/25/51                 | COMMONBOND STUDENT LOAN TRUST 2020-1 SER 2020-1 CL A REGD 144A P/P 1.69000000                       | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       798399 | PA      | $735147.09     | 0.00%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 2.782% 10/01/30                | COMMONSPIRIT HEALTH REGD 2.78200000                                                                 | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      5970000 | PA      | $5555755.79    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 4.975% 09/01/35                | COMMONSPIRIT HEALTH REGD SER . 4.97500000                                                           | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3063528.38    | 0.01%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CMPDC 2024-2A 5.022% 08/27/29                 | COMPASS DATACENTERS ISSUER II LLC SER 2024-2A CL A1 REGD 144A P/P 5.02200000                        | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10500000 | PA      | $10520394.15   | 0.02%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CMDC 2025-1A  5.656% 02/25/30                 | COMPASS DATACENTERS ISSUER III LLC SER 2025-1A CL A2 REGD 144A P/P 5.65600000                       | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7400000 | PA      | $7485324.22    | 0.02%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CMDC 2025-1A  5.852% 02/25/30                 | COMPASS DATACENTERS ISSUER III LLC SER 2025-1A CL A3 REGD 144A P/P 5.85200000                       | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1450000 | PA      | $1464644.42    | 0.00%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CMDC 2025-3A  5.286% 07/25/30                 | COMPASS DATACENTERS ISSUER III LLC SER 2025-3A CL A2 REGD 144A P/P 5.28600000                       | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9305000 | PA      | $9360908.16    | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS IN DISC 01/05/26                | CONAGRA FOODS IN DISC 01/05/26 0.00000000                                                           | CUSIP: 20600HA53<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1200000 | PA      | $1199338.56    | 0.00%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS IN DISC 01/07/26                | CONAGRA FOODS IN DISC 01/07/26 0.00000000                                                           | CUSIP: 20600HA79<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      4100000 | PA      | $4096827.01    | 0.01%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS DISC 01/12/2026                 | CONAGRA FOODS DISC 01/12/2026 0.00000000                                                            | CUSIP: 20600HAC8<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |      2300000 | PA      | $2296930.42    | 0.01%             | 2026-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS IN DISC 01/13/26                | CONAGRA FOODS IN DISC 01/13/26 0.00000000                                                           | CUSIP: 20600HAD6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3800000 | PA      | $3794499.12    | 0.01%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R08 1M1 V/R 10/25/43                 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 SER 2023-R08 CL 1M1 V/R REGD 144A P/P 5.37419000       | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       630285 | PA      | $631347.22     | 0.00%             | 2043-10-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| CNF 2000-1 A5 V/R 09/01/29                    | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-1 CL A5 V/R REGD 8.06000000                           | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13023806 | PA      | $1559005.57    | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| CNF 2000-4 A5 7.97% 03/01/25                  | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-4 CL A5 REGD 7.97000000                               | CUSIP: 20846QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       733953 | PA      | $88022.96      | 0.00%             | 2032-05-01      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| CNF 2000-4 A6 V/R 05/01/32                    | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-4 CL A6 V/R REGD 8.31000000                           | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8504715 | PA      | $1063486.51    | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| CNSL 2025-1A A2 6% 05/20/30                   | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FIN SER 2025-1A CL A2 REGD 144A P/P 6.00000000         | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6990000 | PA      | $7152511.91    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION  5.158% 02/16/29                | CONSTELLATION SOFTWARE REGD 144A P/P 5.15800000                                                     | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     11695000 | PA      | $11917922.61   | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A A1 5.15% 11/25/54                 | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL A1 REGD 144A P/P 5.15000000                              | CUSIP: 21050QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2214461 | PA      | $2228412.15    | 0.00%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A A2 5.35% 11/25/54                 | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL A2 REGD 144A P/P 5.35000000                              | CUSIP: 21050QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6440000 | PA      | $6555006.16    | 0.01%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A B 5.45% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL B REGD 144A P/P 5.45000000                               | CUSIP: 21050QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1578000 | PA      | $1600940.81    | 0.00%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A C 5.75% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL C REGD 144A P/P 5.75000000                               | CUSIP: 21050QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       795000 | PA      | $803390.75     | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A D 6.6% 11/25/54                   | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL D REGD 144A P/P 6.60000000                               | CUSIP: 21050QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1044000 | PA      | $1051385.67    | 0.00%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A E 8.75% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL E REGD 144A P/P 8.75000000                               | CUSIP: 21050QAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       600000 | PA      | $605728.50     | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A R 0% 11/25/54                     | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL R REGD 144A P/P 0.00000000                               | CUSIP: 21050QAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1903356 | PA      | $813113.78     | 0.00%             | 2054-11-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CLFT 2024-BA A 5.15% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL A1 REGD 144A P/P 5.15000000                | CUSIP: 21050UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       671756 | PA      | $672931.77     | 0.00%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA A 5.35% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL A2 REGD 144A P/P 5.35000000                | CUSIP: 21050UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3705000 | PA      | $3777499.07    | 0.01%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA B 5.45% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL B REGD 144A P/P 5.45000000                 | CUSIP: 21050UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       922992 | PA      | $937201.23     | 0.00%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA C 5.75% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL C REGD 144A P/P 5.75000000                 | CUSIP: 21050UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       461496 | PA      | $467518.78     | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA D 6.6% 11/25/54                  | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL D REGD 144A P/P 6.60000000                 | CUSIP: 21050UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       580475 | PA      | $586845.89     | 0.00%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA E 8.75% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL E REGD 144A P/P 8.75000000                 | CUSIP: 21050UAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       347925 | PA      | $352289.97     | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA R 0% 11/25/54                    | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL R REGD 144A P/P 0.00000000                 | CUSIP: 21050UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1214289 | PA      | $596149.08     | 0.00%             | 2054-11-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CONTINENTAL RE 4.375% 01/15/28                | CONTINENTAL RESOURCES REGD SER WI 4.37500000                                                        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      2330000 | PA      | $2325439.21    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RES 5.75% 01/15/31                | CONTINENTAL RESOURCES REGD 144A P/P 5.75000000                                                      | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     71266000 | PA      | $73075099.53   | 0.16%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 2.875% 04/01/32                | CONTINENTAL RESOURCES REGD 144A P/P 2.87500000                                                      | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     40207000 | PA      | $35087900.25   | 0.08%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 A 2.705% 07/15/29                 | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL A REGD 144A P/P 2.70500000                     | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       184226 | PA      | $183860.77     | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 B 3.163% 09/15/29                 | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL B REGD 144A P/P 3.16300000                     | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1470000 | PA      | $1412859.19    | 0.00%             | 2052-10-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-1 C 2.8% 01/15/31                   | COREVEST AMERICAN FINANCE 2021-1 TRUST SER 2021-1 CL C REGD 144A P/P 2.80000000                     | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1525000 | PA      | $1375705.70    | 0.00%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-3 B 2.494% 08/15/28                 | COREVEST AMERICAN FINANCE 2021-3 TRUST SER 2021-3 CL B REGD 144A P/P 2.49400000                     | CUSIP: 21873NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3270000 | PA      | $3206870.03    | 0.01%             | 2054-10-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-3 D 3.469% 10/15/31                 | COREVEST AMERICAN FINANCE 2021-3 TRUST SER 2021-3 CL D REGD 144A P/P 3.46900000                     | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1630000 | PA      | $1491371.92    | 0.00%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVER 4.733% 06/15/35                | CORNELL UNIVERSITY REGD SER 2025 4.73300000                                                         | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |      8400000 | PA      | $8419129.82    | 0.02%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 UR 2.5% JAN 26                    | GNMA TBA 30 UR 2.5% JAN 26     TO BE ANNOUNCED 2.50000000                                           | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185225000 | PA      | $159742092.72  | 0.36%             | 2056-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 3.00% JAN 26                    | G2SF 30YR TBA 3.00% JAN 26     TO BE ANNOUNCED 3.00000000                                           | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9000000 | PA      | $8085585.96    | 0.02%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5% JAN 26                    | G2SF 30 YR TBA 3.5% JAN 26   TO BE ANNOUNCED 3.50000000                                             | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145600000 | PA      | $132478846.86  | 0.30%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5 FEB 26                     | G2SF 30 YR TBA 3.5 FEB 26     TO BE ANNOUNCED 3.50000000                                            | CUSIP: 21H032621<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1200000 | PA      | $1091811.76    | 0.00%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% JAN 26                      | G2SF 30 YR TBA 4% JAN 26       TO BE ANNOUNCED 4.00000000                                           | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72100000 | PA      | $68097886.90   | 0.15%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% FEB 26                      | G2SF 30 YR TBA 4% FEB 26       TO BE ANNOUNCED 4.00000000                                           | CUSIP: 21H040624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4200000 | PA      | $3965718.75    | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.5% JAN 26                   | G2SF  30 YR TBA 4.5% JAN 26    TO BE ANNOUNCED 4.50000000                                           | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75625000 | PA      | $73651660.16   | 0.16%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 5% JAN 26                     | G2SF  30 YR TBA 5% JAN 26     TO BE ANNOUNCED 5.00000000                                            | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    191700000 | PA      | $191246903.63  | 0.43%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 5.5% JAN 26                    | G2SF 30 YR TBA 5.5% JAN 26     TO BE ANNOUNCED 5.50000000                                           | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    239725000 | PA      | $242049467.09  | 0.54%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TBA GNMA 30 YR 5.5% FEB 26                    | TBA GNMA 30 YR 5.50000000                                                                           | CUSIP: 21H052629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5000000 | PA      | $5044575.70    | 0.01%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6.0% JAN 26                     | G2SF 30YR TBA 6.0% JAN 26      TO BE ANNOUNCED 6.00000000                                           | CUSIP: 21H060614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    409300000 | PA      | $417086293.99  | 0.93%             | 2056-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6.0% FEB 26                     | G2SF 30YR TBA 6.0% FEB 26      TO BE ANNOUNCED 6.00000000                                           | CUSIP: 21H060622<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79000000 | PA      | $80447304.49   | 0.18%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR TBA 6.5% JAN 55                    | GNMA 30 YR TBA 6.5% JAN 55     TO BE ANNOUNCED 6.50000000                                           | CUSIP: 21H062610<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12300000 | PA      | $12714164.12   | 0.03%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR TBA 6.5% FEB 26                    | GNMA 30 YR TBA 6.5% FEB 26     TO BE ANNOUNCED 6.50000000                                           | CUSIP: 21H062628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61600000 | PA      | $63604406.71   | 0.14%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PR 2.75% 04/15/31                | COPT DEFENSE PROP LP REGD 2.75000000                                                                | CUSIP: 22003BAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1555000 | PA      | $1418373.73    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC 2.8% 07/15/30                | COSTAR GROUP INC REGD 144A P/P 2.80000000                                                           | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     11975000 | PA      | $10976077.11   | 0.02%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 3.5% 08/15/27                | COX COMMUNICATIONS INC REGD 144A P/P 3.50000000                                                     | CUSIP: 224044CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17619000 | PA      | $17417166.07   | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 1.8% 10/01/30                | COX COMMUNICATIONS INC REGD 144A P/P 1.80000000                                                     | CUSIP: 224044CL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9998000 | PA      | $8749771.70    | 0.02%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 5.45% 09/15/28                | COX COMMUNICATIONS INC REGD 144A P/P 5.45000000                                                     | CUSIP: 224044CR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18518361.30   | 0.04%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 5.7% 06/15/33                | COX COMMUNICATIONS INC REGD 144A P/P 5.70000000                                                     | CUSIP: 224044CS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12087000 | PA      | $12191103.76   | 0.03%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CPS 2024-D A 4.91% 03/16/26                   | CPS AUTO RECEIVABLES TRUST 2024-D SER 2024-D CL A REGD 144A P/P 4.91000000                          | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1642439 | PA      | $1644290.86    | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-1A  7.71% 11/16/26                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-1 SER 2023-1A CL C REGD 144A P/P 7.71000000                  | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2135000 | PA      | $2175101.28    | 0.00%             | 2033-07-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-3A  7.62% 03/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 7.62000000                  | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1430000 | PA      | $1475642.88    | 0.00%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAALT 2025-2A  5.38% 08/15/29                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-2 SER 2025-2A CL C REGD 144A P/P 5.38000000                  | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3600000 | PA      | $3655784.16    | 0.01%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-3A  5.39% 06/15/28                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 5.39000000                  | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3240000 | PA      | $3274650.50    | 0.01%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/11/28                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.63100000                                                 | CUSIP: 22535WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3325092.54    | 0.01%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/11/28                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.98407100                                                 | CUSIP: 22535WAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      6250000 | PA      | $6283064.94    | 0.01%             | 2028-09-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-2A  5.95% 06/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 5.95000000                  | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7360000 | PA      | $7490255.07    | 0.02%             | 2034-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-2A C 6.7% 04/15/28                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 6.70000000                  | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3470000 | PA      | $3592229.02    | 0.01%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-1A  6.71% 07/17/34                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1 SER 2024-1A CL C REGD 144A P/P 6.71000000                  | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2085000 | PA      | $2134554.40    | 0.00%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 04/01/31                     | UBS GROUP AG REGD V/R 144A P/P 4.19400000                                                           | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     28864000 | PA      | $28588892.31   | 0.06%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/02/27                     | UBS GROUP AG REGD V/R 144A P/P 1.30500000                                                           | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10300000 | PA      | $10268725.08   | 0.02%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32                     | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                           | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     21500000 | PA      | $19947102.73   | 0.04%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/22/29                     | UBS GROUP AG REGD V/R 144A P/P 6.24600000                                                           | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3300000 | PA      | $3473787.60    | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-27 4 5.75% 11/25/33                 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERI SER 2003-27 CL 4A4 REGD 5.75000000              | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        49489 | PA      | $50953.59      | 0.00%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C A 6.05% 01/20/30                  | CROCKETT PARTNERS EQUIPMENT CO IIA LLC SER 2024-1C CL A REGD 144A P/P 6.05000000                    | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5958580 | PA      | $6063394.75    | 0.01%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 A1 V/R 11/25/69                 | CROSS 2024-H7 MORTGAGE TRUST SER 2024-H7 CL A1 V/R REGD 144A P/P 5.58500000                         | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23389474 | PA      | $23568476.19   | 0.05%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 A1 V/R 06/25/69                 | CROSS 2024-H3 MORTGAGE TRUST SER 2024-H3 CL A1 V/R REGD 144A P/P 6.27200000                         | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6660119 | PA      | $6735739.15    | 0.02%             | 2069-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H6 A1 V/R 09/25/69                 | CROSS 2024-H6 MORTGAGE TRUST SER 2024-H6 CL A1 V/R REGD 144A P/P 5.12900000                         | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4076480 | PA      | $4081776.89    | 0.01%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.3% 07/01/30                | CROWN CASTLE INC REGD 3.30000000                                                                    | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1897112.96    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.1% 04/01/31                | CROWN CASTLE INC REGD 2.10000000                                                                    | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1938000 | PA      | $1710370.08    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.5% 07/15/31                | CROWN CASTLE INC REGD 2.50000000                                                                    | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1771000 | PA      | $1583199.95    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE I DISC 01/20/2026                | CROWN CASTLE I DISC 01/20/2026 0.00000000                                                           | CUSIP: 22823QAL5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     45000000 | PA      | $44895141.00   | 0.10%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INT DISC 01/22/26                | CROWN CASTLE INT DISC 01/22/26 0.00000000                                                           | CUSIP: 22823QAN1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     12800000 | PA      | $12767188.48   | 0.03%             | 2026-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CCITY 2020-1A A1 V/R 07/20/38                 | CROWN CITY CLO I SER 2020-1A CL A1RR V/R REGD 144A P/P 5.53300000                                   | CUSIP: 22823RAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10080000 | PA      | $10091077.92   | 0.02%             | 2038-07-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CRSNT 2021-MOON  V/R 04/15/26                 | CRSNT TRUST 2021-MOON SER 2021-MOON CL B V/R REGD 144A P/P 5.07448000                               | CUSIP: 22877LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000000 | PA      | $19777012.00   | 0.04%             | 2036-04-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CRSNT 2021-MOON  V/R 04/15/26                 | CRSNT TRUST 2021-MOON SER 2021-MOON CL C V/R REGD 144A P/P 5.42448000                               | CUSIP: 22877LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12000000 | PA      | $11839411.20   | 0.03%             | 2036-04-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-RPL1 M V/R 07/25/57                 | CSMC 2017-RPL1 TRUST SER 2017-RPL1 CL M1 V/R REGD 144A P/P 2.97063000                               | CUSIP: 22945AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3070000 | PA      | $2659622.36    | 0.01%             | 2057-07-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA22  V/R 02/25/47                 | ALTERNATIVE LOAN TRUST 2006-OA22 SER 2006-OA22 CL A2 V/R REGD 4.26621000                            | CUSIP: 23245PAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6824613 | PA      | $6379693.19    | 0.01%             | 2047-02-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| CWL 2007-10 1A1 V/R 03/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-10 SER 2007-10 CL 1A1 V/R REGD 4.02621000                | CUSIP: 23246BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15886960 | PA      | $15300243.65   | 0.03%             | 2047-06-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A 4.5% 05/20/29                 | CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-2A CL A2 REGD 144A P/P 4.50000000                       | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5130000 | PA      | $5006521.41    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-3A  4.65% 05/20/31                 | CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-3A CL A2 REGD 144A P/P 4.65000000                       | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3935000 | PA      | $3775869.39    | 0.01%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CYRUS 2025-1A  5.91% 02/20/30                 | CYRUSONE DATA CENTERS ISSUER I LLC SER 2025-1A CL A2 REGD 144A P/P 5.91000000                       | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15895000 | PA      | $16130012.34   | 0.04%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29                | DCP MIDSTREAM OPERATING REGD 5.12500000                                                             | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3380000 | PA      | $3457367.02    | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM O 3.25% 02/15/32                | DCP MIDSTREAM OPERATING REGD 3.25000000                                                             | CUSIP: 23311VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15045000 | PA      | $13831915.63   | 0.03%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DCOT 2019-MTC 2.965% 10/15/29                 | DC OFFICE TRUST 2019-MTC SER 2019-MTC CL A REGD 144A P/P 2.96500000                                 | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12545000 | PA      | $11382488.72   | 0.03%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC 5% 10/15/34                   | D.R. HORTON INC REGD 5.00000000                                                                     | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      9875000 | PA      | $9988795.55    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC 5.5% 10/15/35                 | D.R. HORTON INC REGD 5.50000000                                                                     | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      5650000 | PA      | $5883594.05    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLP 2021-NYC 2.956% 05/10/31                 | DOLP TRUST 2021-NYC SER 2021-NYC CL A REGD 144A P/P 2.95600000                                      | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11500000 | PA      | $10328646.80   | 0.02%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DTAOT 2023-3A  7.12% 04/15/27                 | DT AUTO OWNER TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 7.12000000                                | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5425000 | PA      | $5588853.45    | 0.01%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DTAOT 2023-2A  6.62% 01/15/27                 | DT AUTO OWNER TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.62000000                                | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8095000 | PA      | $8249973.92    | 0.02%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DLPY 2025-1A A 5.63% 06/25/27                 | DAILYPAY SECURITIZATION TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.63000000                      | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12240000 | PA      | $12312992.02   | 0.03%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HYPER 2025-1A  5.18% 09/25/30                 | DATABANK ISSUER II LLC SER 2025-1A CL A2 REGD 144A P/P 5.18000000                                   | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14625000 | PA      | $14406196.84   | 0.03%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDI 5.95% 04/15/35                | DAVINCIRE HOLDINGS LTD REGD 144A P/P 5.95000000                                                     | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $3082759.23    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DC 2023-DC B 6.804% 09/10/28                  | DC COMMERCIAL MORTGAGE TRUST 2023-DC SER 2023-DC CL B REGD 144A P/P 6.80430000                      | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6265000 | PA      | $6456012.33    | 0.01%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DRMT 2022-2 A1 V/R 03/25/67                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.30000000                | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4353071 | PA      | $4260216.17    | 0.01%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A1 V/R 04/25/66                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.89900000                | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2696073 | PA      | $2417721.84    | 0.01%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / E 5.1% 02/15/36                | DELL INT LLC / EMC CORP REGD 5.10000000                                                             | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15610000 | PA      | $15415863.89   | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC 5% 04/01/30                | DELL INT LLC / EMC CORP REGD 5.00000000                                                             | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17650000 | PA      | $18087347.94   | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A2 4.69% 08/22/30                 | DELL EQUIPMENT FINANCE TRUST 2024-2 SER 2024-2 CL A2 REGD 144A P/P 4.69000000                       | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9033575 | PA      | $9049828.06    | 0.02%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DBALT 2005-2 1A1 V/R 04/25/35                 | DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST SERIES  SER 2005-2 CL 1A1 V/R REGD 4.24621000     | CUSIP: 251510DH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1814833 | PA      | $1649196.10    | 0.00%             | 2035-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/18/31                 | DEUTSCHE BANK NY REGD V/R 3.54700000                                                                | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3531029.25    | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/18/29                 | DEUTSCHE BANK NY REGD V/R 6.72000000                                                                | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2512654.87    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DWOLF 2017-1A BR V/R 10/15/30                 | DEWOLF PARK CLO LTD SER 2017-1A CL BR V/R REGD 144A P/P 5.61615000                                  | CUSIP: 25211AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12235000 | PA      | $12239894.00   | 0.03%             | 2030-10-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| DCLO 2025-10A A V/R 04/20/38                  | DIAMETER CAPITAL CLO 10 LTD SER 2025-10A CL A V/R REGD 144A P/P 5.19444000                          | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3690000 | PA      | $3695531.31    | 0.01%             | 2038-04-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOL ZCP 12/31/30                | DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 2B14 0.00000000                                        | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |       189632 | PA      | $11377.92      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DILLARDS INC 7.75% 07/15/26                   | DILLARDS INC REGD 7.75000000                                                                        | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       135000 | PA      | $136752.07     | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7.75% 05/15/27                   | DILLARDS INC REGD 7.75000000                                                                        | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |        85000 | PA      | $87891.74      | 0.00%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7% 12/01/28                      | DILLARDS INC REGD 7.00000000                                                                        | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       380000 | PA      | $399219.88     | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANC 8.875% 02/01/30                | DIRECTV FINANCING LLC REGD 144A P/P 8.87500000                                                      | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1769000 | PA      | $1792776.78    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/C 10% 02/15/31                | DIRECTV FIN LLC/COINC REGD 144A P/P 10.00000000                                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       281000 | PA      | $287196.55     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMM 3.625% 05/15/30                | DISCOVERY COMMUNICATIONS REGD SER * 3.62500000                                                      | CUSIP: 25470DCC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       395000 | PA      | $363649.88     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK C 11.75% 11/15/27                | DISH NETWORK CORP REGD 144A P/P 11.75000000                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1144858.00    | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.25% 12/01/26                  | DISH DBS CORP REGD 144A P/P 5.25000000                                                              | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16695000 | PA      | $16189932.67   | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.75% 12/01/28                  | DISH DBS CORP REGD 144A P/P 5.75000000                                                              | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17535000 | PA      | $17215029.03   | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANC 8.875% 02/01/30                | DIRECTV FINANCING LLC REGD 144A P/P 8.87500000                                                      | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2937000 | PA      | $2971639.04    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERG 3.375% 04/01/30                | DOMINION ENERGY INC REGD SER C 3.37500000                                                           | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     26450000 | PA      | $25519953.73   | 0.06%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY IN 5% 06/15/30                | DOMINION ENERGY INC REGD 5.00000000                                                                 | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18493830.36   | 0.04%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY I V/R 02/15/56                | DOMINION ENERGY INC REGD V/R 6.20000000                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     13735000 | PA      | $13744355.73   | 0.03%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY DISC 01/13/26                 | DOMINION ENERGY DISC 01/13/26 0.00000000                                                            | CUSIP: 2574P1AD4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3800000 | PA      | $3794763.98    | 0.01%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 A 4.94% 12/15/25                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A2 REGD 4.94000000                                | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       889112 | PA      | $889429.73     | 0.00%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 A3 4.5% 07/15/26                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 4.50000000                                | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $8010448.80    | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRSLF 2013-26A A V/R 04/15/29                 | DRYDEN XXVI SENIOR LOAN FUND SER 2013-26A CL AR V/R REGD 144A P/P 5.06615000                        | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       268256 | PA      | $268185.05     | 0.00%             | 2029-04-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| DRSLF 2018-64A A V/R 04/18/31                 | DRYDEN 64 CLO LTD SER 2018-64A CL A V/R REGD 144A P/P 5.11605000                                    | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1996462 | PA      | $1996893.10    | 0.00%             | 2031-04-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| DRSLF 2019-68A A V/R 07/15/35                 | DRYDEN 68 CLO LTD SER 2019-68A CL ARR V/R REGD 144A P/P 5.00454000                                  | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21000000 | PA      | $20994330.00   | 0.05%             | 2035-07-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 5.45% 06/15/34                | DUKE ENERGY CORP REGD 5.45000000                                                                    | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     14520000 | PA      | $15119568.70   | 0.03%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CA 3.875% 03/15/46                | DUKE ENERGY CAROLINAS REGD 3.87500000                                                               | CUSIP: 26442CAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2177429.32    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 3.7% 12/01/47                | DUKE ENERGY CAROLINAS REGD 3.70000000                                                               | CUSIP: 26442CAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1887441.25    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 2.55% 04/15/31                | DUKE ENERGY CAROLINAS REGD 2.55000000                                                               | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2785000 | PA      | $2563639.62    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.2% 08/15/45                | DUKE ENERGY PROGRESS LLC REGD 4.20000000                                                            | CUSIP: 26442UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $829485.39     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL 5.875% 11/15/33                | DUKE ENERGY FLORIDA LLC REGD 5.87500000                                                             | CUSIP: 26444HAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2526028.95    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECAF 2015-1A  3.473% 06/15/22                 | ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.47300000                                               | CUSIP: 26827EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        86450 | PA      | $77373.04      | 0.00%             | 2040-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ECMC 2025-2A A V/R 11/25/34                   | ECMC GROUP STUDENT LOAN TRUST 2025-2 SER 2025-2A CL A V/R 144A P/P 4.92419000                       | CUSIP: 26827YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86696088 | PA      | $86695880.27   | 0.19%             | 2074-11-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ECMC 2024-1A A V/R 06/25/35                   | ECMC GROUP STUDENT LOAN TRUST 2024-1 SER 2024-1A CL A V/R 144A P/P 5.02419000                       | CUSIP: 26828PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9852840 | PA      | $9899385.75    | 0.02%             | 2073-11-27      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| ECMC 2017-2A A V/R 05/25/67                   | ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 5.03867000                       | CUSIP: 26828VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2522678 | PA      | $2518747.41    | 0.01%             | 2067-05-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ECMC 2020-2A A V/R 08/25/29                   | ECMC GROUP STUDENT LOAN TRUST 2020-2 SER 2020-2A CL A V/R 144A P/P 5.13867000                       | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20554140 | PA      | $20686334.18   | 0.05%             | 2069-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| ECMC 2025-1A A V/R 04/25/34                   | ECMC GROUP STUDENT LOAN TRUST 2025-1 SER 2025-1A CL A V/R 144A P/P 4.82419000                       | CUSIP: 26829WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7297369 | PA      | $7288600.14    | 0.02%             | 2074-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| ECORE 2025-1A  4.45% 07/25/30                 | EDI ABS ISSUER 1 LLC SER 2025-1A CL A2 REGD 144A P/P 4.45000000                                     | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12255000 | PA      | $11875037.40   | 0.03%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECMC 2020-3A A1B V/R 11/25/32                 | ECMC GROUP STUDENT LOAN TRUST 2020-3 SER 2020-3A CL A1B V/R 144A P/P 4.98867000                     | CUSIP: 26833BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4261214 | PA      | $4269924.98    | 0.01%             | 2070-01-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-4 A1 V/R 09/25/67                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 5.90000000             | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52369878 | PA      | $52423792.40   | 0.12%             | 2067-09-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1 A V/R 01/25/60                 | EFMT 2025-CES1 SER 2025-CES1 CL A1A V/R REGD 144A P/P 5.72600000                                    | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26674671 | PA      | $26971114.64   | 0.06%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ELFI 2019-A A 2.54% 05/23/30                  | ELFI GRADUATE LOAN PROGRAM 2019-A LLC SER 2019-A CL A REGD 144A P/P 2.54000000                      | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       932852 | PA      | $882301.32     | 0.00%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC DISC 01/12/26                | ERAC USA FIN LLC DISC 01/12/26 0.00000000                                                           | CUSIP: 26882SAC0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     16000000 | PA      | $15979203.20   | 0.04%             | 2026-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.9% 05/01/33                | ERAC USA FINANCE LLC REGD 144A P/P 4.90000000                                                       | CUSIP: 26884TAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11015000 | PA      | $11176570.11   | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 4.75% 12/15/26                 | EPR PROPERTIES REGD 4.75000000                                                                      | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       140000 | PA      | $140404.50     | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 4.95% 04/15/28                 | EPR PROPERTIES REGD 4.95000000                                                                      | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       414000 | PA      | $417012.23     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WAX 2022-1A A2 5.5% 03/15/27                  | EWC MASTER ISSUER LLC SER 2022-1A CL A2 REGD 144A P/P 5.50000000                                    | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1688750 | PA      | $1669153.41    | 0.00%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LU 5.5% 08/17/30                | EAGLE FUNDING LUXCO SARL REGD 144A P/P 5.50000000                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | USGA              | LU        |     68200000 | PA      | $69467838.00   | 0.16%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS IN 5% 03/15/36                | EAGLE MATERIALS INC REGD 5.00000000                                                                 | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     26523000 | PA      | $25980113.44   | 0.06%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/T 2% 06/15/30                | EAST OHIO GAS CO/THE REGD 144A P/P 2.00000000                                                       | CUSIP: 27409LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12595000 | PA      | $11402480.34   | 0.03%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP 3.875% 11/30/30                 | ECHOSTAR CORP REGD CONVERTIBLE 3.87500000                                                           | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3823732 | PA      | $12771264.88   | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP 10.75% 11/30/29                 | ECHOSTAR CORP REGD SER . 10.75000000                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     41342402 | PA      | $45716477.32   | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.875% 01/13/33                  | ECOPETROL SA REGD 8.87500000                                                                        | CUSIP: 279158AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |       750000 | PA      | $800956.70     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.375% 01/19/36                  | ECOPETROL SA REGD 8.37500000                                                                        | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      3086000 | PA      | $3174817.27    | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDGE 2022-1 A2 4.25% 12/25/27                 | EDGECONNEX DATA CENTERS ISSUER LLC SER 2022-1 CL A2 REGD 144A P/P 4.25000000                        | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6405117 | PA      | $6188874.81    | 0.01%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDGE 2024-1 A2 6% 07/25/29                    | EDGECONNEX DATA CENTERS ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.00000000                        | CUSIP: 28000XAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9726736 | PA      | $9840999.16    | 0.02%             | 2054-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 6.25% 03/15/30                | EDISON INTERNATIONAL REGD 6.25000000                                                                | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3344955.17    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNA DISC 01/02/26                  | EDISON INTERNA DISC 01/02/26 0.00000000                                                             | CUSIP: 28103BA28<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3800000 | PA      | $3799127.14    | 0.01%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNA DISC 01/05/26                  | EDISON INTERNA DISC 01/05/26 0.00000000                                                             | CUSIP: 28103BA51<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      5100000 | PA      | $5097056.28    | 0.01%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNA DISC 01/06/26                  | EDISON INTERNA DISC 01/06/26 0.00000000                                                             | CUSIP: 28103BA69<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1800000 | PA      | $1798751.16    | 0.00%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTL DISC 01/07/26                     | EDISON INTL DISCOUNT__________  COMMERCIAL PAPER 0.00000000                                         | CUSIP: 28103BA77<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      2600000 | PA      | $2597805.60    | 0.01%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EHGVT 2021-A C 2.09% 08/27/35                 | ELARA HGV TIMESHARE ISSUER 2021-A LLC SER 2021-A CL C REGD 144A P/P 2.09000000                      | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       168131 | PA      | $160989.59     | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRAN V/R /PERP/                | ELECTRICITE DE FRANCE SA REGD V/R /PERP/ P/P 9.12500000                                             | CUSIP: 28504KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3605000 | PA      | $4192449.17    | 0.01%             | 2174-12-15      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| AWPT 2022-16A A1 V/R 07/25/34                 | ELEVATION CLO 2022-16 LTD SER 2022-16A CL A1AR V/R REGD 144A P/P 4.98798000                         | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16100000 | PA      | $16078635.30   | 0.04%             | 2034-07-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ELFI 2021-A B V/R 12/26/46                    | ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL B V/R REGD 144A P/P 2.09000000                  | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       307468 | PA      | $255583.28     | 0.00%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| ELAT 2007-1 A1 V/R 05/25/37                   | ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 4.94621000               | CUSIP: 288542AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       379627 | PA      | $372869.34     | 0.00%             | 2037-05-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 4.5% 02/15/31                    | ENBRIDGE INC REGD 4.50000000                                                                        | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5800000 | PA      | $5794029.19    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.2% 11/20/35                    | ENBRIDGE INC REGD 5.20000000                                                                        | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3800000 | PA      | $3830382.56    | 0.01%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I DISC 01/02/2026                | ENBRIDGE U S I DISC 01/02/2026 0.00000000                                                           | CUSIP: 29251VA22<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3600000 | PA      | $3599241.84    | 0.01%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S INC DISC 01/07/26                | ENBRIDGE U S INC DISC 01/07/26 0.00000000                                                           | CUSIP: 29251VA71<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      7300000 | PA      | $7294577.56    | 0.02%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.75% 02/15/33                | ENERGY TRANSFER LP REGD 5.75000000                                                                  | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9247000 | PA      | $9704115.37    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30                | ENERGY TRANSFER LP REGD 6.40000000                                                                  | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      8700000 | PA      | $9397825.87    | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.55% 12/01/33                | ENERGY TRANSFER LP REGD 6.55000000                                                                  | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10970000 | PA      | $12023406.87   | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L V/R 05/15/54                | ENERGY TRANSFER LP REGD V/R 8.00000000                                                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       229000 | PA      | $244447.20     | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 05/15/34                | ENERGY TRANSFER LP REGD 5.55000000                                                                  | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3705000 | PA      | $3807467.37    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.6% 09/01/34                | ENERGY TRANSFER LP REGD 5.60000000                                                                  | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     11940000 | PA      | $12287641.94   | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.7% 04/01/35                | ENERGY TRANSFER LP REGD 5.70000000                                                                  | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15463000 | PA      | $16006165.24   | 0.04%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL  5% 06/15/32                | ENEL FINANCE INTL NV REGD 144A P/P 5.00000000                                                       | CUSIP: 29278GAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     16500000 | PA      | $16794094.02   | 0.04%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 4.125% 09/30/28                | ENEL FINANCE INTL NV REGD 144A P/P 4.12500000                                                       | CUSIP: 29278GBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $6987551.69    | 0.02%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6% 06/15/48                | ENERGY TRANSFER LP REGD SER 30Y 6.00000000                                                          | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1347000 | PA      | $1306289.12    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50                | ENERGY TRANSFER LP REGD 5.00000000                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1578000 | PA      | $1320230.04    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49                | ENERGY TRANSFER LP REGD 6.25000000                                                                  | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2539000 | PA      | $2512883.03    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 3.625% 05/01/29                  | ENTEGRIS INC REGD 144A P/P 3.62500000                                                               | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       128000 | PA      | $122963.74     | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP V/R 06/15/56                     | ENTERGY CORP REGD V/R SER .. 5.87500000                                                             | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $17988756.30   | 0.04%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 5.7% 03/15/54                | ENTERGY LOUISIANA LLC REGD 5.70000000                                                               | CUSIP: 29364WBN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3430000 | PA      | $3406935.86    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 4.75% 04/15/29                   | ENTEGRIS INC REGD 144A P/P 4.75000000                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     24450000 | PA      | $24503350.14   | 0.05%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 5.95% 06/15/30                   | ENTEGRIS INC REGD 144A P/P 5.95000000                                                               | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       117000 | PA      | $119341.22     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A2 4.69% 01/20/27                  | ENTERPRISE FLEET FINANCING 2024-4 LLC SER 2024-4 CL A2 REGD 144A P/P 4.69000000                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4824601 | PA      | $4841402.68    | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A3 4.56% 07/20/28                  | ENTERPRISE FLEET FINANCING 2024-4 LLC SER 2024-4 CL A3 REGD 144A P/P 4.56000000                     | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7000000 | PA      | $7071597.40    | 0.02%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC    DISC 01/09/26                  | EQUIFAX INC    DISC 01/09/26 0.00000000                                                             | CUSIP: 29442LA99<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      6300000 | PA      | $6293975.31    | 0.01%             | 2026-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.15% 07/15/30                    | EQUINIX INC REGD 2.15000000                                                                         | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     21570000 | PA      | $19563466.28   | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 1.8% 03/08/28                | EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.80000000                                                   | CUSIP: 29449WAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7665000 | PA      | $7296646.54    | 0.02%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 1.7% 11/12/26                | EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.70000000                                                   | CUSIP: 29449WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1055000 | PA      | $1035291.79    | 0.00%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESAB CORP 6.25% 04/15/29                      | ESAB CORP REGD 144A P/P 6.25000000                                                                  | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       177000 | PA      | $181994.41     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EVBRT 2024-A A 6.43% 08/20/41                 | EVERBRIGHT SOLAR TRUST 2024-A SER 2024-A CL A REGD 144A P/P 6.43000000                              | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3978523 | PA      | $3798783.56    | 0.01%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO 4.95% 04/15/33                   | EVERGY METRO REGD 4.95000000                                                                        | CUSIP: 30037DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5081576.05    | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI 5.65% 06/01/34                | EVERGY MISSOURI WEST INC REGD 144A P/P 5.65000000                                                   | CUSIP: 30037EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8445000 | PA      | $8740727.43    | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERG 4.6% 07/01/27                | EVERSOURCE ENERGY REGD 4.60000000                                                                   | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      9315000 | PA      | $9378306.32    | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.95% 02/01/29                | EVERSOURCE ENERGY REGD 5.95000000                                                                   | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      3750000 | PA      | $3917488.58    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENE  DISC  01/05/26                | EVERSOURCE ENE  DISC  01/05/26 0.00000000                                                           | CUSIP: 30040YA53<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1200000 | PA      | $1199332.44    | 0.00%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY DISC 1/09/26                | EVERSOURCE ENERGY DISC 1/09/26 0.00000000                                                           | CUSIP: 30040YA95<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      2800000 | PA      | $2797186.56    | 0.01%             | 2026-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A D 5.98% 09/16/30                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 5.98000000                         | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1400000 | PA      | $1430883.16    | 0.00%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A A 4.45% 03/15/26                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL A3 REGD 4.45000000                        | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2351331 | PA      | $2352183.00    | 0.01%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A D 5.06% 10/15/28                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL D REGD 5.06000000                         | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4600000 | PA      | $4620691.72    | 0.01%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A D 5.49% 01/15/29                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 5.49000000                         | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8075000 | PA      | $8194986.43    | 0.02%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D 6.69% 01/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 6.69000000                         | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1960000 | PA      | $1989390.40    | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EART 2023-2A D 6.32% 08/15/29                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 6.32000000                         | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4420000 | PA      | $4508414.59    | 0.01%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EART 2023-5A D 7.13% 12/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 SER 2023-5A CL D REGD 7.13000000                         | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9810587.30    | 0.02%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EART 2023-3A D 6.68% 05/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL D REGD 6.68000000                         | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2230000 | PA      | $2282410.35    | 0.01%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP I 3.25% 02/15/30                | EXPEDIA GROUP INC REGD SER WI 3.25000000                                                            | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16347000 | PA      | $15677956.69   | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP I 2.95% 03/15/31                | EXPEDIA GROUP INC REGD 2.95000000                                                                   | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30140000 | PA      | $28022044.42   | 0.06%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP IN 5.4% 02/15/35                | EXPEDIA GROUP INC REGD 5.40000000                                                                   | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32605000 | PA      | $33443307.48   | 0.07%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 2.55% 06/01/31                | EXTRA SPACE STORAGE LP REGD 2.55000000                                                              | CUSIP: 30225VAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         3000 | PA      | $2710.60       | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 2.35% 03/15/32                | EXTRA SPACE STORAGE LP REGD 2.35000000                                                              | CUSIP: 30225VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3632735.87    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 3.9% 04/01/29                | EXTRA SPACE STORAGE LP REGD 3.90000000                                                              | CUSIP: 30225VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4655000 | PA      | $4599920.41    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 2.2% 10/15/30                | EXTRA SPACE STORAGE LP REGD 2.20000000                                                              | CUSIP: 30225VAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4425000 | PA      | $4003327.10    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 2.4% 10/15/31                | EXTRA SPACE STORAGE LP REGD 2.40000000                                                              | CUSIP: 30225VAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       244000 | PA      | $216821.62     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.9% 01/15/31                | EXTRA SPACE STORAGE LP REGD 5.90000000                                                              | CUSIP: 30225VAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8695000 | PA      | $9219042.43    | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH A V/R 10/15/27                   | EXTENDED STAY AMERICA TRUST 2025-ESH SER 2025-ESH CL A V/R REGD 144A P/P 5.05012000                 | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2065000 | PA      | $2068224.08    | 0.00%             | 2042-10-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH B V/R 10/15/27                   | EXTENDED STAY AMERICA TRUST 2025-ESH SER 2025-ESH CL B V/R REGD 144A P/P 5.35012000                 | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1740000 | PA      | $1742717.01    | 0.00%             | 2042-10-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH C V/R 10/15/27                   | EXTENDED STAY AMERICA TRUST 2025-ESH SER 2025-ESH CL C V/R REGD 144A P/P 5.60012000                 | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1170000 | PA      | $1171826.96    | 0.00%             | 2042-10-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREA 4.375% 04/01/31                | FORTESCUE TREASURY PTY L REGD 144A P/P 4.37500000                                                   | CUSIP: 30251GBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       252000 | PA      | $243715.23     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.5% 11/15/45                | META PLATFORMS INC REGD 5.50000000                                                                  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       500000 | PA      | $485509.47     | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 4.6% 11/15/32                | META PLATFORMS INC REGD 4.60000000                                                                  | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5745822.93    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 4.875% 11/15/35                | META PLATFORMS INC REGD 4.87500000                                                                  | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     27420000 | PA      | $27383257.47   | 0.06%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.625% 11/15/55                | META PLATFORMS INC REGD SER . 5.62500000                                                            | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     57758000 | PA      | $55434451.11   | 0.12%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUN 5.875% 01/16/30                | F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                     | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $9442542.47    | 0.02%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP 6% 05/15/33                   | FAIR ISAAC CORP REGD 144A P/P 6.00000000                                                            | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      4009000 | PA      | $4117832.32    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHF 2025-2A A2 5.75% 08/15/28                 | FHF ISSUER TRUST 2025-2 SER 2025-2A CL A2 REGD 144A P/P 5.75000000                                  | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15790000 | PA      | $15807893.23   | 0.04%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE  V/R 11/01/53                | FARMERS EXCHANGE CAP II REGD V/R P/P 6.15100000                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5602250.70    | 0.01%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE  V/R 10/15/54                | FARMERS EXCHANGE CAP III REGD V/R P/P 5.45400000                                                    | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7503012.80    | 0.02%             | 2054-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH V/R 11/01/57                 | FARMERS INS EXCH REGD V/R 144A P/P 4.74700000                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2560531.80    | 0.01%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH V/R 10/15/64                 | FARMERS INS EXCH REGD V/R 144A P/P 7.00000000                                                       | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1908397.20    | 0.00%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01547 8% 04/01/32                    | FREDDIE MAC GOLD POOL P#G01547 8.00000000                                                           | CUSIP: 31283HWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        60513 | PA      | $63737.45      | 0.00%             | 2032-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#841615 V/R 09/01/53                   | FREDDIE MAC NON GOLD POOL P#841615 V/R 5.05600000                                                   | CUSIP: 31288QYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27197073 | PA      | $27518558.95   | 0.06%             | 2053-09-01      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07957 4% 01/01/45                    | FREDDIE MAC GOLD POOL P#G07957 4.00000000                                                           | CUSIP: 3128MAE62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       616843 | PA      | $600690.26     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07974 5.5% 08/01/41                  | FREDDIE MAC GOLD POOL P#G07974 5.50000000                                                           | CUSIP: 3128MAFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2077226 | PA      | $2166808.76    | 0.00%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08779 3.5% 09/01/47                  | FREDDIE MAC GOLD POOL P#G08779 3.50000000                                                           | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3670092 | PA      | $3447379.53    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08784 3.5% 10/01/47                  | FREDDIE MAC GOLD POOL P#G08784 3.50000000                                                           | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       807975 | PA      | $761696.75     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08788 3.5% 11/01/47                  | FREDDIE MAC GOLD POOL P#G08788 3.50000000                                                           | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       550497 | PA      | $517276.89     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08794 4.5% 12/01/47                  | FREDDIE MAC GOLD POOL P#G08794 4.50000000                                                           | CUSIP: 3128MJ3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       814714 | PA      | $810145.12     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08796 3.5% 01/01/48                  | FREDDIE MAC GOLD POOL P#G08796 3.50000000                                                           | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       654735 | PA      | $616143.83     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08800 3.5% 02/01/48                  | FREDDIE MAC GOLD POOL P#G08800 3.50000000                                                           | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       576259 | PA      | $540768.99     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08833 5% 07/01/48                    | FREDDIE MAC GOLD POOL P#G08833 5.00000000                                                           | CUSIP: 3128MJ4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       376082 | PA      | $382794.94     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08838 5% 09/01/48                    | FREDDIE MAC GOLD POOL P#G08838 5.00000000                                                           | CUSIP: 3128MJ4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       111759 | PA      | $113661.52     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08840 5% 08/01/48                    | FREDDIE MAC GOLD POOL P#G08840 5.00000000                                                           | CUSIP: 3128MJ5A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       179033 | PA      | $181933.50     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08843 4.5% 10/01/48                  | FREDDIE MAC GOLD POOL P#G08843 4.50000000                                                           | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1863605 | PA      | $1851615.67    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08844 5% 10/01/48                    | FREDDIE MAC GOLD POOL P#G08844 5.00000000                                                           | CUSIP: 3128MJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       524010 | PA      | $531529.47     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08849 5% 11/01/48                    | FREDDIE MAC GOLD POOL P#G08849 5.00000000                                                           | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       725574 | PA      | $735982.39     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08701 3% 04/01/46                    | FREDDIE MAC GOLD POOL P#G08701 3.00000000                                                           | CUSIP: 3128MJX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        46266 | PA      | $42141.98      | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08732 3% 11/01/46                    | FREDDIE MAC GOLD POOL P#G08732 3.00000000                                                           | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2300390 | PA      | $2089409.42    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08733 3.5% 11/01/46                  | FREDDIE MAC GOLD POOL P#G08733 3.50000000                                                           | CUSIP: 3128MJY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       551634 | PA      | $521500.30     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08710 3% 06/01/46                    | FREDDIE MAC GOLD POOL P#G08710 3.00000000                                                           | CUSIP: 3128MJYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1696148 | PA      | $1543744.69    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08711 3.5% 06/01/46                  | FREDDIE MAC GOLD POOL P#G08711 3.50000000                                                           | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1463631 | PA      | $1385290.31    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08715 3% 08/01/46                    | FREDDIE MAC GOLD POOL P#G08715 3.00000000                                                           | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2113782 | PA      | $1922321.39    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08716 3.5% 08/01/46                  | FREDDIE MAC GOLD POOL P#G08716 3.50000000                                                           | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2308671 | PA      | $2199444.37    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08721 3% 09/01/46                    | FREDDIE MAC GOLD POOL P#G08721 3.00000000                                                           | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6358564 | PA      | $5780319.52    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08726 3% 10/01/46                    | FREDDIE MAC GOLD POOL P#G08726 3.00000000                                                           | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2066411 | PA      | $1877424.49    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47                    | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                           | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2871802 | PA      | $2597157.79    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08747 3% 02/01/47                    | FREDDIE MAC GOLD POOL P#G08747 3.00000000                                                           | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2872129 | PA      | $2607207.05    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08748 3.5% 02/01/47                  | FREDDIE MAC GOLD POOL P#G08748 3.50000000                                                           | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       275968 | PA      | $260061.17     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08750 3% 03/01/47                    | FREDDIE MAC GOLD POOL P#G08750 3.00000000                                                           | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1713818 | PA      | $1555738.40    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08757 3.5% 04/01/47                  | FREDDIE MAC GOLD POOL P#G08757 3.50000000                                                           | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1072342 | PA      | $1013290.94    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91981 3% 02/01/38                    | FREDDIE MAC GOLD POOL P#C91981 3.00000000                                                           | CUSIP: 3128P8FW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       825974 | PA      | $781231.45     | 0.00%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM1779 3% 09/01/46                     | FREDDIE MAC POOL UMBS P#ZM1779 3.00000000                                                           | CUSIP: 3131XU6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5418193 | PA      | $4919630.16    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM3236 4% 05/01/47                     | FREDDIE MAC POOL UMBS P#ZM3236 4.00000000                                                           | CUSIP: 3131XWSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       131986 | PA      | $127650.06     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6175 4% 04/01/48                     | FREDDIE MAC POOL UMBS P#ZM6175 4.00000000                                                           | CUSIP: 3131Y02G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       143906 | PA      | $138893.43     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM7370 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZM7370 4.00000000                                                           | CUSIP: 3131Y2FK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       174901 | PA      | $169019.73     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM7400 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZM7400 4.00000000                                                           | CUSIP: 3131Y2GH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       402130 | PA      | $388854.97     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZN1448 4% 11/01/48                     | FREDDIE MAC POOL UMBS P#ZN1448 4.00000000                                                           | CUSIP: 3131Y7TD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       216240 | PA      | $208974.19     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA1948 5.5% 08/01/26                   | FREDDIE MAC POOL UMBS P#ZA1948 5.50000000                                                           | CUSIP: 31329KEV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |            5 | PA      | $4.82          | 0.00%             | 2026-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA2520 4% 08/01/38                     | FREDDIE MAC POOL UMBS P#ZA2520 4.00000000                                                           | CUSIP: 31329KYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       228918 | PA      | $225172.89     | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA4692 3.5% 06/01/46                   | FREDDIE MAC POOL UMBS P#ZA4692 3.50000000                                                           | CUSIP: 31329NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       224044 | PA      | $212222.18     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA5103 3.5% 12/01/47                   | FREDDIE MAC POOL UMBS P#ZA5103 3.50000000                                                           | CUSIP: 31329NU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       116962 | PA      | $109809.33     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4487 3.5% 06/01/42                   | FREDDIE MAC POOL UMBS P#ZS4487 3.50000000                                                           | CUSIP: 3132A46Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        22898 | PA      | $21903.16      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4122 5% 03/01/42                     | FREDDIE MAC POOL UMBS P#ZS4122 5.00000000                                                           | CUSIP: 3132A4SK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       112817 | PA      | $118121.57     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4778 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZS4778 4.00000000                                                           | CUSIP: 3132A5JX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         7428 | PA      | $7178.11       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1545 4% 12/01/48                     | FREDDIE MAC POOL UMBS P#ZT1545 4.00000000                                                           | CUSIP: 3132ADWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       198180 | PA      | $191361.17     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0298 2.5% 01/01/35                   | FREDDIE MAC POOL UMBS P#SB0298 2.50000000                                                           | CUSIP: 3132CWKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8295503 | PA      | $7911345.02    | 0.02%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0376 4% 11/01/42                     | FREDDIE MAC POOL UMBS P#SC0376 4.00000000                                                           | CUSIP: 3132D9MZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       231405 | PA      | $227695.31     | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0231 3% 01/01/50                     | FREDDIE MAC POOL UMBS P#SD0231 3.00000000                                                           | CUSIP: 3132DMHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20472897 | PA      | $18530230.64   | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0935 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD0935 3.00000000                                                           | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       831952 | PA      | $737643.68     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1099 2.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#SD1099 2.50000000                                                           | CUSIP: 3132DNGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25415690 | PA      | $21771038.55   | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2654 5% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD2654 5.00000000                                                           | CUSIP: 3132DP5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4423739 | PA      | $4427149.71    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2067 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD2067 4.00000000                                                           | CUSIP: 3132DPJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30371370 | PA      | $28985033.98   | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3097 3.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#SD3097 3.50000000                                                           | CUSIP: 3132DQNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44645674 | PA      | $41376141.90   | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3386 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD3386 5.50000000                                                           | CUSIP: 3132DQXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9580644 | PA      | $9753892.64    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3414 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD3414 5.50000000                                                           | CUSIP: 3132DQYK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15313541 | PA      | $15584560.45   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5324 4% 02/01/53                     | FREDDIE MAC POOL UMBS P#SD5324 4.00000000                                                           | CUSIP: 3132DS4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11314517 | PA      | $10782031.97   | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4642 6.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#SD4642 6.50000000                                                           | CUSIP: 3132DSEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6428079 | PA      | $6758163.68    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4780 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD4780 6.50000000                                                           | CUSIP: 3132DSJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14378423 | PA      | $14935991.07   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6210 6.5% 08/01/54                   | FREDDIE MAC POOL UMBS P#SD6210 6.50000000                                                           | CUSIP: 3132DT3T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12084283 | PA      | $12671451.92   | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5455 6.5% 04/01/54                   | FREDDIE MAC POOL UMBS P#SD5455 6.50000000                                                           | CUSIP: 3132DTBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1317002 | PA      | $1386289.55    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7122 6.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#SD7122 6.50000000                                                           | CUSIP: 3132DU4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6950719 | PA      | $7314389.91    | 0.02%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6653 3.5% 08/01/53                   | FREDDIE MAC POOL UMBS P#SD6653 3.50000000                                                           | CUSIP: 3132DUMA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22865682 | PA      | $21191162.49   | 0.05%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6706 4.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#SD6706 4.50000000                                                           | CUSIP: 3132DUNX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10432786 | PA      | $10211744.89   | 0.02%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6727 6.5% 07/01/54                   | FREDDIE MAC POOL UMBS P#SD6727 6.50000000                                                           | CUSIP: 3132DUPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7260796 | PA      | $7644193.59    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                           | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        53088 | PA      | $50842.00      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8070 4% 06/01/50                     | FREDDIE MAC POOL UMBS P#SD8070 4.00000000                                                           | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        64399 | PA      | $61765.52      | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7401 4.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#SD7401 4.50000000                                                           | CUSIP: 3132DVGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48508860 | PA      | $47786498.57   | 0.11%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7511 3.5% 01/01/50                   | FREDDIE MAC POOL UMBS P#SD7511 3.50000000                                                           | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       326623 | PA      | $307359.37     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7512 3% 02/01/50                     | FREDDIE MAC POOL UMBS P#SD7512 3.00000000                                                           | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5756450 | PA      | $5203342.49    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8128 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#SD8128 2.00000000                                                           | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31824806 | PA      | $25955400.91   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8140 2% 04/01/51                     | FREDDIE MAC POOL UMBS P#SD8140 2.00000000                                                           | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66623650 | PA      | $54273957.87   | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8189 2.5% 01/01/52                   | FREDDIE MAC POOL UMBS P#SD8189 2.50000000                                                           | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30643649 | PA      | $26081684.86   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52                   | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                           | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64976970 | PA      | $55263496.12   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8222 4% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8222 4.00000000                                                           | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48321435 | PA      | $46115826.38   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8225 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#SD8225 3.00000000                                                           | CUSIP: 3132DWD67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    221204338 | PA      | $196014904.60  | 0.44%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8226 3.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD8226 3.50000000                                                           | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    157183200 | PA      | $145672220.12  | 0.33%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8201 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#SD8201 3.00000000                                                           | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54776438 | PA      | $48545936.13   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8204 2% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD8204 2.00000000                                                           | CUSIP: 3132DWDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31347291 | PA      | $25413963.52   | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8205 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#SD8205 2.50000000                                                           | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107929343 | PA      | $91760390.59   | 0.21%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8206 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD8206 3.00000000                                                           | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26183674 | PA      | $23205375.04   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8211 2% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8211 2.00000000                                                           | CUSIP: 3132DWDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36807836 | PA      | $29835185.50   | 0.07%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8212 2.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#SD8212 2.50000000                                                           | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41027152 | PA      | $34868583.93   | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8213 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8213 3.00000000                                                           | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    208591401 | PA      | $185143904.23  | 0.41%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8218 2% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8218 2.00000000                                                           | CUSIP: 3132DWDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28854436 | PA      | $23388483.10   | 0.05%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8219 2.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#SD8219 2.50000000                                                           | CUSIP: 3132DWDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19567226 | PA      | $16635943.77   | 0.04%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8220 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8220 3.00000000                                                           | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    352920663 | PA      | $312731275.76  | 0.70%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8256 4% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD8256 4.00000000                                                           | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85692981 | PA      | $81742611.55   | 0.18%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8257 4.5% 10/01/52                   | FREDDIE MAC POOL UMBS P#SD8257 4.50000000                                                           | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27998733 | PA      | $27441834.40   | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8258 5% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD8258 5.00000000                                                           | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43821092 | PA      | $43886268.00   | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8231 4.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD8231 4.50000000                                                           | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17400733 | PA      | $17058231.70   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8235 3% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD8235 3.00000000                                                           | CUSIP: 3132DWEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5509351 | PA      | $4881962.30    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8238 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#SD8238 4.50000000                                                           | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72641660 | PA      | $71249292.02   | 0.16%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8244 4% 09/01/52                     | FREDDIE MAC POOL UMBS P#SD8244 4.00000000                                                           | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28791575 | PA      | $27477341.60   | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8245 4.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#SD8245 4.50000000                                                           | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21717102 | PA      | $21300828.59   | 0.05%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8286 4% 01/01/53                     | FREDDIE MAC POOL UMBS P#SD8286 4.00000000                                                           | CUSIP: 3132DWF32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35939498 | PA      | $34287833.07   | 0.08%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8287 4.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#SD8287 4.50000000                                                           | CUSIP: 3132DWF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33000085 | PA      | $32333495.85   | 0.07%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8289 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#SD8289 5.50000000                                                           | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14113383 | PA      | $14366681.70   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8290 6% 01/01/53                     | FREDDIE MAC POOL UMBS P#SD8290 6.00000000                                                           | CUSIP: 3132DWF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6920385 | PA      | $7134443.43    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8264 3.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD8264 3.50000000                                                           | CUSIP: 3132DWFD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42951018 | PA      | $39805590.59   | 0.09%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8265 4% 11/01/52                     | FREDDIE MAC POOL UMBS P#SD8265 4.00000000                                                           | CUSIP: 3132DWFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33022277 | PA      | $31500007.21   | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8266 4.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD8266 4.50000000                                                           | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2484476 | PA      | $2434804.39    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8284 3% 01/01/53                     | FREDDIE MAC POOL UMBS P#SD8284 3.00000000                                                           | CUSIP: 3132DWFZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50118987 | PA      | $44372270.21   | 0.10%             | 2053-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8317 6% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD8317 6.00000000                                                           | CUSIP: 3132DWG23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3361688 | PA      | $3467477.57    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8308 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#SD8308 5.50000000                                                           | CUSIP: 3132DWGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4202906 | PA      | $4278253.93    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8309 6% 03/01/53                     | FREDDIE MAC POOL UMBS P#SD8309 6.00000000                                                           | CUSIP: 3132DWGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        57647 | PA      | $59375.86      | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8316 5.5% 04/01/53                   | FREDDIE MAC POOL UMBS P#SD8316 5.50000000                                                           | CUSIP: 3132DWGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12149163 | PA      | $12344538.74   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8350 6% 08/01/53                     | FREDDIE MAC POOL UMBS P#SD8350 6.00000000                                                           | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3500121 | PA      | $3600282.90    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8329 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD8329 5.00000000                                                           | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33083236 | PA      | $33115399.85   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8331 5.5% 06/01/53                   | FREDDIE MAC POOL UMBS P#SD8331 5.50000000                                                           | CUSIP: 3132DWHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    144442020 | PA      | $146854249.11  | 0.33%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8332 6% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD8332 6.00000000                                                           | CUSIP: 3132DWHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       249144 | PA      | $256625.35     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8340 4.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD8340 4.50000000                                                           | CUSIP: 3132DWHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49595780 | PA      | $48545171.55   | 0.11%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8342 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD8342 5.50000000                                                           | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1754269 | PA      | $1783965.99    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8347 4.5% 08/01/53                   | FREDDIE MAC POOL UMBS P#SD8347 4.50000000                                                           | CUSIP: 3132DWHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11637566 | PA      | $11388039.21   | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8382 5% 12/01/53                     | FREDDIE MAC POOL UMBS P#SD8382 5.00000000                                                           | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31498448 | PA      | $31472225.74   | 0.07%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8383 5.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD8383 5.50000000                                                           | CUSIP: 3132DWJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4969743 | PA      | $5049285.50    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8385 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD8385 6.50000000                                                           | CUSIP: 3132DWJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11080589 | PA      | $11519689.39   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8363 6% 09/01/53                     | FREDDIE MAC POOL UMBS P#SD8363 6.00000000                                                           | CUSIP: 3132DWJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        25944 | PA      | $26706.65      | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8368 6% 10/01/53                     | FREDDIE MAC POOL UMBS P#SD8368 6.00000000                                                           | CUSIP: 3132DWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29036274 | PA      | $29877370.59   | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8369 6.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#SD8369 6.50000000                                                           | CUSIP: 3132DWJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1061851 | PA      | $1104349.71    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8371 5% 11/01/53                     | FREDDIE MAC POOL UMBS P#SD8371 5.00000000                                                           | CUSIP: 3132DWJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2671355 | PA      | $2674641.04    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8372 5.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#SD8372 5.50000000                                                           | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123391420 | PA      | $125147934.62  | 0.28%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8402 6% 02/01/54                     | FREDDIE MAC POOL UMBS P#SD8402 6.00000000                                                           | CUSIP: 3132DWKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2757118 | PA      | $2833464.04    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8403 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#SD8403 6.50000000                                                           | CUSIP: 3132DWKQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2672966 | PA      | $2776622.90    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8409 6% 03/01/54                     | FREDDIE MAC POOL UMBS P#SD8409 6.00000000                                                           | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     74876440 | PA      | $76940917.66   | 0.17%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8410 6.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#SD8410 6.50000000                                                           | CUSIP: 3132DWKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1058693 | PA      | $1099749.24    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8437 5% 06/01/54                     | FREDDIE MAC POOL UMBS P#SD8437 5.00000000                                                           | CUSIP: 3132DWLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2182780 | PA      | $2177360.89    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8439 6% 06/01/54                     | FREDDIE MAC POOL UMBS P#SD8439 6.00000000                                                           | CUSIP: 3132DWLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27775344 | PA      | $28519587.21   | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8454 6% 08/01/54                     | FREDDIE MAC POOL UMBS P#SD8454 6.00000000                                                           | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2636130 | PA      | $2706766.77    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8473 4.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#SD8473 4.50000000                                                           | CUSIP: 3132DWMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    207393334 | PA      | $202517037.76  | 0.45%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8490 4.5% 01/01/55                   | FREDDIE MAC POOL UMBS P#SD8490 4.50000000                                                           | CUSIP: 3132DWNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20679973 | PA      | $20193736.44   | 0.05%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8504 4.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#SD8504 4.50000000                                                           | CUSIP: 3132DWNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19516881 | PA      | $19057975.12   | 0.04%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8522 4.5% 04/01/55                   | FREDDIE MAC POOL UMBS P#SD8522 4.50000000                                                           | CUSIP: 3132DWPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    143033975 | PA      | $139670713.72  | 0.31%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4259 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#SD4259 6.50000000                                                           | CUSIP: 3132E0WU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16629137 | PA      | $17472422.87   | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99096 4.5% 05/01/44                  | FREDDIE MAC GOLD POOL P#U99096 4.50000000                                                           | CUSIP: 3132H7DA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       100560 | PA      | $100555.06     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99097 3.5% 07/01/43                  | FREDDIE MAC GOLD POOL P#U99097 3.50000000                                                           | CUSIP: 3132H7DB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       124031 | PA      | $117933.85     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHS 337 300 3% 09/15/44                       | FREDDIE MAC STRIPS SER 337 CL 300 3.00000000                                                        | CUSIP: 3132J0DE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28693947 | PA      | $26360880.28   | 0.06%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q45094 3% 12/01/46                    | FREDDIE MAC GOLD POOL P#Q45094 3.00000000                                                           | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1576493 | PA      | $1431909.37    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q46289 4.5% 02/01/47                  | FREDDIE MAC GOLD POOL P#Q46289 4.50000000                                                           | CUSIP: 3132WK7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       236450 | PA      | $237466.93     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67706 3.5% 12/01/47                  | FREDDIE MAC GOLD POOL P#G67706 3.50000000                                                           | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12025620 | PA      | $11389870.70   | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67707 3.5% 01/01/48                  | FREDDIE MAC GOLD POOL P#G67707 3.50000000                                                           | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8310764 | PA      | $7856297.79    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67711 4% 03/01/48                    | FREDDIE MAC GOLD POOL P#G67711 4.00000000                                                           | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2939710 | PA      | $2850150.14    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67700 3.5% 08/01/46                  | FREDDIE MAC GOLD POOL P#G67700 3.50000000                                                           | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6683656 | PA      | $6322674.38    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67714 4% 07/01/48                    | FREDDIE MAC GOLD POOL P#G67714 4.00000000                                                           | CUSIP: 3132XCSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3166280 | PA      | $3065111.16    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67717 4% 11/01/48                    | FREDDIE MAC GOLD POOL P#G67717 4.00000000                                                           | CUSIP: 3132XCSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12400375 | PA      | $12022555.17   | 0.03%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q52319 3.5% 11/01/47                  | FREDDIE MAC GOLD POOL P#Q52319 3.50000000                                                           | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       903260 | PA      | $850521.81     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60125 4.5% 06/01/45                  | FREDDIE MAC GOLD POOL P#G60125 4.50000000                                                           | CUSIP: 31335AD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       264153 | PA      | $265243.01     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60238 3.5% 10/01/45                  | FREDDIE MAC GOLD POOL P#G60238 3.50000000                                                           | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3640127 | PA      | $3461346.57    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60344 4% 12/01/45                    | FREDDIE MAC GOLD POOL P#G60344 4.00000000                                                           | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1258239 | PA      | $1225034.38    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60460 4.5% 02/01/46                  | FREDDIE MAC GOLD POOL P#G60460 4.50000000                                                           | CUSIP: 31335AQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       288135 | PA      | $289323.90     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60645 4.5% 06/01/46                  | FREDDIE MAC GOLD POOL P#G60645 4.50000000                                                           | CUSIP: 31335AWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       303178 | PA      | $303739.70     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60646 4.5% 05/01/46                  | FREDDIE MAC GOLD POOL P#G60646 4.50000000                                                           | CUSIP: 31335AWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       298768 | PA      | $300000.39     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC D/N 01/12/26                            | FREDDIE MAC DISCOUNT NOTES 0.00000000                                                               | CUSIP: 313397RS2<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |    100000000 | PA      | $99883000.00   | 0.22%             | 2026-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA8002 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#QA8002 4.00000000                                                           | CUSIP: 3133A23K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        57194 | PA      | $54568.50      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7719 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#QA7719 4.00000000                                                           | CUSIP: 3133A2SG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       114014 | PA      | $110039.66     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD4944 3% 01/01/52                     | FREDDIE MAC POOL UMBS P#QD4944 3.00000000                                                           | CUSIP: 3133B2P52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        41292 | PA      | $36604.52      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD6256 3% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD6256 3.00000000                                                           | CUSIP: 3133B35R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        64574 | PA      | $57243.47      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8967 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8967 3.00000000                                                           | CUSIP: 3133B66C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       750573 | PA      | $665099.13     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0181 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0181 3.00000000                                                           | CUSIP: 3133B9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        39655 | PA      | $35189.56      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0764 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0764 3.00000000                                                           | CUSIP: 3133B9Z56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25627278 | PA      | $22708979.59   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2315 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE2315 3.00000000                                                           | CUSIP: 3133BBSC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       404947 | PA      | $358886.16     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2320 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE2320 3.00000000                                                           | CUSIP: 3133BBSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       781836 | PA      | $692562.03     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2333 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE2333 3.00000000                                                           | CUSIP: 3133BBSW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       807003 | PA      | $714459.36     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2503 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE2503 3.00000000                                                           | CUSIP: 3133BBX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1246689 | PA      | $1103887.55    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3540 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3540 3.00000000                                                           | CUSIP: 3133BC4Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        28875 | PA      | $25572.17      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3575 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3575 3.00000000                                                           | CUSIP: 3133BC6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11522573 | PA      | $10202111.35   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3832 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3832 3.00000000                                                           | CUSIP: 3133BDHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1094362 | PA      | $970192.32     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3971 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3971 3.00000000                                                           | CUSIP: 3133BDMU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1047376 | PA      | $927557.45     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4164 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE4164 3.00000000                                                           | CUSIP: 3133BDTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        27500 | PA      | $24375.50      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4224 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE4224 3.00000000                                                           | CUSIP: 3133BDVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       890721 | PA      | $788575.16     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5364 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5364 3.00000000                                                           | CUSIP: 3133BE5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1647910 | PA      | $1461115.78    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5168 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE5168 3.00000000                                                           | CUSIP: 3133BEW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       252079 | PA      | $223166.25     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE6273 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE6273 3.00000000                                                           | CUSIP: 3133BF6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3080037 | PA      | $2727675.75    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5462 4% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5462 4.00000000                                                           | CUSIP: 3133BFB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6884598 | PA      | $6570874.89    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5484 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5484 3.00000000                                                           | CUSIP: 3133BFCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       830114 | PA      | $736386.58     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE6099 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE6099 3.00000000                                                           | CUSIP: 3133BFX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        38083 | PA      | $33755.93      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF0098 3.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#QF0098 3.50000000                                                           | CUSIP: 3133BMDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       177761 | PA      | $164743.14     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF0107 5.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#QF0107 5.50000000                                                           | CUSIP: 3133BMDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       453742 | PA      | $461721.37     | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF6551 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#QF6551 5.50000000                                                           | CUSIP: 3133BUH42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       408344 | PA      | $415664.11     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF8036 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#QF8036 5.50000000                                                           | CUSIP: 3133BV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1003623 | PA      | $1021204.40    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF7483 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#QF7483 5.50000000                                                           | CUSIP: 3133BVJ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       500659 | PA      | $509211.54     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF8351 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#QF8351 5.50000000                                                           | CUSIP: 3133BWH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        33134 | PA      | $33743.00      | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG2198 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#QG2198 5.50000000                                                           | CUSIP: 3133C2NP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       834894 | PA      | $849830.68     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5960 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#QG5960 5.50000000                                                           | CUSIP: 3133C6TR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       728176 | PA      | $740502.78     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH5056 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#QH5056 6.50000000                                                           | CUSIP: 3133CHTM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        49664 | PA      | $51616.66      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH5959 6% 12/01/53                     | FREDDIE MAC POOL UMBS P#QH5959 6.00000000                                                           | CUSIP: 3133CJTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        76826 | PA      | $79063.94      | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH6141 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#QH6141 6.50000000                                                           | CUSIP: 3133CJZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       299890 | PA      | $312080.38     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH6440 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#QH6440 6.50000000                                                           | CUSIP: 3133CKEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       208357 | PA      | $216962.42     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ9089 6.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#QJ9089 6.50000000                                                           | CUSIP: 3133D1C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       571071 | PA      | $595370.21     | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2909 4% 06/01/50                     | FREDDIE MAC POOL UMBS P#RA2909 4.00000000                                                           | CUSIP: 3133KJGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       423719 | PA      | $405770.95     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3078 3% 07/01/50                     | FREDDIE MAC POOL UMBS P#RA3078 3.00000000                                                           | CUSIP: 3133KJM33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17961369 | PA      | $16183982.45   | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3827 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#RA3827 4.00000000                                                           | CUSIP: 3133KKHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        29592 | PA      | $28271.32      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5299 4% 05/01/51                     | FREDDIE MAC POOL UMBS P#RA5299 4.00000000                                                           | CUSIP: 3133KL3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       153490 | PA      | $146365.67     | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5955 4% 09/01/51                     | FREDDIE MAC POOL UMBS P#RA5955 4.00000000                                                           | CUSIP: 3133KMTL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        53533 | PA      | $51134.68      | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6962 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#RA6962 2.50000000                                                           | CUSIP: 3133KNWX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     91527020 | PA      | $78536028.14   | 0.18%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7870 4% 09/01/52                     | FREDDIE MAC POOL UMBS P#RA7870 4.00000000                                                           | CUSIP: 3133KPW79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18232389 | PA      | $17394479.90   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9862 6.5% 09/01/53                   | FREDDIE MAC POOL UMBS P#RA9862 6.50000000                                                           | CUSIP: 3133KR5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       702446 | PA      | $738205.35     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9616 5% 08/01/53                     | FREDDIE MAC POOL UMBS P#RA9616 5.00000000                                                           | CUSIP: 3133KRVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       524228 | PA      | $524304.99     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5289 5% 03/01/44                     | FREDDIE MAC POOL UMBS P#RB5289 5.00000000                                                           | CUSIP: 3133KY2W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       142534 | PA      | $145293.79     | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5071 2% 09/01/40                     | FREDDIE MAC POOL UMBS P#RB5071 2.00000000                                                           | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7560735 | PA      | $6626306.88    | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5077 2% 10/01/40                     | FREDDIE MAC POOL UMBS P#RB5077 2.00000000                                                           | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6010153 | PA      | $5330511.79    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RE6029 3% 02/01/50                     | FREDDIE MAC POOL UMBS P#RE6029 3.00000000                                                           | CUSIP: 3133N3VW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2688902 | PA      | $2344846.36    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QI8968 6% 06/01/54                     | FREDDIE MAC POOL UMBS P#QI8968 6.00000000                                                           | CUSIP: 3133WF6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        29333 | PA      | $30277.87      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2012-20 ZT 3.5% 03/25/42                  | FANNIE MAE REMICS SER 2012-20 CL ZT 3.50000000                                                      | CUSIP: 3136A4GN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1572434 | PA      | $1502666.11    | 0.00%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2013-21 EZ 3% 03/25/43                    | FANNIE MAE REMICS SER 2013-21 CL EZ 3.00000000                                                      | CUSIP: 3136ACQW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11250263 | PA      | $10371933.80   | 0.02%             | 2043-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2013-55 AK 2% 04/25/43                    | FANNIE MAE REMICS SER 2013-55 CL AK 2.00000000                                                      | CUSIP: 3136AEPZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10622870 | PA      | $9235818.49    | 0.02%             | 2043-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2013-93 ZV 3.5% 09/25/43                  | FANNIE MAE REMICS SER 2013-93 CL ZV 3.50000000                                                      | CUSIP: 3136AGLN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10726762 | PA      | $10156732.69   | 0.02%             | 2043-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2017-100 ZJ 3.5% 12/25/47                 | FANNIE MAE REMICS SER 2017-100 CL ZJ 3.50000000                                                     | CUSIP: 3136B0GN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2082524 | PA      | $1887794.45    | 0.00%             | 2047-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-7 CD 3% 02/25/48                     | FANNIE MAE REMICS SER 2018-7 CL CD 3.00000000                                                       | CUSIP: 3136B0YQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12930684 | PA      | $11850822.72   | 0.03%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2018-44 PZ 3.5% 06/25/48                  | FANNIE MAE REMICS SER 2018-44 CL PZ 3.50000000                                                      | CUSIP: 3136B13S1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11556350 | PA      | $10802946.47   | 0.02%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-38 PA 3.5% 06/25/47                  | FANNIE MAE REMICS SER 2018-38 CL PA 3.50000000                                                      | CUSIP: 3136B1Q80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1802746 | PA      | $1778821.72    | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-91 BE 3.5% 12/25/58                  | FANNIE MAE REMICS SER 2018-91 CL BE 3.50000000                                                      | CUSIP: 3136B3SL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6799882 | PA      | $6188963.61    | 0.01%             | 2058-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-86 JA 4% 05/25/47                    | FANNIE MAE REMICS SER 2018-86 CL JA 4.00000000                                                      | CUSIP: 3136B3SX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       376143 | PA      | $375188.15     | 0.00%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2019-52 PA 3% 09/25/49                    | FANNIE MAE REMICS SER 2019-52 CL PA 3.00000000                                                      | CUSIP: 3136B53X1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       257830 | PA      | $235003.60     | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2019-79 FA V/R 01/25/50                   | FANNIE MAE REMICS SER 2019-79 CL FA V/R 4.48867000                                                  | CUSIP: 3136B72K6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1592771 | PA      | $1565805.23    | 0.00%             | 2050-01-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| FNR 2024-10 AF V/R 12/25/50                   | FANNIE MAE REMICS SER 2024-10 CL AF V/R 5.10854000                                                  | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2252791 | PA      | $2250085.78    | 0.01%             | 2050-12-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FNR 2024-90 EF V/R 10/25/54                   | FANNIE MAE REMICS SER 2024-90 CL EF V/R 4.77419000                                                  | CUSIP: 3136BTYB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42234110 | PA      | $42423327.52   | 0.09%             | 2054-10-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNR 2024-105 FC V/R 01/25/55                  | FANNIE MAE REMICS SER 2024-105 CL FC V/R 4.87419000                                                 | CUSIP: 3136BUBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10071637 | PA      | $10105381.07   | 0.02%             | 2055-01-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNR 2025-60 CF V/R 08/25/55                   | FANNIE MAE REMICS SER 2025-60 CL CF V/R 4.87419000                                                  | CUSIP: 3136BW2N5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45962650 | PA      | $46144717.73   | 0.10%             | 2055-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNR 2025-76 D 5.399% 11/25/50                 | FANNIE MAE REMICS SER 2025-76 CL DT 5.39957000                                                      | CUSIP: 3136BW6F8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15673625 | PA      | $15558217.30   | 0.03%             | 2050-11-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNR 2025-81 FE V/R 10/25/55                   | FANNIE MAE REMICS SER 2025-81 CL FE V/R 4.87419000                                                  | CUSIP: 3136BXUN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3287350 | PA      | $3300939.04    | 0.01%             | 2055-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNR 2025-89 FP V/R 10/25/55                   | FANNIE MAE REMICS SER 2025-89 CL FP V/R 4.77419000                                                  | CUSIP: 3136BXYL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37541076 | PA      | $37707349.48   | 0.08%             | 2055-10-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHR 4047 CX 3.5% 05/15/42                     | FREDDIE MAC REMICS SER 4047 CL CX 3.50000000                                                        | CUSIP: 3137AQRN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24215431 | PA      | $23005364.12   | 0.05%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4366 BZ 3.5% 07/15/44                     | FREDDIE MAC REMICS SER 4366 CL BZ 3.50000000                                                        | CUSIP: 3137BCB23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23949924 | PA      | $22560035.93   | 0.05%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4655 CZ 3% 02/15/47                       | FREDDIE MAC REMICS SER 4655 CL CZ 3.00000000                                                        | CUSIP: 3137BVDA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10050039 | PA      | $8913955.46    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 4748 WZ 3.5% 12/15/47                     | FREDDIE MAC REMICS SER 4748 CL WZ 3.50000000                                                        | CUSIP: 3137FD6U1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6694863 | PA      | $6233579.79    | 0.01%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4750 Z 4% 01/15/48                        | FREDDIE MAC REMICS SER 4750 CL Z 4.00000000                                                         | CUSIP: 3137FDDS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11453567 | PA      | $10743600.83   | 0.02%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 4879 BC 3% 04/15/49                       | FREDDIE MAC REMICS SER 4879 CL BC 3.00000000                                                        | CUSIP: 3137FLUD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1754066 | PA      | $1592549.49    | 0.00%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS KLU1 X1 V/R 01/25/31                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KLU1 CL X1 V/R 0.60105700               | CUSIP: 3137FMCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114866679 | PA      | $1331511.57    | 0.00%             | 2031-01-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| FHR 4896 DA 3% 01/15/49                       | FREDDIE MAC REMICS SER 4896 CL DA 3.00000000                                                        | CUSIP: 3137FMLW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       491226 | PA      | $437915.69     | 0.00%             | 2049-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K-1512 X1 V/R 04/25/34                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-1512 CL X1 V/R 0.90222100             | CUSIP: 3137FMTU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18575029 | PA      | $935182.11     | 0.00%             | 2034-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHMS Q010 APT2 V/R 07/25/23                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT2 V/R 6.62736900             | CUSIP: 3137FMUK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        42940 | PA      | $42966.11      | 0.00%             | 2047-12-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FHMS Q010 APT3 V/R 02/25/27                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT3 V/R 3.91864500             | CUSIP: 3137FMUL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       147246 | PA      | $146370.13     | 0.00%             | 2046-10-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| FWLS 2017-SC01 M V/R 03/25/23                 | FREDDIE MAC WHOLE LOAN SECURITIES  SER 2017-SC01 CL M1 V/R REGD 144A P/P 3.65110400                 | CUSIP: 3137G1BM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       349127 | PA      | $345336.59     | 0.00%             | 2046-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FHR 5473 BF V/R 11/25/54                      | FREDDIE MAC REMICS SER 5473 CL BF V/R 5.17419000                                                    | CUSIP: 3137HHFL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8164153 | PA      | $8209729.73    | 0.02%             | 2054-11-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHR 5492 FM V/R 01/25/55                      | FREDDIE MAC REMICS SER 5492 CL FM V/R 4.82419000                                                    | CUSIP: 3137HHYU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13227444 | PA      | $13259677.83   | 0.03%             | 2055-01-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHR 5572 FA V/R 09/25/55                      | FREDDIE MAC REMICS SER 5572 CL FA V/R 4.77419000                                                    | CUSIP: 3137HMPS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183996173 | PA      | $184218053.92  | 0.41%             | 2055-09-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHR 5592 FE V/R 10/25/55                      | FREDDIE MAC REMICS SER 5592 CL FE V/R 4.77419000                                                    | CUSIP: 3137HNHA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44882446 | PA      | $45062594.74   | 0.10%             | 2055-10-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0160 4.5% 05/01/41                   | FANNIE MAE POOL UMBS P#AL0160 4.50000000                                                            | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1719108 | PA      | $1727822.28    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6276 5.5% 10/01/43                   | FANNIE MAE POOL UMBS P#AL6276 5.50000000                                                            | CUSIP: 3138EN6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       176341 | PA      | $183738.80     | 0.00%             | 2043-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6167 3.5% 01/01/44                   | FANNIE MAE POOL UMBS P#AL6167 3.50000000                                                            | CUSIP: 3138ENZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       730593 | PA      | $693869.36     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7092 3% 07/01/45                     | FANNIE MAE POOL UMBS P#AL7092 3.00000000                                                            | CUSIP: 3138EP3A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2051204 | PA      | $1881529.57    | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7343 5.5% 02/01/42                   | FANNIE MAE POOL UMBS P#AL7343 5.50000000                                                            | CUSIP: 3138EQER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       376282 | PA      | $392069.63     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7344 5.5% 06/01/41                   | FANNIE MAE POOL UMBS P#AL7344 5.50000000                                                            | CUSIP: 3138EQES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        93097 | PA      | $97003.42      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7381 4.5% 06/01/45                   | FANNIE MAE POOL UMBS P#AL7381 4.50000000                                                            | CUSIP: 3138EQFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       115090 | PA      | $114949.05     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9106 4.5% 02/01/46                   | FANNIE MAE POOL UMBS P#AL9106 4.50000000                                                            | CUSIP: 3138ERDL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       607999 | PA      | $606880.28     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4772 3.5% 04/01/45                   | FANNIE MAE POOL UMBS P#AS4772 3.50000000                                                            | CUSIP: 3138WEJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7042 | PA      | $6685.29       | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7233 3% 05/01/46                     | FANNIE MAE POOL UMBS P#AS7233 3.00000000                                                            | CUSIP: 3138WHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2716366 | PA      | $2469367.37    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9830 4% 06/01/47                     | FANNIE MAE POOL UMBS P#AS9830 4.00000000                                                            | CUSIP: 3138WK4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       526740 | PA      | $509354.73     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9454 4% 04/01/47                     | FANNIE MAE POOL UMBS P#AS9454 4.00000000                                                            | CUSIP: 3138WKQG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       107084 | PA      | $103566.57     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9972 4% 07/01/47                     | FANNIE MAE POOL UMBS P#AS9972 4.00000000                                                            | CUSIP: 3138WLCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       479510 | PA      | $463633.92     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA0593 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA0593 6.50000000                                                            | CUSIP: 3140A0UT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       110986 | PA      | $116201.53     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1042 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#DA1042 6.50000000                                                            | CUSIP: 3140A1EQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       719880 | PA      | $748555.70     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1088 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA1088 6.50000000                                                            | CUSIP: 3140A1F69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4066251 | PA      | $4232374.02    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1098 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA1098 6.50000000                                                            | CUSIP: 3140A1GG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5129446 | PA      | $5331258.83    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1189 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA1189 6.50000000                                                            | CUSIP: 3140A1KB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        24038 | PA      | $25088.56      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA4922 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#DA4922 6.50000000                                                            | CUSIP: 3140A5PG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       202044 | PA      | $210712.04     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA4990 5.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA4990 5.50000000                                                            | CUSIP: 3140A5RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1141845 | PA      | $1160912.13    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA5969 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA5969 6.50000000                                                            | CUSIP: 3140A6T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        86296 | PA      | $89698.15      | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB3402 6% 05/01/54                     | FANNIE MAE POOL UMBS P#DB3402 6.00000000                                                            | CUSIP: 3140ACX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        78211 | PA      | $80380.55      | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB4485 6% 09/01/54                     | FANNIE MAE POOL UMBS P#DB4485 6.00000000                                                            | CUSIP: 3140AD6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        35517 | PA      | $36488.66      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB4487 6% 09/01/54                     | FANNIE MAE POOL UMBS P#DB4487 6.00000000                                                            | CUSIP: 3140AD6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       798889 | PA      | $820540.76     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0891 7% 03/01/55                     | FANNIE MAE POOL UMBS P#DC0891 7.00000000                                                            | CUSIP: 3140AM7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1674775 | PA      | $1763228.15    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC1351 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#DC1351 6.50000000                                                            | CUSIP: 3140ANQD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       993175 | PA      | $1036973.12    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC3282 6.5% 09/01/54                   | FANNIE MAE POOL UMBS P#DC3282 6.50000000                                                            | CUSIP: 3140AQUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       939021 | PA      | $980430.77     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC3467 6.5% 09/01/54                   | FANNIE MAE POOL UMBS P#DC3467 6.50000000                                                            | CUSIP: 3140AQZ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       589858 | PA      | $615325.82     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC9244 6.5% 12/01/54                   | FANNIE MAE POOL UMBS P#DC9244 6.50000000                                                            | CUSIP: 3140AXHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       469383 | PA      | $490497.43     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD3321 6.5% 02/01/55                   | FANNIE MAE POOL UMBS P#DD3321 6.50000000                                                            | CUSIP: 3140B3VP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1326787 | PA      | $1386697.50    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD6432 7% 03/01/55                     | FANNIE MAE POOL UMBS P#DD6432 7.00000000                                                            | CUSIP: 3140B7EE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1368836 | PA      | $1456882.07    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD8292 6.5% 04/01/55                   | FANNIE MAE POOL UMBS P#DD8292 6.50000000                                                            | CUSIP: 3140B9GA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2376873 | PA      | $2483067.49    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD8453 7% 04/01/55                     | FANNIE MAE POOL UMBS P#DD8453 7.00000000                                                            | CUSIP: 3140B9MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4346454 | PA      | $4597828.01    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DE1081 6.5% 06/01/55                   | FANNIE MAE POOL UMBS P#DE1081 6.50000000                                                            | CUSIP: 3140BDFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1692289 | PA      | $1765911.10    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD2450 3.5% 01/01/47                   | FANNIE MAE POOL UMBS P#BD2450 3.50000000                                                            | CUSIP: 3140F9WL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5041253 | PA      | $4765858.75    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD5046 3.5% 02/01/47                   | FANNIE MAE POOL UMBS P#BD5046 3.50000000                                                            | CUSIP: 3140FCTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       328478 | PA      | $310244.23     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH0824 4% 05/01/47                     | FANNIE MAE POOL UMBS P#BH0824 4.00000000                                                            | CUSIP: 3140GN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13730 | PA      | $13225.08      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH9212 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#BH9212 3.50000000                                                            | CUSIP: 3140GYGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1366261 | PA      | $1289080.58    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ2315 4% 03/01/48                     | FANNIE MAE POOL UMBS P#BJ2315 4.00000000                                                            | CUSIP: 3140H3SD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        68653 | PA      | $66145.56      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ8592 4% 04/01/48                     | FANNIE MAE POOL UMBS P#BJ8592 4.00000000                                                            | CUSIP: 3140HARN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        55072 | PA      | $53202.79      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK0920 4% 07/01/48                     | FANNIE MAE POOL UMBS P#BK0920 4.00000000                                                            | CUSIP: 3140HEAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       108727 | PA      | $105053.61     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK4764 4% 08/01/48                     | FANNIE MAE POOL UMBS P#BK4764 4.00000000                                                            | CUSIP: 3140HJJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7677 | PA      | $7416.10       | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK9597 4% 08/01/48                     | FANNIE MAE POOL UMBS P#BK9597 4.00000000                                                            | CUSIP: 3140HPUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       129138 | PA      | $124674.45     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                            | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12168 | PA      | $11757.12      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3363 4% 09/01/46                     | FANNIE MAE POOL UMBS P#BM3363 4.00000000                                                            | CUSIP: 3140J7WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       401423 | PA      | $385357.90     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3392 4% 01/01/48                     | FANNIE MAE POOL UMBS P#BM3392 4.00000000                                                            | CUSIP: 3140J7XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        31127 | PA      | $30179.25      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7427 4.5% 06/01/45                   | FANNIE MAE POOL UMBS P#BM7427 4.50000000                                                            | CUSIP: 3140JCHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18358160 | PA      | $18335728.57   | 0.04%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7753 V/R 06/01/55                    | FANNIE MAE POOL UMBS P#BM7753 V/R 5.09000000                                                        | CUSIP: 3140JCTK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28977368 | PA      | $29287309.44   | 0.07%             | 2055-06-01      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0334 4% 12/01/48                     | FANNIE MAE POOL UMBS P#BN0334 4.00000000                                                            | CUSIP: 3140JGLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        48366 | PA      | $46702.28      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0663 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BN0663 4.00000000                                                            | CUSIP: 3140JGWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        47247 | PA      | $45643.27      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN3899 4% 12/01/48                     | FANNIE MAE POOL UMBS P#BN3899 4.00000000                                                            | CUSIP: 3140JLKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       104865 | PA      | $101258.01     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4316 4% 01/01/49                     | FANNIE MAE POOL UMBS P#BN4316 4.00000000                                                            | CUSIP: 3140JLYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2262058 | PA      | $2199900.79    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4355 4% 02/01/49                     | FANNIE MAE POOL UMBS P#BN4355 4.00000000                                                            | CUSIP: 3140JLZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1829213 | PA      | $1773968.37    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN7755 3% 09/01/49                     | FANNIE MAE POOL UMBS P#BN7755 3.00000000                                                            | CUSIP: 3140JQTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13692107 | PA      | $12389845.34   | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO2259 3% 10/01/49                     | FANNIE MAE POOL UMBS P#BO2259 3.00000000                                                            | CUSIP: 3140JWQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23296800 | PA      | $21002553.95   | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7056 2% 01/01/52                     | FANNIE MAE POOL UMBS P#BQ7056 2.00000000                                                            | CUSIP: 3140KSZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89976935 | PA      | $72989066.87   | 0.16%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7805 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BT7805 3.00000000                                                            | CUSIP: 3140LWU70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6139166 | PA      | $5437719.30    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8106 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BT8106 3.00000000                                                            | CUSIP: 3140LXAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1959797 | PA      | $1741562.29    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7103 2% 12/01/51                     | FANNIE MAE POOL UMBS P#BU7103 2.00000000                                                            | CUSIP: 3140M83M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27834679 | PA      | $22511390.11   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8945 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BU8945 3.00000000                                                            | CUSIP: 3140MA5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       223058 | PA      | $197686.04     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0924 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV0924 3.00000000                                                            | CUSIP: 3140MEA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        44124 | PA      | $39105.33      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0922 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV0922 3.00000000                                                            | CUSIP: 3140MEAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       374653 | PA      | $331649.72     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2451 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV2451 3.00000000                                                            | CUSIP: 3140MFWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       849819 | PA      | $752432.86     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2942 3% 03/01/52                     | FANNIE MAE POOL UMBS P#BV2942 3.00000000                                                            | CUSIP: 3140MGHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       106265 | PA      | $94196.92      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5050 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5050 3.00000000                                                            | CUSIP: 3140MJTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       341951 | PA      | $303616.32     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5578 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV5578 3.00000000                                                            | CUSIP: 3140MKFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       814639 | PA      | $722086.79     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5581 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#BV5581 3.50000000                                                            | CUSIP: 3140MKFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108630764 | PA      | $100675419.39  | 0.23%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5622 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5622 3.00000000                                                            | CUSIP: 3140MKG89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3863667 | PA      | $3422682.82    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5623 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5623 3.00000000                                                            | CUSIP: 3140MKG97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57301743 | PA      | $50727678.97   | 0.11%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5920 6.5% 08/01/55                   | FANNIE MAE POOL UMBS P#BV5920 6.50000000                                                            | CUSIP: 3140MKSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1937265 | PA      | $2060445.24    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7200 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV7200 3.00000000                                                            | CUSIP: 3140MMAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       293608 | PA      | $260141.44     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7238 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV7238 3.00000000                                                            | CUSIP: 3140MMBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       783119 | PA      | $693232.84     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7243 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV7243 3.00000000                                                            | CUSIP: 3140MMBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       988639 | PA      | $876316.59     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7803 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV7803 3.00000000                                                            | CUSIP: 3140MMU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       584219 | PA      | $517770.65     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8117 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV8117 3.00000000                                                            | CUSIP: 3140MNAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1806866 | PA      | $1599699.58    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8135 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV8135 3.00000000                                                            | CUSIP: 3140MNBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       491050 | PA      | $435299.41     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9701 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV9701 3.00000000                                                            | CUSIP: 3140MPX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       962885 | PA      | $852858.19     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW0161 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BW0161 3.00000000                                                            | CUSIP: 3140MRFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       368068 | PA      | $326203.54     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1734 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BW1734 3.00000000                                                            | CUSIP: 3140MS4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       843620 | PA      | $747884.55     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1449 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BW1449 3.00000000                                                            | CUSIP: 3140MSTF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       574886 | PA      | $508988.53     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW2935 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BW2935 3.00000000                                                            | CUSIP: 3140MUHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       424801 | PA      | $376418.15     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3384 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW3384 3.00000000                                                            | CUSIP: 3140MUXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1026128 | PA      | $908748.99     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW4143 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW4143 3.00000000                                                            | CUSIP: 3140MVS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1729954 | PA      | $1532053.21    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW6250 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW6250 3.00000000                                                            | CUSIP: 3140MX5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1785432 | PA      | $1582299.25    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX0836 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#BX0836 5.50000000                                                            | CUSIP: 3140N44W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        88186 | PA      | $89733.72      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX3974 5.5% 12/01/52                   | FANNIE MAE POOL UMBS P#BX3974 5.50000000                                                            | CUSIP: 3140N8MY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       311557 | PA      | $316967.55     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX4267 5.5% 12/01/52                   | FANNIE MAE POOL UMBS P#BX4267 5.50000000                                                            | CUSIP: 3140N8W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       572416 | PA      | $581749.23     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX5097 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#BX5097 5.50000000                                                            | CUSIP: 3140N9UX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1952244 | PA      | $1984159.27    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX6812 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#BX6812 5.50000000                                                            | CUSIP: 3140NBSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       498187 | PA      | $506888.01     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX7273 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#BX7273 5.50000000                                                            | CUSIP: 3140NCCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2521587 | PA      | $2566944.67    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX7774 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#BX7774 5.50000000                                                            | CUSIP: 3140NCT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1318489 | PA      | $1344460.45    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX8382 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#BX8382 5.50000000                                                            | CUSIP: 3140NDJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       227734 | PA      | $231116.27     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX9060 6% 04/01/53                     | FANNIE MAE POOL UMBS P#BX9060 6.00000000                                                            | CUSIP: 3140NEB61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6577590 | PA      | $6784985.49    | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY2024 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY2024 5.50000000                                                            | CUSIP: 3140NJHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3477030 | PA      | $3540076.77    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY6172 5.5% 07/01/53                   | FANNIE MAE POOL UMBS P#BY6172 5.50000000                                                            | CUSIP: 3140NN2E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1142752 | PA      | $1161936.48    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY6131 6.5% 09/01/53                   | FANNIE MAE POOL UMBS P#BY6131 6.50000000                                                            | CUSIP: 3140NNY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       285383 | PA      | $297159.86     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY7242 6% 07/01/53                     | FANNIE MAE POOL UMBS P#BY7242 6.00000000                                                            | CUSIP: 3140NQBL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2677169 | PA      | $2751113.74    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0854 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#CA0854 3.50000000                                                            | CUSIP: 3140Q75Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1359454 | PA      | $1280709.43    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1710 4.5% 05/01/48                   | FANNIE MAE POOL UMBS P#CA1710 4.50000000                                                            | CUSIP: 3140Q83U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3243059 | PA      | $3213998.88    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1711 4.5% 05/01/48                   | FANNIE MAE POOL UMBS P#CA1711 4.50000000                                                            | CUSIP: 3140Q83V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1379540 | PA      | $1366471.21    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0996 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#CA0996 3.50000000                                                            | CUSIP: 3140Q8DA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2671561 | PA      | $2516815.82    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2039 4% 07/01/48                     | FANNIE MAE POOL UMBS P#CA2039 4.00000000                                                            | CUSIP: 3140Q9HR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2037146 | PA      | $1968321.40    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2208 4.5% 08/01/48                   | FANNIE MAE POOL UMBS P#CA2208 4.50000000                                                            | CUSIP: 3140Q9N25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2281426 | PA      | $2253775.38    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2194 4% 08/01/48                     | FANNIE MAE POOL UMBS P#CA2194 4.00000000                                                            | CUSIP: 3140Q9NL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34247 | PA      | $33091.99      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2327 4% 09/01/48                     | FANNIE MAE POOL UMBS P#CA2327 4.00000000                                                            | CUSIP: 3140Q9SR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8114829 | PA      | $7876695.59    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3633 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#CA3633 3.50000000                                                            | CUSIP: 3140QBBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3917357 | PA      | $3704203.96    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4030 4% 08/01/49                     | FANNIE MAE POOL UMBS P#CA4030 4.00000000                                                            | CUSIP: 3140QBPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        63501 | PA      | $61120.29      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4534 3% 11/01/49                     | FANNIE MAE POOL UMBS P#CA4534 3.00000000                                                            | CUSIP: 3140QCBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17131582 | PA      | $15515777.48   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6038 2.5% 06/01/50                   | FANNIE MAE POOL UMBS P#CA6038 2.50000000                                                            | CUSIP: 3140QDV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113345013 | PA      | $97627975.68   | 0.22%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6416 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6416 3.00000000                                                            | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19566638 | PA      | $17630359.32   | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6441 4% 12/01/49                     | FANNIE MAE POOL UMBS P#CA6441 4.00000000                                                            | CUSIP: 3140QEEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       326239 | PA      | $313906.35     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7844 4% 08/01/47                     | FANNIE MAE POOL UMBS P#CA7844 4.00000000                                                            | CUSIP: 3140QFWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12088 | PA      | $11682.01      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8895 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA8895 2.50000000                                                            | CUSIP: 3140QG3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25185925 | PA      | $21366446.81   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8642 4% 01/01/51                     | FANNIE MAE POOL UMBS P#CA8642 4.00000000                                                            | CUSIP: 3140QGS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       159179 | PA      | $152299.57     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8827 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA8827 2.50000000                                                            | CUSIP: 3140QGYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3918610 | PA      | $3318968.16    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9090 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA9090 2.50000000                                                            | CUSIP: 3140QHC45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18186574 | PA      | $15404104.17   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1244 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#CB1244 2.50000000                                                            | CUSIP: 3140QLL20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75693634 | PA      | $65184298.05   | 0.15%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2364 2% 12/01/51                     | FANNIE MAE POOL UMBS P#CB2364 2.00000000                                                            | CUSIP: 3140QMTW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56992492 | PA      | $46162879.39   | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3296 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#CB3296 2.50000000                                                            | CUSIP: 3140QNUW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71965392 | PA      | $61856237.48   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3361 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3361 3.00000000                                                            | CUSIP: 3140QNWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        27631 | PA      | $24656.08      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3410 3% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3410 3.00000000                                                            | CUSIP: 3140QNYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       803903 | PA      | $712356.91     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3899 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3899 3.50000000                                                            | CUSIP: 3140QPKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24429502 | PA      | $22732422.69   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4157 4% 07/01/52                     | FANNIE MAE POOL UMBS P#CB4157 4.00000000                                                            | CUSIP: 3140QPTP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18508969 | PA      | $17635484.73   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4852 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#CB4852 4.50000000                                                            | CUSIP: 3140QQMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42344147 | PA      | $41497557.25   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5592 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#CB5592 5.50000000                                                            | CUSIP: 3140QRGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       894820 | PA      | $910597.43     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5675 4.5% 02/01/53                   | FANNIE MAE POOL UMBS P#CB5675 4.50000000                                                            | CUSIP: 3140QRJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4369906 | PA      | $4292971.49    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5778 6% 12/01/52                     | FANNIE MAE POOL UMBS P#CB5778 6.00000000                                                            | CUSIP: 3140QRM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20725571 | PA      | $21351602.03   | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5916 6% 02/01/53                     | FANNIE MAE POOL UMBS P#CB5916 6.00000000                                                            | CUSIP: 3140QRSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        47965 | PA      | $49433.67      | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6105 6.5% 04/01/53                   | FANNIE MAE POOL UMBS P#CB6105 6.50000000                                                            | CUSIP: 3140QRYB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9547085 | PA      | $10053424.70   | 0.02%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7197 5.5% 07/01/53                   | FANNIE MAE POOL UMBS P#CB7197 5.50000000                                                            | CUSIP: 3140QS7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3267902 | PA      | $3323221.55    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6989 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#CB6989 5.50000000                                                            | CUSIP: 3140QSXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       189115 | PA      | $192039.61     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7445 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#CB7445 6.50000000                                                            | CUSIP: 3140QTHX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4423183 | PA      | $4648352.90    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7446 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#CB7446 6.50000000                                                            | CUSIP: 3140QTHY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33817524 | PA      | $35504607.73   | 0.08%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9609 4.5% 12/01/54                   | FANNIE MAE POOL UMBS P#CB9609 4.50000000                                                            | CUSIP: 3140QVVB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8357755 | PA      | $8161240.95    | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0302 4.5% 01/01/55                   | FANNIE MAE POOL UMBS P#FA0302 4.50000000                                                            | CUSIP: 3140W0KQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107285002 | PA      | $105866756.29  | 0.24%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0305 4.5% 01/01/55                   | FANNIE MAE POOL UMBS P#FA0305 4.50000000                                                            | CUSIP: 3140W0KT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27147223 | PA      | $26742963.21   | 0.06%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0497 4.5% 01/01/55                   | FANNIE MAE POOL UMBS P#FA0497 4.50000000                                                            | CUSIP: 3140W0RT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    275199994 | PA      | $268729175.42  | 0.60%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1126 4.5% 03/01/55                   | FANNIE MAE POOL UMBS P#FA1126 4.50000000                                                            | CUSIP: 3140W1HC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20896024 | PA      | $20546248.56   | 0.05%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2569 6.5% 02/01/55                   | FANNIE MAE POOL UMBS P#FA2569 6.50000000                                                            | CUSIP: 3140W22B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12473280 | PA      | $13097190.26   | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1839 7% 03/01/45                     | FANNIE MAE POOL UMBS P#FA1839 7.00000000                                                            | CUSIP: 3140W2BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       272153 | PA      | $286354.04     | 0.00%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1972 6.5% 06/01/55                   | FANNIE MAE POOL UMBS P#FA1972 6.50000000                                                            | CUSIP: 3140W2FN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11062531 | PA      | $11664918.22   | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2175 2.5% 05/01/52                   | FANNIE MAE POOL UMBS P#FA2175 2.50000000                                                            | CUSIP: 3140W2MZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92503756 | PA      | $79238917.10   | 0.18%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2337 4.5% 07/01/55                   | FANNIE MAE POOL UMBS P#FA2337 4.50000000                                                            | CUSIP: 3140W2S36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14716366 | PA      | $14504379.68   | 0.03%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2338 4.5% 07/01/55                   | FANNIE MAE POOL UMBS P#FA2338 4.50000000                                                            | CUSIP: 3140W2S44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12287332 | PA      | $12106327.30   | 0.03%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2565 6.5% 08/01/55                   | FANNIE MAE POOL UMBS P#FA2565 6.50000000                                                            | CUSIP: 3140W2Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11448753 | PA      | $12138589.44   | 0.03%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2566 6.5% 07/01/55                   | FANNIE MAE POOL UMBS P#FA2566 6.50000000                                                            | CUSIP: 3140W2Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15943958 | PA      | $16866014.23   | 0.04%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2567 6.5% 08/01/55                   | FANNIE MAE POOL UMBS P#FA2567 6.50000000                                                            | CUSIP: 3140W2Z95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19507807 | PA      | $20527133.39   | 0.05%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1626 4% 11/01/48                     | FANNIE MAE POOL UMBS P#FM1626 4.00000000                                                            | CUSIP: 3140X4YY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        18127 | PA      | $17516.36      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2173 4% 09/01/48                     | FANNIE MAE POOL UMBS P#FM2173 4.00000000                                                            | CUSIP: 3140X5MX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        79602 | PA      | $76876.94      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2318 3.5% 09/01/49                   | FANNIE MAE POOL UMBS P#FM2318 3.50000000                                                            | CUSIP: 3140X5SG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1640571 | PA      | $1545034.36    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3663 4% 03/01/50                     | FANNIE MAE POOL UMBS P#FM3663 4.00000000                                                            | CUSIP: 3140X7B99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3504297 | PA      | $3373997.94    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3904 4% 03/01/49                     | FANNIE MAE POOL UMBS P#FM3904 4.00000000                                                            | CUSIP: 3140X7KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       253632 | PA      | $245027.03     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3908 4% 12/01/49                     | FANNIE MAE POOL UMBS P#FM3908 4.00000000                                                            | CUSIP: 3140X7KW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       404173 | PA      | $389770.45     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5750 4% 08/01/50                     | FANNIE MAE POOL UMBS P#FM5750 4.00000000                                                            | CUSIP: 3140X9L86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       588388 | PA      | $564229.54     | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7159 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#FM7159 2.50000000                                                            | CUSIP: 3140XA5V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68255845 | PA      | $57905412.90   | 0.13%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7972 4% 11/01/49                     | FANNIE MAE POOL UMBS P#FM7972 4.00000000                                                            | CUSIP: 3140XB2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       256366 | PA      | $247593.78     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7461 4% 08/01/50                     | FANNIE MAE POOL UMBS P#FM7461 4.00000000                                                            | CUSIP: 3140XBJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45691171 | PA      | $43885183.05   | 0.10%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7599 3.5% 01/01/51                   | FANNIE MAE POOL UMBS P#FM7599 3.50000000                                                            | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9831431 | PA      | $9165615.70    | 0.02%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8302 4% 03/01/51                     | FANNIE MAE POOL UMBS P#FM8302 4.00000000                                                            | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       882907 | PA      | $850369.49     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8338 4% 11/01/50                     | FANNIE MAE POOL UMBS P#FM8338 4.00000000                                                            | CUSIP: 3140XCHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        45416 | PA      | $43833.46      | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8731 2% 09/01/51                     | FANNIE MAE POOL UMBS P#FM8731 2.00000000                                                            | CUSIP: 3140XCVZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13058053 | PA      | $10613018.38   | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0476 2% 02/01/52                     | FANNIE MAE POOL UMBS P#FS0476 2.00000000                                                            | CUSIP: 3140XFQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14185134 | PA      | $11682966.79   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0957 3% 03/01/52                     | FANNIE MAE POOL UMBS P#FS0957 3.00000000                                                            | CUSIP: 3140XGB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       220747 | PA      | $195444.21     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1598 2% 04/01/52                     | FANNIE MAE POOL UMBS P#FS1598 2.00000000                                                            | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72667847 | PA      | $58913319.87   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2638 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS2638 2.50000000                                                            | CUSIP: 3140XH4Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17744307 | PA      | $15054631.81   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2447 6% 09/01/29                     | FANNIE MAE POOL UMBS P#FS2447 6.00000000                                                            | CUSIP: 3140XHWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1780537 | PA      | $1826707.49    | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3031 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#FS3031 2.50000000                                                            | CUSIP: 3140XJLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63890809 | PA      | $55069271.41   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4580 4% 02/01/43                     | FANNIE MAE POOL UMBS P#FS4580 4.00000000                                                            | CUSIP: 3140XLCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       111465 | PA      | $109631.99     | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4671 6.5% 05/01/53                   | FANNIE MAE POOL UMBS P#FS4671 6.50000000                                                            | CUSIP: 3140XLFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4992595 | PA      | $5232941.95    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4835 6.5% 02/01/53                   | FANNIE MAE POOL UMBS P#FS4835 6.50000000                                                            | CUSIP: 3140XLLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14472782 | PA      | $15291433.46   | 0.03%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4947 4% 01/01/53                     | FANNIE MAE POOL UMBS P#FS4947 4.00000000                                                            | CUSIP: 3140XLP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17831206 | PA      | $16994415.45   | 0.04%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5850 6% 09/01/53                     | FANNIE MAE POOL UMBS P#FS5850 6.00000000                                                            | CUSIP: 3140XMQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        96724 | PA      | $99581.07      | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6074 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#FS6074 6.50000000                                                            | CUSIP: 3140XMXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2735558 | PA      | $2887833.87    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6086 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#FS6086 6.50000000                                                            | CUSIP: 3140XMXQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9658350 | PA      | $10176457.29   | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6380 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#FS6380 2.50000000                                                            | CUSIP: 3140XNCS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50895995 | PA      | $43183280.72   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6499 4% 01/01/53                     | FANNIE MAE POOL UMBS P#FS6499 4.00000000                                                            | CUSIP: 3140XNGH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22600939 | PA      | $21569480.38   | 0.05%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7252 5% 11/01/53                     | FANNIE MAE POOL UMBS P#FS7252 5.00000000                                                            | CUSIP: 3140XPBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75402084 | PA      | $75455981.19   | 0.17%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8876 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#FS8876 6.50000000                                                            | CUSIP: 3140XQ2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7308622 | PA      | $7678249.69    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8543 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#FS8543 6.50000000                                                            | CUSIP: 3140XQP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20612404 | PA      | $21764948.17   | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8573 6.5% 06/01/54                   | FANNIE MAE POOL UMBS P#FS8573 6.50000000                                                            | CUSIP: 3140XQQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5508022 | PA      | $5797257.35    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8627 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#FS8627 6.50000000                                                            | CUSIP: 3140XQSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5312315 | PA      | $5586652.79    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9442 4.5% 03/01/53                   | FANNIE MAE POOL UMBS P#FS9442 4.50000000                                                            | CUSIP: 3140XRP41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10662699 | PA      | $10436254.97   | 0.02%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9508 4.5% 03/01/54                   | FANNIE MAE POOL UMBS P#FS9508 4.50000000                                                            | CUSIP: 3140XRR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12855305 | PA      | $12582939.25   | 0.03%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9993 6.5% 03/01/54                   | FANNIE MAE POOL UMBS P#FS9993 6.50000000                                                            | CUSIP: 3140XSC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4814829 | PA      | $5059729.78    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0134 6.5% 03/01/55                   | FANNIE MAE POOL UMBS P#CC0134 6.50000000                                                            | CUSIP: 3140Y6EG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6830872 | PA      | $7250714.21    | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0144 6.5% 03/01/55                   | FANNIE MAE POOL UMBS P#CC0144 6.50000000                                                            | CUSIP: 3140Y6ES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7626858 | PA      | $8111790.80    | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0278 6.5% 04/01/55                   | FANNIE MAE POOL UMBS P#CC0278 6.50000000                                                            | CUSIP: 3140Y6JY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38560746 | PA      | $40660605.84   | 0.09%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0279 6.5% 04/01/55                   | FANNIE MAE POOL UMBS P#CC0279 6.50000000                                                            | CUSIP: 3140Y6JZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44793086 | PA      | $47261642.34   | 0.11%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0301 7% 04/01/55                     | FANNIE MAE POOL UMBS P#CC0301 7.00000000                                                            | CUSIP: 3140Y6KP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12076017 | PA      | $12696124.95   | 0.03%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0613 7% 05/01/55                     | FANNIE MAE POOL UMBS P#CC0613 7.00000000                                                            | CUSIP: 3140Y6VF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2269262 | PA      | $2389212.98    | 0.01%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0735 6.5% 07/01/55                   | FANNIE MAE POOL UMBS P#CC0735 6.50000000                                                            | CUSIP: 3140Y6Y95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10852985 | PA      | $11529942.97   | 0.03%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1054 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1054 6.50000000                                                            | CUSIP: 3140Y7E46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15475170 | PA      | $16328036.35   | 0.04%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1049 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1049 6.50000000                                                            | CUSIP: 3140Y7EX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11050755 | PA      | $11740062.64   | 0.03%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1050 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1050 6.50000000                                                            | CUSIP: 3140Y7EY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5889274 | PA      | $6251272.73    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1051 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1051 6.50000000                                                            | CUSIP: 3140Y7EZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8950488 | PA      | $9489821.85    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1062 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1062 6.50000000                                                            | CUSIP: 3140Y7FC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8943393 | PA      | $9512072.77    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA9466 5.5% 02/01/54                   | FANNIE MAE POOL UMBS P#DA9466 5.50000000                                                            | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1786705 | PA      | $1819029.69    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA9924 6.5% 02/01/54                   | FANNIE MAE POOL UMBS P#DA9924 6.50000000                                                            | CUSIP: 3140YYA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       126927 | PA      | $132146.40     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#995763 4.5% 11/01/35                   | FANNIE MAE POOL UMBS P#995763 4.50000000                                                            | CUSIP: 31416CFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        83026 | PA      | $83661.71      | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC5490 5.5% 12/01/39                   | FANNIE MAE POOL UMBS P#AC5490 5.50000000                                                            | CUSIP: 31417SC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        96688 | PA      | $100743.48     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1146 4% 08/01/42                     | FANNIE MAE POOL UMBS P#MA1146 4.00000000                                                            | CUSIP: 31418AHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       726348 | PA      | $707226.71     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1177 3.5% 09/01/42                   | FANNIE MAE POOL UMBS P#MA1177 3.50000000                                                            | CUSIP: 31418AJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        52479 | PA      | $49842.78      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1283 3.5% 12/01/42                   | FANNIE MAE POOL UMBS P#MA1283 3.50000000                                                            | CUSIP: 31418AM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       371786 | PA      | $353104.24     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1546 3.5% 08/01/43                   | FANNIE MAE POOL UMBS P#MA1546 3.50000000                                                            | CUSIP: 31418AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        35706 | PA      | $33911.92      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1607 3% 10/01/33                     | FANNIE MAE POOL UMBS P#MA1607 3.00000000                                                            | CUSIP: 31418AYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       628092 | PA      | $607547.99     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2670 3% 07/01/46                     | FANNIE MAE POOL UMBS P#MA2670 3.00000000                                                            | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       637571 | PA      | $577451.21     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3521 4% 11/01/48                     | FANNIE MAE POOL UMBS P#MA3521 4.00000000                                                            | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       147635 | PA      | $142555.31     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3537 4.5% 12/01/48                   | FANNIE MAE POOL UMBS P#MA3537 4.50000000                                                            | CUSIP: 31418C4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       972556 | PA      | $964352.16     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3590 4% 02/01/39                     | FANNIE MAE POOL UMBS P#MA3590 4.00000000                                                            | CUSIP: 31418C7C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        59107 | PA      | $58116.38      | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2806 3% 11/01/46                     | FANNIE MAE POOL UMBS P#MA2806 3.00000000                                                            | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       163474 | PA      | $148347.86     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3121 4% 09/01/47                     | FANNIE MAE POOL UMBS P#MA3121 4.00000000                                                            | CUSIP: 31418CPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        83847 | PA      | $81058.38      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3182 3.5% 11/01/47                   | FANNIE MAE POOL UMBS P#MA3182 3.50000000                                                            | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2193202 | PA      | $2057074.53    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3243 3.5% 01/01/38                   | FANNIE MAE POOL UMBS P#MA3243 3.50000000                                                            | CUSIP: 31418CS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1380643 | PA      | $1333742.42    | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3333 4% 04/01/48                     | FANNIE MAE POOL UMBS P#MA3333 4.00000000                                                            | CUSIP: 31418CV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       149033 | PA      | $144021.37     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3384 4% 06/01/48                     | FANNIE MAE POOL UMBS P#MA3384 4.00000000                                                            | CUSIP: 31418CXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2681222 | PA      | $2590781.15    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                     | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                            | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36580002 | PA      | $29707969.00   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                            | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39720430 | PA      | $33819628.07   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3804 4% 10/01/49                     | FANNIE MAE POOL UMBS P#MA3804 4.00000000                                                            | CUSIP: 31418DGN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        60359 | PA      | $58114.41      | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3960 3% 03/01/50                     | FANNIE MAE POOL UMBS P#MA3960 3.00000000                                                            | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       905413 | PA      | $808523.20     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                     | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                            | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       486071 | PA      | $466755.91     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                     | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                            | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3660633 | PA      | $2988561.90    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4333 2% 05/01/41                     | FANNIE MAE POOL UMBS P#MA4333 2.00000000                                                            | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5093558 | PA      | $4439325.62    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51                     | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                            | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50357144 | PA      | $40991391.90   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4364 2% 06/01/41                     | FANNIE MAE POOL UMBS P#MA4364 2.00000000                                                            | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20160874 | PA      | $17588201.35   | 0.04%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5271 5.5% 02/01/54                   | FANNIE MAE POOL UMBS P#MA5271 5.50000000                                                            | CUSIP: 31418E2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3616468 | PA      | $3671721.51    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5272 6% 02/01/54                     | FANNIE MAE POOL UMBS P#MA5272 6.00000000                                                            | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       882709 | PA      | $907428.97     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5295 6% 03/01/54                     | FANNIE MAE POOL UMBS P#MA5295 6.00000000                                                            | CUSIP: 31418E3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1199550 | PA      | $1232061.01    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5296 5.5% 03/01/54                   | FANNIE MAE POOL UMBS P#MA5296 5.50000000                                                            | CUSIP: 31418E3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1073105 | PA      | $1089005.79    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5297 6.5% 03/01/54                   | FANNIE MAE POOL UMBS P#MA5297 6.50000000                                                            | CUSIP: 31418E3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2781178 | PA      | $2889031.78    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5328 6% 04/01/54                     | FANNIE MAE POOL UMBS P#MA5328 6.00000000                                                            | CUSIP: 31418E4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81805 | PA      | $84029.12      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5352 5% 05/01/54                     | FANNIE MAE POOL UMBS P#MA5352 5.00000000                                                            | CUSIP: 31418E5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       767315 | PA      | $765465.25     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5354 6% 05/01/54                     | FANNIE MAE POOL UMBS P#MA5354 6.00000000                                                            | CUSIP: 31418E5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       119344 | PA      | $122541.71     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5387 5% 06/01/54                     | FANNIE MAE POOL UMBS P#MA5387 5.00000000                                                            | CUSIP: 31418E6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40162159 | PA      | $40083167.08   | 0.09%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5389 6% 06/01/54                     | FANNIE MAE POOL UMBS P#MA5389 6.00000000                                                            | CUSIP: 31418E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38670115 | PA      | $39717585.91   | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4562 2% 03/01/52                     | FANNIE MAE POOL UMBS P#MA4562 2.00000000                                                            | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15986422 | PA      | $12960567.54   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4547 2% 02/01/52                     | FANNIE MAE POOL UMBS P#MA4547 2.00000000                                                            | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109530355 | PA      | $88816191.24   | 0.20%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4548 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#MA4548 2.50000000                                                            | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45060117 | PA      | $38337889.30   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4564 3% 03/01/52                     | FANNIE MAE POOL UMBS P#MA4564 3.00000000                                                            | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35109556 | PA      | $31120614.59   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4577 2% 04/01/52                     | FANNIE MAE POOL UMBS P#MA4577 2.00000000                                                            | CUSIP: 31418ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37359516 | PA      | $30288296.87   | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4578 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#MA4578 2.50000000                                                            | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12022014 | PA      | $10220987.06   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4579 3% 04/01/52                     | FANNIE MAE POOL UMBS P#MA4579 3.00000000                                                            | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58129380 | PA      | $51559359.94   | 0.12%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4580 3.5% 04/01/52                   | FANNIE MAE POOL UMBS P#MA4580 3.50000000                                                            | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94802796 | PA      | $87860113.61   | 0.20%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4624 3% 06/01/52                     | FANNIE MAE POOL UMBS P#MA4624 3.00000000                                                            | CUSIP: 31418ED64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154157899 | PA      | $136603717.22  | 0.31%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4626 4% 06/01/52                     | FANNIE MAE POOL UMBS P#MA4626 4.00000000                                                            | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69263151 | PA      | $66101645.06   | 0.15%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4599 3% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4599 3.00000000                                                            | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    345712864 | PA      | $306389277.59  | 0.68%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4600 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#MA4600 3.50000000                                                            | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32906617 | PA      | $30496770.32   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4653 3% 07/01/52                     | FANNIE MAE POOL UMBS P#MA4653 3.00000000                                                            | CUSIP: 31418EE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38374930 | PA      | $34046769.69   | 0.08%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4656 4.5% 07/01/52                   | FANNIE MAE POOL UMBS P#MA4656 4.50000000                                                            | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5874084 | PA      | $5758462.27    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4644 4% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4644 4.00000000                                                            | CUSIP: 31418EES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2997657 | PA      | $2857250.72    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4698 3% 08/01/52                     | FANNIE MAE POOL UMBS P#MA4698 3.00000000                                                            | CUSIP: 31418EGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13513039 | PA      | $11972546.52   | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4700 4% 08/01/52                     | FANNIE MAE POOL UMBS P#MA4700 4.00000000                                                            | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18242534 | PA      | $17323206.57   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4732 4% 09/01/52                     | FANNIE MAE POOL UMBS P#MA4732 4.00000000                                                            | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18367953 | PA      | $17499661.27   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4733 4.5% 09/01/52                   | FANNIE MAE POOL UMBS P#MA4733 4.50000000                                                            | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5089290 | PA      | $4988588.47    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4783 4% 10/01/52                     | FANNIE MAE POOL UMBS P#MA4783 4.00000000                                                            | CUSIP: 31418EJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67115617 | PA      | $63953340.82   | 0.14%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4784 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#MA4784 4.50000000                                                            | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47389517 | PA      | $46481159.74   | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4805 4.5% 11/01/52                   | FANNIE MAE POOL UMBS P#MA4805 4.50000000                                                            | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29422059 | PA      | $28830796.62   | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4840 4.5% 12/01/52                   | FANNIE MAE POOL UMBS P#MA4840 4.50000000                                                            | CUSIP: 31418ELW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28927740 | PA      | $28349418.81   | 0.06%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4876 6% 12/01/52                     | FANNIE MAE POOL UMBS P#MA4876 6.00000000                                                            | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        59802 | PA      | $61779.72      | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4941 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#MA4941 5.50000000                                                            | CUSIP: 31418EP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2324867 | PA      | $2366307.93    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4942 6% 03/01/53                     | FANNIE MAE POOL UMBS P#MA4942 6.00000000                                                            | CUSIP: 31418EP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3713689 | PA      | $3827383.16    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4917 4.5% 02/01/53                   | FANNIE MAE POOL UMBS P#MA4917 4.50000000                                                            | CUSIP: 31418EPB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9056289 | PA      | $8873334.08    | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4919 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#MA4919 5.50000000                                                            | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8212564 | PA      | $8334521.78    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4978 5% 04/01/53                     | FANNIE MAE POOL UMBS P#MA4978 5.00000000                                                            | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27928936 | PA      | $27963288.12   | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4979 5.5% 04/01/53                   | FANNIE MAE POOL UMBS P#MA4979 5.50000000                                                            | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       787734 | PA      | $801614.47     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5010 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#MA5010 5.50000000                                                            | CUSIP: 31418ER85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46538003 | PA      | $47358021.15   | 0.11%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5039 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#MA5039 5.50000000                                                            | CUSIP: 31418ES50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51552661 | PA      | $52449149.99   | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5040 6% 06/01/53                     | FANNIE MAE POOL UMBS P#MA5040 6.00000000                                                            | CUSIP: 31418ES68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       104079 | PA      | $107249.95     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5026 3.5% 04/01/53                   | FANNIE MAE POOL UMBS P#MA5026 3.50000000                                                            | CUSIP: 31418ESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22209113 | PA      | $20582675.61   | 0.05%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5070 4.5% 07/01/53                   | FANNIE MAE POOL UMBS P#MA5070 4.50000000                                                            | CUSIP: 31418ET42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19775370 | PA      | $19361567.91   | 0.04%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5072 5.5% 07/01/53                   | FANNIE MAE POOL UMBS P#MA5072 5.50000000                                                            | CUSIP: 31418ET67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36387653 | PA      | $37012027.59   | 0.08%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5105 4.5% 08/01/53                   | FANNIE MAE POOL UMBS P#MA5105 4.50000000                                                            | CUSIP: 31418EU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75150558 | PA      | $73539230.96   | 0.16%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5106 5% 08/01/53                     | FANNIE MAE POOL UMBS P#MA5106 5.00000000                                                            | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44060405 | PA      | $44080523.53   | 0.10%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5138 5.5% 09/01/53                   | FANNIE MAE POOL UMBS P#MA5138 5.50000000                                                            | CUSIP: 31418EV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       361041 | PA      | $366985.95     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5139 6% 09/01/53                     | FANNIE MAE POOL UMBS P#MA5139 6.00000000                                                            | CUSIP: 31418EV98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       182038 | PA      | $187278.95     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5108 6% 08/01/53                     | FANNIE MAE POOL UMBS P#MA5108 6.00000000                                                            | CUSIP: 31418EVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       114370 | PA      | $117656.04     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5164 5% 10/01/53                     | FANNIE MAE POOL UMBS P#MA5164 5.00000000                                                            | CUSIP: 31418EW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       661298 | PA      | $661258.52     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5165 5.5% 10/01/53                   | FANNIE MAE POOL UMBS P#MA5165 5.50000000                                                            | CUSIP: 31418EW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10920216 | PA      | $11102558.44   | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5166 6% 10/01/53                     | FANNIE MAE POOL UMBS P#MA5166 6.00000000                                                            | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18830190 | PA      | $19376036.75   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5167 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#MA5167 6.50000000                                                            | CUSIP: 31418EW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2881395 | PA      | $2996427.56    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5140 6.5% 09/01/53                   | FANNIE MAE POOL UMBS P#MA5140 6.50000000                                                            | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7973165 | PA      | $8293069.66    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5192 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#MA5192 6.50000000                                                            | CUSIP: 31418EXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36804740 | PA      | $38274057.82   | 0.09%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5216 6% 12/01/53                     | FANNIE MAE POOL UMBS P#MA5216 6.00000000                                                            | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9261538 | PA      | $9529626.20    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5217 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#MA5217 6.50000000                                                            | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5710547 | PA      | $5932181.94    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5247 6% 01/01/54                     | FANNIE MAE POOL UMBS P#MA5247 6.00000000                                                            | CUSIP: 31418EZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        43838 | PA      | $45074.91      | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5248 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#MA5248 6.50000000                                                            | CUSIP: 31418EZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33425208 | PA      | $34722523.35   | 0.08%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5421 6% 07/01/54                     | FANNIE MAE POOL UMBS P#MA5421 6.00000000                                                            | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31400521 | PA      | $32242936.06   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5443 5% 08/01/54                     | FANNIE MAE POOL UMBS P#MA5443 5.00000000                                                            | CUSIP: 31418FBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       132514 | PA      | $132185.50     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5471 6% 09/01/54                     | FANNIE MAE POOL UMBS P#MA5471 6.00000000                                                            | CUSIP: 31418FCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        29509 | PA      | $30299.95      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5498 6% 10/01/54                     | FANNIE MAE POOL UMBS P#MA5498 6.00000000                                                            | CUSIP: 31418FDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       252590 | PA      | $259376.00     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5529 4.5% 11/01/54                   | FANNIE MAE POOL UMBS P#MA5529 4.50000000                                                            | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72127209 | PA      | $70431347.32   | 0.16%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5551 4.5% 12/01/54                   | FANNIE MAE POOL UMBS P#MA5551 4.50000000                                                            | CUSIP: 31418FEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    232495424 | PA      | $227028884.76  | 0.51%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5584 4.5% 01/01/55                   | FANNIE MAE POOL UMBS P#MA5584 4.50000000                                                            | CUSIP: 31418FF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199995515 | PA      | $195293114.22  | 0.44%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5612 4.5% 02/01/55                   | FANNIE MAE POOL UMBS P#MA5612 4.50000000                                                            | CUSIP: 31418FGW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56255534 | PA      | $54932765.72   | 0.12%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5703 7% 05/01/55                     | FANNIE MAE POOL UMBS P#MA5703 7.00000000                                                            | CUSIP: 31418FKR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1698209 | PA      | $1785411.90    | 0.00%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX0534 6.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX0534 6.50000000                                                           | CUSIP: 31425USY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       580385 | PA      | $608191.33     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1591 6.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1591 6.50000000                                                           | CUSIP: 31425VXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       935811 | PA      | $978064.83     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1592 6.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1592 6.50000000                                                           | CUSIP: 31425VXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       387484 | PA      | $406044.87     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX5609 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX5609 7.00000000                                                           | CUSIP: 31426BGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1782347 | PA      | $1874864.33    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6639 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6639 7.00000000                                                           | CUSIP: 31426CLV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1587129 | PA      | $1671021.49    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6749 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6749 7.00000000                                                           | CUSIP: 31426CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1890078 | PA      | $2011068.25    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6750 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6750 7.00000000                                                           | CUSIP: 31426CQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       804918 | PA      | $848834.01     | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6898 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6898 7.00000000                                                           | CUSIP: 31426CUY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       834851 | PA      | $880224.88     | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6955 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6955 7.00000000                                                           | CUSIP: 31426CWR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2093169 | PA      | $2220868.89    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX7449 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX7449 7.00000000                                                           | CUSIP: 31426DH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1348979 | PA      | $1435338.73    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX7464 6.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#QX7464 6.50000000                                                           | CUSIP: 31426DJJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       710919 | PA      | $742881.29     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX8290 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX8290 7.00000000                                                           | CUSIP: 31426FF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2386954 | PA      | $2522494.81    | 0.01%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX8801 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX8801 7.00000000                                                           | CUSIP: 31426FX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       464876 | PA      | $489797.51     | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX8808 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX8808 7.00000000                                                           | CUSIP: 31426FYE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        79549 | PA      | $84138.38      | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9801 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9801 7.00000000                                                           | CUSIP: 31426G3K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1309718 | PA      | $1388828.51    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9892 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9892 7.00000000                                                           | CUSIP: 31426G7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       973126 | PA      | $1035725.74    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9893 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9893 7.00000000                                                           | CUSIP: 31426G7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       779107 | PA      | $830047.99     | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9894 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9894 7.00000000                                                           | CUSIP: 31426G7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1326045 | PA      | $1399340.81    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9899 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9899 7.00000000                                                           | CUSIP: 31426G7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1100030 | PA      | $1162466.57    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9636 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9636 7.00000000                                                           | CUSIP: 31426GV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1068380 | PA      | $1126668.97    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY1712 7% 05/01/55                     | FREDDIE MAC POOL UMBS P#QY1712 7.00000000                                                           | CUSIP: 31426K3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12148476 | PA      | $12830986.90   | 0.03%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY2312 7% 04/01/55                     | FREDDIE MAC POOL UMBS P#QY2312 7.00000000                                                           | CUSIP: 31426LSA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15306072 | PA      | $16144270.97   | 0.04%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY9977 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#QY9977 6.50000000                                                           | CUSIP: 31426VCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1458760 | PA      | $1551511.61    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QZ0435 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#QZ0435 6.50000000                                                           | CUSIP: 31426WPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       646091 | PA      | $687171.58     | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0566 6.5% 01/01/55                   | FREDDIE MAC POOL UMBS P#SL0566 6.50000000                                                           | CUSIP: 31427MTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28530112 | PA      | $30149547.70   | 0.07%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1326 4.5% 05/01/55                   | FREDDIE MAC POOL UMBS P#SL1326 4.50000000                                                           | CUSIP: 31427NPL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9740689 | PA      | $9597486.72    | 0.02%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1505 6.5% 06/01/55                   | FREDDIE MAC POOL UMBS P#SL1505 6.50000000                                                           | CUSIP: 31427NU72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10922509 | PA      | $11572161.91   | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1660 4.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#SL1660 4.50000000                                                           | CUSIP: 31427NZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34833598 | PA      | $34144135.28   | 0.08%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1930 4.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#SL1930 4.50000000                                                           | CUSIP: 31427PEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12426644 | PA      | $12245575.03   | 0.03%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2144 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#SL2144 6.50000000                                                           | CUSIP: 31427PL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7225533 | PA      | $7593237.74    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0196 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#RJ0196 6.50000000                                                           | CUSIP: 3142GQGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5971284 | PA      | $6275264.99    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1013 6.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#RJ1013 6.50000000                                                           | CUSIP: 3142GRDT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14618243 | PA      | $15391901.28   | 0.03%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1111 6.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#RJ1111 6.50000000                                                           | CUSIP: 3142GRGV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1659995 | PA      | $1725375.97    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2596 6.5% 10/01/54                   | FREDDIE MAC POOL UMBS P#RJ2596 6.50000000                                                           | CUSIP: 3142GS3E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10029365 | PA      | $10544398.03   | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1929 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#RJ1929 6.00000000                                                           | CUSIP: 3142GSEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41096570 | PA      | $42223462.83   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2526 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#RJ2526 6.00000000                                                           | CUSIP: 3142GSYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       202470 | PA      | $208098.72     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4594 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#RJ4594 6.50000000                                                           | CUSIP: 3142GVC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19280597 | PA      | $20333810.96   | 0.05%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4701 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#RJ4701 6.50000000                                                           | CUSIP: 3142GVGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16729539 | PA      | $17661653.54   | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4792 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4792 6.50000000                                                           | CUSIP: 3142GVKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6878762 | PA      | $7301578.43    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4793 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4793 6.50000000                                                           | CUSIP: 3142GVKF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6336574 | PA      | $6731823.75    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4794 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4794 6.50000000                                                           | CUSIP: 3142GVKG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6568774 | PA      | $6986453.23    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/ 5.875% 04/01/29                | FERRELLGAS LP/FERRELLGAS REGD 144A P/P 5.87500000                                                   | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7868000 | PA      | $7560389.05    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/F 9.25% 01/15/31                | FERRELLGAS LP/FERRELLGAS REGD 144A P/P 9.25000000                                                   | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4821000 | PA      | $4965329.31    | 0.01%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY INV MMKT GOVT-INST                   | FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000                                           | CUSIP: 31607A703<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2253602461 | NS      | $2253602461.04 | 5.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL FI 4.5% 08/15/28                | FIDELITY NATL FINANCIAL REGD SER WI 4.50000000                                                      | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     15455000 | PA      | $15550962.57   | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.4% 06/15/30                | FIDELITY NATL FINANCIAL REGD 3.40000000                                                             | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      5874000 | PA      | $5605164.70    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL F 2.45% 03/15/31                | FIDELITY NATL FINANCIAL REGD 2.45000000                                                             | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      6840000 | PA      | $6108175.68    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NAT'L DISC 01/07/26                  | FIDELITY NAT'L DISC 01/07/26 0.00000000                                                             | CUSIP: 31622GA72<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1600000 | PA      | $1598811.52    | 0.00%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NAT'L DISC 01/14/26                  | FIDELITY NAT'L DISC 01/14/26 0.00000000                                                             | CUSIP: 31622GAE7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |       300000 | PA      | $299552.55     | 0.00%             | 2026-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL IN DISC 01/23/26                | FIDELITY NATL IN DISC 01/23/26 0.00000000                                                           | CUSIP: 31622GAP2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3500000 | PA      | $3491400.15    | 0.01%             | 2026-01-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FMIC 2006-3 1A V/R 11/25/36                   | FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES  SER 2006-3 CL 1A V/R REGD 4.34876000                   | CUSIP: 316599AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1995188 | PA      | $1851908.28    | 0.00%             | 2036-11-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-HE5 A V/R 08/25/55                 | FIGRE TRUST 2025-HE5 SER 2025-HE5 CL A V/R REGD 144A P/P 5.28500000                                 | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23991971 | PA      | $24084869.89   | 0.05%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-HE4 A V/R 07/25/55                 | FIGRE TRUST 2025-HE4 SER 2025-HE4 CL A V/R REGD 144A P/P 5.40800000                                 | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15272842 | PA      | $15388643.55   | 0.03%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-HE7 A V/R 11/25/55                 | FIGRE TRUST 2025-HE7 SER 2025-HE7 CL A V/R REGD 144A P/P 5.15000000                                 | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34905858 | PA      | $34998484.05   | 0.08%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-FL2  S/UP 11/25/55                 | FIGRE TRUST 2025-FL2 SER 2025-FL2 CL A1 S/UP REGD 144A P/P 5.05300000                               | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12730000 | PA      | $12762489.51   | 0.03%             | 2055-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1 A1 V/R 01/25/26                 | FINANCE OF AMERICA HECM BUYOUT 2024-HB1 SER 2024-HB1 CL A1A V/R REGD 144A P/P 4.00000000            | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       613592 | PA      | $613451.82     | 0.00%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN F 2.4% 08/15/31                | FIRST AMERICAN FINANCIAL REGD 2.40000000                                                            | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $5931916.15    | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN  5.45% 09/30/34                | FIRST AMERICAN FINANCIAL REGD 5.45000000                                                            | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1500072.38    | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC 5.625% 01/01/30                 | FIRSTCASH INC REGD 144A P/P 5.62500000                                                              | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      3594000 | PA      | $3607358.90    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF16 2 V/R 12/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF16 SER 2006-FF16 CL 2A4 V/R REGD 4.26621000               | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4651147 | PA      | $1880061.93    | 0.00%             | 2036-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF2 A5 V/R 02/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF2 SER 2006-FF2 CL A5 V/R REGD 4.44621000                  | CUSIP: 32027NA35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10767452 | PA      | $10273217.80   | 0.02%             | 2036-02-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FFML 2002-FF4 1A V/R 02/25/33                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2002-FF4 SER 2002-FF4 CL 1A2 V/R REGD 5.11220000                 | CUSIP: 32027NBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2310355 | PA      | $2286804.10    | 0.01%             | 2033-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FFML 2003-FFH2 M V/R 02/25/34                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FFH2 SER 2003-FFH2 CL M1A V/R REGD 5.63720000               | CUSIP: 32027NES6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2066316 | PA      | $2179358.67    | 0.00%             | 2034-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| FFML 2004-FF7 M5 V/R 09/25/34                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF7 SER 2004-FF7 CL M5 V/R REGD 6.02121000                  | CUSIP: 32027NLE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       854074 | PA      | $954799.87     | 0.00%             | 2034-09-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| FFML 2005-FF12 M V/R 11/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF12 SER 2005-FF12 CL M2 V/R REGD 4.55121000         | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1204597 | PA      | $1185263.40    | 0.00%             | 2036-11-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF17 A V/R 12/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF17 SER 2006-FF17 CL A5 V/R REGD 3.99621000                | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2214136 | PA      | $1939732.41    | 0.00%             | 2036-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF11 1 V/R 08/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF11 SER 2006-FF11 CL 1A2 V/R REGD 4.20621000               | CUSIP: 32028PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16637890 | PA      | $16281030.44   | 0.04%             | 2036-08-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| FIAOT 2022-1A  3.79% 08/15/26                 | FIRST INVESTORS AUTO OWNER TRUST 2022-1 SER 2022-1A CL D REGD 144A P/P 3.79000000                   | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2875000 | PA      | $2855214.83    | 0.01%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FIAOT 2025-1A  5.22% 10/15/29                 | FIRST INVESTORS AUTO OWNER TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.22000000                   | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2300000 | PA      | $2310772.51    | 0.01%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GT 1996-3 M1 V/R 05/15/27                     | CONSECO FINANCE CORP SER 1996-3 CL M1 V/R REGD 393505MG4 7.70000000                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |       553640 | PA      | $553481.08     | 0.00%             | 2027-05-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| ACLO 3A AR V/R 04/16/30 /EUR/                 | AURIUM CLO III DAC SER 3A CL AR V/R REGD 144A P/P /EUR/ 2.69100000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       182545 | PA      | $214460.51     | 0.00%             | 2030-04-16      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM  9.375% 03/01/29                | FIRST QUANTUM MINERALS L REGD 144A P/P 9.37500000                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      8069000 | PA      | $8496764.96    | 0.02%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TR 2.866% 09/15/28                | FIRSTENERGY TRANSMISSION REGD 144A P/P 2.86600000                                                   | CUSIP: 33767BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16876000 | PA      | $16314839.25   | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR2 2.258% 09/17/26                 | FIRSTKEY HOMES 2021-SFR2 TRUST SER 2021-SFR2 CL E1 REGD 144A P/P 2.25800000                         | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3380000 | PA      | $3311398.51    | 0.01%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR2 2.358% 09/17/26                 | FIRSTKEY HOMES 2021-SFR2 TRUST SER 2021-SFR2 CL E2 REGD 144A P/P 2.35800000                         | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1959492.20    | 0.00%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.389% 08/17/26                 | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.38900000                         | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4795000 | PA      | $4713505.14    | 0.01%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 3.452% 08/17/26                 | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL F2 REGD 144A P/P 3.45200000                         | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10656000 | PA      | $10521732.27   | 0.02%             | 2038-08-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.625% 08/21/33                    | FISERV INC REGD 5.62500000                                                                          | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     13045000 | PA      | $13451520.29   | 0.03%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.45% 03/15/34                     | FISERV INC REGD 5.45000000                                                                          | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      3010000 | PA      | $3051893.27    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.25% 08/11/35                     | FISERV INC REGD 5.25000000                                                                          | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     14940000 | PA      | $14906542.02   | 0.03%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITCHELLS 6.013% 12/15/28/GBP/                | MITCHELLS & BUTLERS FINA /GBP/ REGD SER B2 6.01300000                                               | CUSIP: G6160KAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       164677 | PA      | $223990.78     | 0.00%             | 2028-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FCAT 2023-2 D 6.62% 05/15/29                  | FLAGSHIP CREDIT AUTO TRUST 2023-2 SER 2023-2 CL D REGD 144A P/P 6.62000000                          | CUSIP: 33843EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8385000 | PA      | $8128078.57    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FCAT 2024-1 A2 5.64% 03/15/28                 | FLAGSHIP CREDIT AUTO TRUST 2024-1 SER 2024-1 CL A2 REGD 144A P/P 5.64000000                         | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2161087 | PA      | $2165001.75    | 0.00%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FCAT 2021-1 D 1.27% 03/15/27                  | FLAGSHIP CREDIT AUTO TRUST 2021-1 SER 2021-1 CL D REGD 144A P/P 1.27000000                          | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       544657 | PA      | $540245.07     | 0.00%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FCAT 2024-3 A 4.88% 11/15/28                  | FLAGSHIP CREDIT AUTO TRUST 2024-3 SER 2024-3 CL A REGD 144A P/P 4.88000000                          | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       742321 | PA      | $741706.33     | 0.00%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FCAT 2021-2 D 1.59% 12/15/25                  | FLAGSHIP CREDIT AUTO TRUST 2021-2 SER 2021-2 CL D REGD 144A P/P 1.59000000                          | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2383685 | PA      | $2350682.53    | 0.01%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| FCAT 2022-2 B 4.76% 05/15/25                  | FLAGSHIP CREDIT AUTO TRUST 2022-2 SER 2022-2 CL B REGD 144A P/P 4.76000000                          | CUSIP: 33844XAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       162775 | PA      | $162745.90     | 0.00%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FCAT 2020-4 D 2.18% 02/16/27                  | FLAGSHIP CREDIT AUTO TRUST 2020-4 SER 2020-4 CL D REGD 144A P/P 2.18000000                          | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       984752 | PA      | $983119.30     | 0.00%             | 2027-02-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FCAT 2023-3 D 6.58% 02/15/28                  | FLAGSHIP CREDIT AUTO TRUST 2023-3 SER 2023-3 CL D REGD 144A P/P 6.58000000                          | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1205000 | PA      | $1115476.57    | 0.00%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FLX 2021-1A A2 3.25% 11/25/26                 | FLEXENTIAL ISSUER 2021-1 SER 2021-1A CL A2 REGD 144A P/P 3.25000000                                 | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10390857 | PA      | $10240400.65   | 0.02%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 5.25% 01/15/32                       | FLEX LTD REGD 5.25000000                                                                            | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1936708.65    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 5.375% 11/13/35                      | FLEX LTD REGD 5.37500000                                                                            | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6384951.68    | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.7% 03/15/55                | FLORIDA POWER & LIGHT CO REGD 5.70000000                                                            | CUSIP: 341081GY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1793422.53    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRINI 2021- V/R 07/15/59 /GBP/                | TRINITY SQUARE 2021-1 PLC SER 2021-1A CL AR V/R REGD 144A P/P /GBP/ 4.88307000                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      1529558 | PA      | $2062903.57    | 0.00%             | 2059-07-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TWRBG 2024- V/R 05/20/27 /GBP/                | TOWER BRIDGE FUNDING 2024-2 PLC SER 2024-2A CL A V/R REGD 144A P/P /GBP/ 4.85377000                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      3580744 | PA      | $4831201.20    | 0.01%             | 2066-05-20      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| TPMF 2024-G V/R 10/20/29 /GBP/                | TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 4.90694000       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |     23188262 | PA      | $31284685.12   | 0.07%             | 2053-07-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.625% 05/30/37/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.62500000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |      8400000 | PA      | $9619584.57    | 0.02%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASU 5.875% 06/04/31                | FLUTTER TREASURY DAC REGD 144A P/P 5.87500000                                                       | CUSIP: 344045AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     11170000 | PA      | $11325263.00   | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS 2023-2  8.241% 10/30/30                 | FOCUS BRANDS FUNDING SER 2023-2 CL A2 REGD 144A P/P 8.24100000                                      | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3185000 | PA      | $3377166.66    | 0.01%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-A A 4.65% 08/15/26                 | FORD CREDIT AUTO OWNER TRUST 2023-A SER 2023-A CL A3 REGD 4.65000000                                | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1388186 | PA      | $1391803.07    | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FASTR 20 3.724% 06/15/27 /CAD/                | FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A2 REGD 144A P/P /CAD/ 3.72400000                  | CUSIP: 345214BT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      3850712 | PA      | $2824650.19    | 0.01%             | 2028-11-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FASTR 20 3.843% 02/15/29 /CAD/                | FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A3 REGD 144A P/P /CAD/ 3.84300000                  | CUSIP: 345214BV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      3300000 | PA      | $2430658.99    | 0.01%             | 2030-09-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B D 6.97% 06/15/26                 | FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL D REGD 6.97000000                                 | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2810000 | PA      | $2831775.53    | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FORDO 2025-B A 3.91% 04/15/30                 | FORD CREDIT AUTO OWNER TRUST 2025-B SER 2025-B CL A3 REGD 3.91000000                                | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52423000 | PA      | $52608294.34   | 0.12%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C A 4.32% 05/15/26                 | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.32000000                               | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11199293 | PA      | $11208835.82   | 0.03%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C A 4.07% 03/15/28                 | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A3 REGD 4.07000000                                | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7400000 | PA      | $7422846.02    | 0.02%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-A A 5.09% 12/15/28                 | FORD CREDIT AUTO OWNER TRUST 2024-A SER 2024-A CL A3 REGD 5.09000000                                | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4138370 | PA      | $4173502.32    | 0.01%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 4.271% 01/09/27                | FORD MOTOR CREDIT CO LLC REGD 4.27100000                                                            | CUSIP: 345397A45<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       435000 | PA      | $432738.38     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 4.125% 08/17/27                | FORD MOTOR CREDIT CO LLC REGD 4.12500000                                                            | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6472000 | PA      | $6418222.28    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/16/28                | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                            | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9940000 | PA      | $9571143.80    | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.7% 08/10/26                | FORD MOTOR CREDIT CO LLC REGD 2.70000000                                                            | CUSIP: 345397B77<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7851000 | PA      | $7774844.99    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/10/29                | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                            | CUSIP: 345397B93<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000000 | PA      | $12216731.28   | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 4.95% 05/28/27                | FORD MOTOR CREDIT CO LLC REGD 4.95000000                                                            | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35826000 | PA      | $35956069.88   | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 6.95% 03/06/26                | FORD MOTOR CREDIT CO LLC REGD 6.95000000                                                            | CUSIP: 345397C43<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1102480.21    | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 6.8% 05/12/28                | FORD MOTOR CREDIT CO LLC REGD 6.80000000                                                            | CUSIP: 345397C92<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2044000 | PA      | $2132864.25    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/05/27                | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                            | CUSIP: 345397D83<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23800000 | PA      | $24096439.23   | 0.05%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/08/29                | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                            | CUSIP: 345397E58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5800000 | PA      | $5926120.88    | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.125% 11/05/26                | FORD MOTOR CREDIT CO LLC REGD 5.12500000                                                            | CUSIP: 345397F81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7540749.00    | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT V/R 11/05/26                | FORD MOTOR CREDIT CO LLC REGD V/R 5.30684400                                                        | CUSIP: 345397F99<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11100000 | PA      | $11139885.74   | 0.02%             | 2026-11-05      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.918% 03/20/28                | FORD MOTOR CREDIT CO LLC REGD 5.91800000                                                            | CUSIP: 345397G72<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18417552.30   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 5.73% 09/05/30                | FORD MOTOR CREDIT CO LLC REGD 5.73000000                                                            | CUSIP: 345397H48<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20325000 | PA      | $20637940.77   | 0.05%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 4.389% 01/08/26                | FORD MOTOR CREDIT CO LLC REGD MTN SER GMTN 4.38900000                                               | CUSIP: 345397XU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $700043.43     | 0.00%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 3.815% 11/02/27                | FORD MOTOR CREDIT CO LLC REGD 3.81500000                                                            | CUSIP: 345397YT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4440000 | PA      | $4371468.11    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BBAME 2A A V/R 10/15/34 /EUR/                 | BBAM EUROPEAN CLO II DAC SER 2A CL A V/R REGD 144A P/P /EUR/ 3.02900000                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     10000000 | PA      | $11736640.05   | 0.03%             | 2034-10-15      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| LUGO 2024-1 V/R 05/26/66 /EUR/                | LUGO FUNDING DAC SER 2024-1A CL A V/R REGD 144A P/P /EUR/ 3.05900000                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     11962603 | PA      | $13993444.32   | 0.03%             | 2066-05-26      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| ANDIRON FINANC V/R 01/21/30 FUNDED            | ANDIRON FINANCING LLC FUNDED VARIABLE REGD 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       340000 | PA      | $340000.00     | 0.00%             | 2030-01-21      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FLORA FOO 6.875% 07/02/29/EUR/                | FLORA FOOD MANAGEMENT BV /EUR/ REGD 144A P/P 6.87500000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      7100000 | PA      | $8287570.03    | 0.02%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLFR 1A AR V/R 08/15/33 /EUR/                | CVC CORDATUS OPPORTUNITY LOAN FUND-R DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 2.90400000            | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |      7592534 | PA      | $8902168.19    | 0.02%             | 2033-08-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORT 6.74% 03/20/2030                | CREDIT OPPORTUNITIES PARTNERS  JV LLC /PPN 22548@ AC5/ 6.74000000                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      8400000 | PA      | $8400000.00    | 0.02%             | 2030-03-20      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| REV RC BARCL 1.65% 6/17/27/EUR                | REV RC BARCL 1.65% 6/17/27/EUR 1.65000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |      -304878 | PA      | $-358292.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARVT 21A A V/R 07/15/31 /EUR/                | HARVEST CLO XXI DAC SER 21A CL A1R V/R REGD 144A P/P /EUR/ 2.76900000                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     17318000 | PA      | $20328301.29   | 0.05%             | 2031-07-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| HARVT 21A 1.04% 07/15/31 /EUR/                | HARVEST CLO XXI DAC SER 21A CL A2R REGD 144A P/P /EUR/ 1.04000000                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      2064064 | PA      | $2390200.09    | 0.01%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| BCCE 2018-2 V/R 01/20/32 /EUR/                | BAIN CAPITAL EURO CLO 2018-2 DAC SER 2018-2A CL AR V/R REGD 144A P/P /EUR/ 2.74400000               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      7281439 | PA      | $8549231.93    | 0.02%             | 2032-01-20      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A A 6.53% 11/15/30                 | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 6.53000000                           | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2571593 | PA      | $2683576.06    | 0.01%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A B 6.97% 07/15/31                 | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL B REGD 144A P/P 6.97000000                           | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1352626 | PA      | $1411960.70    | 0.00%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 5.5% 01/25/31                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.50000000                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       940000 | PA      | $970262.89     | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA6  V/R 10/25/41                 | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 SER 2021-DNA6 CL M2 V/R REGD 144A P/P 5.37419000            | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14679730 | PA      | $14721529.36   | 0.03%             | 2041-10-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA7  V/R 09/25/42                 | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1B V/R REGD 144A P/P 8.87419000           | CUSIP: 35564KL49<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9000000 | PA      | $9587790.00    | 0.02%             | 2052-03-25      | Variable      | 8.87%                 | No            |                  2 | On Loan: No      |
| STACR 2023-DNA2  V/R 04/25/43                 | FREDDIE MAC STACR REMIC TRUST 2023-DNA2 SER 2023-DNA2 CL M1A V/R REGD 144A P/P 5.96516000           | CUSIP: 35564KT58<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2228942 | PA      | $2259792.67    | 0.01%             | 2043-04-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FREED 2022-1FP 3.35% 03/19/29                 | FREED ABS TRUST 2022-1FP SER 2022-1FP CL D REGD 144A P/P 3.35000000                                 | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       271608 | PA      | $271372.51     | 0.00%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAG 9.25% 02/01/29                | FREEDOM MORTGAGE HOLD REGD 144A P/P 9.25000000                                                      | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       226000 | PA      | $237039.65     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGA 9.125% 05/15/31                | FREEDOM MORTGAGE HOLD REGD 144A P/P 9.12500000                                                      | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        58000 | PA      | $62295.31      | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGA 8.375% 04/01/32                | FREEDOM MORTGAGE HOLD REGD 144A P/P 8.37500000                                                      | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        58000 | PA      | $61054.56      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORA 4.25% 03/01/30                | FREEPORT-MCMORAN INC REGD 4.25000000                                                                | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      6345000 | PA      | $6291056.71    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLT 2004-C M1 V/R 08/25/34                   | FREMONT HOME LOAN TRUST 2004-C SER 2004-C CL M1 V/R REGD 4.82121000                                 | CUSIP: 35729PET3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5597440 | PA      | $5321935.45    | 0.01%             | 2034-08-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLT 2004-4 M1 V/R 03/25/35                   | FREMONT HOME LOAN TRUST 2004-4 SER 2004-4 CL M1 V/R REGD 4.64121000                                 | CUSIP: 35729PGT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14878694 | PA      | $14148742.54   | 0.03%             | 2035-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-1 M6 V/R 06/25/35                   | FREMONT HOME LOAN TRUST 2005-1 SER 2005-1 CL M6 V/R REGD 5.00121000                                 | CUSIP: 35729PJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3072000 | PA      | $2658143.23    | 0.01%             | 2035-06-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-C M3 V/R 07/25/35                   | FREMONT HOME LOAN TRUST 2005-C SER 2005-C CL M3 V/R REGD 4.62621000                                 | CUSIP: 35729PKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6575951 | PA      | $6356446.95    | 0.01%             | 2035-07-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-C M4 V/R 07/25/35                   | FREMONT HOME LOAN TRUST 2005-C SER 2005-C CL M4 V/R REGD 4.77621000                                 | CUSIP: 35729PKU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10696137 | PA      | $9246789.04    | 0.02%             | 2035-07-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-2 M3 V/R 06/25/35                   | FREMONT HOME LOAN TRUST 2005-2 SER 2005-2 CL M3 V/R REGD 4.59621000                                 | CUSIP: 35729PLN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        44257 | PA      | $49681.82      | 0.00%             | 2035-06-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-E 2A4 V/R 01/25/36                  | FREMONT HOME LOAN TRUST 2005-E SER 2005-E CL 2A4 V/R REGD 4.50621000                                | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4388513 | PA      | $4269998.95    | 0.01%             | 2036-01-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED  1.875% 12/01/26                | FRESENIUS MED CARE III REGD 144A P/P 1.87500000                                                     | CUSIP: 35805BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9545000 | PA      | $9329171.80    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FYBR 2023-1 A2 6.6% 07/20/28                  | FRONTIER ISSUER LLC SER 2023-1 CL A2 REGD 144A P/P 6.60000000                                       | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35360000 | PA      | $35683968.32   | 0.08%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FYBR 2024-1 A2 6.19% 05/20/31                 | FRONTIER ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.19000000                                       | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9860000 | PA      | $10165897.63   | 0.02%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CAIF 1A C V/R 08/17/30 /GBP/                  | CAISTER FINANCE DAC SER 1A CL C V/R REGD 144A P/P /GBP/ 6.81470000                                  | CUSIP: N/A<br>LEI: 635400IBLLJ9RCTGJN46       | Long             | ABS-CBDO         | CORP              | IE        |      6813000 | PA      | $9211363.38    | 0.02%             | 2035-08-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDI 5% 07/21/31                | SHIMAO GROUP HOLDINGS LT REGD 144A P/P MTN 5.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |       192990 | PA      | $6368.67       | 0.00%             | 2031-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRA 4.75% 10/15/30/EUR/                | ALTICE FRANCE SA /EUR/ REGD 144A P/P 4.75000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |        77010 | PA      | $85096.82      | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG  ZCP 03/30/27                | TIMES CHINA HLDG LTD REGD ZCP 144A P/P CONVERTIBLE 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CN        |      3425117 | PA      | $27597.23      | 0.00%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AQUE 2025-1 V/R 01/25/39 /EUR/                | AQUEDUCT EUROPEAN CLO SER 2025-15A CL BR3 V/R REGD 144A P/P /EUR/ 4.10400000                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      9250000 | PA      | $10870599.92   | 0.02%             | 2039-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) MAR26                   | FUTURE CONTRACT ON           US 2YR NOTE (CBT) MAR26 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        10996 | NC      | $2295844525.75 | 5.13%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR26                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR26 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        22445 | NC      | $2581525703.13 | 5.77%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT MAR26                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT MAR26 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -1526 | NC      | $-175513843.75 | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US ULTRA BOND CBT MAR26                   | FUTURE CONTRACT ON           US ULTRA BOND CBT MAR26 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         9821 | NC      | $1158878000.00 | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US LONG BOND(CBT) MAR26                   | FUTURE CONTRACT ON           US LONG BOND(CBT) MAR26 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          382 | NC      | $44156812.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US LONG BOND(CBT) MAR26                   | FUTURE CONTRACT ON           US LONG BOND(CBT) MAR26 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -431 | NC      | $-49820906.25  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 5YR NOTE (CBT) MAR26                   | FUTURE CONTRACT ON           US 5YR NOTE (CBT) MAR26 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        15699 | NC      | $1715974296.92 | 3.84%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR NOTE (CBT)MAR26                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)MAR26 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        12606 | NC      | $1417387125.00 | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C LONG GILT FUTURE  MAR26                   | FUTURE CONTRACT ON           LONG GILT FUTURE  MAR26 /GBP/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |          -76 | NC      | $-9360326.23   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C LONG GILT FUTURE  MAR26                   | FUTURE CONTRACT ON           LONG GILT FUTURE  MAR26 /GBP/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         5055 | NC      | $622584856.62  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTA 2022- V/R 11/09/38 /EUR/                | PENTA CLO 12 DAC SER 2022-12A CL BRR V/R REGD 144A P/P /EUR/ 3.96900000                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     12030000 | PA      | $14137655.90   | 0.03%             | 2038-11-09      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ELMP 1A BR3 V/R 01/15/38 /EUR/                | ELM PARK CLO DAC SER 1A CL BR3 V/R REGD 144A P/P /EUR/ 4.06800000                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      4500000 | PA      | $5292588.37    | 0.01%             | 2038-01-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| OCPE 2023-8 V/R 01/20/40 /EUR/                | OCP EURO CLO 2023-8 DAC SER 2023-8A CL BR V/R REGD 144A P/P /EUR/ 4.02800000                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      8500000 | PA      | $9996462.08    | 0.02%             | 2040-01-20      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| COSTA RIC 5.499% 11/21/30/EUR/                | COSTA RICA GOVERNMENT /EUR/ REGD 144A P/P 5.49950000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | CR        |     11000000 | PA      | $13195566.25   | 0.03%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BOBL FUTURE  MAR26                   | FUTURE CONTRACT ON           EURO-BOBL FUTURE  MAR26 /EUR/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -95 | NC      | $-12968566.95  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-SCHATZ FUT   MAR26                   | FUTURE CONTRACT ON           EURO-SCHATZ FUT   MAR26 /EUR/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          -19 | NC      | $-2384492.54   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BUND FUTURE  MAR26                   | FUTURE CONTRACT ON           EURO-BUND FUTURE  MAR26 /EUR/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -1376 | NC      | $-206290281.77 | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 3YR BOND FUT MAR26                   | FUTURE CONTRACT ON           AUST 3YR BOND FUT MAR26 /AUD/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         -262 | NC      | $-18358021.96  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 3YR BOND FUT MAR26                   | FUTURE CONTRACT ON           AUST 3YR BOND FUT MAR26 /AUD/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |          669 | NC      | $46876017.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 10Y BOND FUT MAR26                   | FUTURE CONTRACT ON           AUST 10Y BOND FUT MAR26 /AUD/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         5087 | NC      | $371677485.76  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 10Y BOND FUT MAR26                   | FUTURE CONTRACT ON           AUST 10Y BOND FUT MAR26 /AUD/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        -1418 | NC      | $-103605007.83 | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BUXL 30Y BND MAR26                   | FUTURE CONTRACT ON           EURO-BUXL 30Y BND MAR26 /EUR/ 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -116 | NC      | $-15011910.68  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDI ZCP 06/23/26                | SUNAC CHINA HOLDINGS LTD REGD ZCP P/P CONVERTIBLE 0.00000000                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | CN        |       225611 | PA      | $35253.42      | 0.00%             | 2026-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDI ZCP 06/23/28                | SUNAC CHINA HOLDINGS LTD REGD ZCP P/P CONVERTIBLE 0.00000000                                        | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | CN        |        26815 | PA      | $5727.83       | 0.00%             | 2028-06-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RC R/P BNYMEL  3.860% 01/02/26                | RC R/P BNYMEL  3.860% 01/02/26 3.86000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    200000000 | PA      | $200000000.00  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  3.930% 01/02/26                | RC R/P BOFA S  3.930% 01/02/26 3.93000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    532100000 | PA      | $532100000.00  | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P CITIGR  3.900% 01/02/26                | RC R/P CITIGR  3.900% 01/02/26 3.90000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    789100000 | PA      | $789100000.02  | 1.76%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P CITIGR  3.870% 01/02/26                | RC R/P CITIGR  3.870% 01/02/26 3.87000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    313900000 | PA      | $313899999.99  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  3.900% 01/02/26                | RC R/P BOFA S  3.900% 01/02/26 3.90000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    134600000 | PA      | $134600000.01  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P CITIGR  3.930% 01/02/26                | RC R/P CITIGR  3.930% 01/02/26 3.93000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |     20100000 | PA      | $20100000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 4.4% 09/23/27                | GA GLOBAL FUNDING TRUST REGD 144A P/P 4.40000000                                                    | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12044542.92   | 0.03%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 5.2% 12/09/31                | GA GLOBAL FUNDING TRUST REGD 144A P/P 5.20000000                                                    | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5785114.62    | 0.01%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 5.5% 04/01/32                | GA GLOBAL FUNDING TRUST REGD 144A P/P 5.50000000                                                    | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      9500000 | PA      | $9710181.71    | 0.02%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2019-RPL1 A V/R 10/25/68                 | GCAT 2019-RPL1 TRUST SER 2019-RPL1 CL A1 V/R REGD 144A P/P 2.65000000                               | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       837157 | PA      | $818283.00     | 0.00%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMEN 4.375% 08/15/29                | GFL ENVIRONMENTAL INC REGD 144A P/P 4.37500000                                                      | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      2895000 | PA      | $2846731.95    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENT 6.75% 01/15/31                | GFL ENVIRONMENTAL INC REGD 144A P/P 6.75000000                                                      | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      2621000 | PA      | $2749879.81    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD 8% 06/15/28                  | GGAM FINANCE LTD REGD 144A P/P 8.00000000                                                           | CUSIP: 36170JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2697000 | PA      | $2856039.39    | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD 8% 02/15/27                  | GGAM FINANCE LTD REGD 144A P/P 8.00000000                                                           | CUSIP: 36170JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3050000 | PA      | $3119296.00    | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE L 5.875% 03/15/30                | GGAM FINANCE LTD REGD 144A P/P 5.87500000                                                           | CUSIP: 36170JAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       238000 | PA      | $241520.02     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFH 2025-IND  5.148% 06/15/28                 | GFH 2025-IND MORTGAGE TRUST SER 2025-IND CL A REGD 144A P/P 5.14800000                              | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15565000 | PA      | $15717932.35   | 0.04%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GITST 2025-NPL2  V/R 12/25/55                 | GITSIT MORTGAGE LOAN TRUST 2025-NPL2 SER 2025-NPL2 CL A1 V/R REGD 144A P/P 5.42460000               | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14390000 | PA      | $14389453.18   | 0.03%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 A V/R 03/25/48                 | GCAT 2025-INV2 TRUST SER 2025-INV2 CL A1 V/R REGD 144A P/P 6.00000000                               | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19213664 | PA      | $19567925.34   | 0.04%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAMMT 2025-1 5.923% 09/30/60                 | GGAM MASTER TRUST INTERNATIONAL LTD SER 2025-1A CL A REGD 144A P/P 5.92300000                       | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14495000 | PA      | $14572735.24   | 0.03%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3521 3.5% 03/20/46                | GINNIE MAE II POOL P#MA3521 3.50000000                                                              | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       454795 | PA      | $423711.76     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3597 3.5% 04/20/46                | GINNIE MAE II POOL P#MA3597 3.50000000                                                              | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       168441 | PA      | $156928.38     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4382 3.5% 04/20/47                | GINNIE MAE II POOL P#MA4382 3.50000000                                                              | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       650155 | PA      | $604360.36     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4451 3.5% 05/20/47                | GINNIE MAE II POOL P#MA4451 3.50000000                                                              | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        85341 | PA      | $79311.99      | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4453 4.5% 05/20/47                | GINNIE MAE II POOL P#MA4453 4.50000000                                                              | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1490002 | PA      | $1481010.10    | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3662 3% 05/20/46                  | GINNIE MAE II POOL P#MA3662 3.00000000                                                              | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2272858 | PA      | $2073633.63    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3736 3.5% 06/20/46                | GINNIE MAE II POOL P#MA3736 3.50000000                                                              | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       646621 | PA      | $602289.40     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4003 3% 10/20/46                  | GINNIE MAE II POOL P#MA4003 3.00000000                                                              | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       575036 | PA      | $523340.32     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4126 3% 12/20/46                  | GINNIE MAE II POOL P#MA4126 3.00000000                                                              | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1415031 | PA      | $1288559.89    | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4127 3.5% 12/20/46                | GINNIE MAE II POOL P#MA4127 3.50000000                                                              | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1213503 | PA      | $1127000.47    | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4196 3.5% 01/20/47                | GINNIE MAE II POOL P#MA4196 3.50000000                                                              | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1473181 | PA      | $1367987.10    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4320 3% 03/20/47                  | GINNIE MAE II POOL P#MA4320 3.00000000                                                              | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       379561 | PA      | $345664.06     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5398 4% 08/20/48                  | GINNIE MAE II POOL P#MA5398 4.00000000                                                              | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       988371 | PA      | $949103.05     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5399 4.5% 08/20/48                | GINNIE MAE II POOL P#MA5399 4.50000000                                                              | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2399653 | PA      | $2380643.62    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4510 3.5% 06/20/47                | GINNIE MAE II POOL P#MA4510 3.50000000                                                              | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5086762 | PA      | $4742872.71    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4512 4.5% 06/20/47                | GINNIE MAE II POOL P#MA4512 4.50000000                                                              | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2057824 | PA      | $2048252.09    | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4513 5% 06/20/47                  | GINNIE MAE II POOL P#MA4513 5.00000000                                                              | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1001370 | PA      | $1022989.17    | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4652 3.5% 08/20/47                | GINNIE MAE II POOL P#MA4652 3.50000000                                                              | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1317974 | PA      | $1228661.82    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4718 3% 09/20/47                  | GINNIE MAE II POOL P#MA4718 3.00000000                                                              | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3736491 | PA      | $3398210.58    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                | GINNIE MAE II POOL P#MA4719 3.50000000                                                              | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3331310 | PA      | $3081712.95    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4720 4% 09/20/47                  | GINNIE MAE II POOL P#MA4720 4.00000000                                                              | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       984167 | PA      | $948008.86     | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4722 5% 09/20/47                  | GINNIE MAE II POOL P#MA4722 5.00000000                                                              | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       571406 | PA      | $583748.21     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4778 3.5% 10/20/47                | GINNIE MAE II POOL P#MA4778 3.50000000                                                              | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       263818 | PA      | $244880.09     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4836 3% 11/20/47                  | GINNIE MAE II POOL P#MA4836 3.00000000                                                              | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1302581 | PA      | $1186066.68    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4837 3.5% 11/20/47                | GINNIE MAE II POOL P#MA4837 3.50000000                                                              | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4547954 | PA      | $4234898.63    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4838 4% 11/20/47                  | GINNIE MAE II POOL P#MA4838 4.00000000                                                              | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       684435 | PA      | $659041.56     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4901 4% 12/20/47                  | GINNIE MAE II POOL P#MA4901 4.00000000                                                              | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       665864 | PA      | $641038.83     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4961 3% 01/20/48                  | GINNIE MAE II POOL P#MA4961 3.00000000                                                              | CUSIP: 36179TQN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1680902 | PA      | $1526644.20    | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4962 3.5% 01/20/48                | GINNIE MAE II POOL P#MA4962 3.50000000                                                              | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2075881 | PA      | $1925912.08    | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4963 4% 01/20/48                  | GINNIE MAE II POOL P#MA4963 4.00000000                                                              | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       899187 | PA      | $864070.46     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6209 3% 10/20/49                  | GINNIE MAE II POOL P#MA6209 3.00000000                                                              | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2173749 | PA      | $1921779.42    | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48                  | GINNIE MAE II POOL P#MA5466 4.00000000                                                              | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       750311 | PA      | $721264.20     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                | GINNIE MAE II POOL P#MA5467 4.50000000                                                              | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       263981 | PA      | $261774.49     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5528 4% 10/20/48                  | GINNIE MAE II POOL P#MA5528 4.00000000                                                              | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       292239 | PA      | $280865.07     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5530 5% 10/20/48                  | GINNIE MAE II POOL P#MA5530 5.00000000                                                              | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       759535 | PA      | $773193.09     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5976 3.5% 06/20/49                | GINNIE MAE II POOL P#MA5976 3.50000000                                                              | CUSIP: 36179UT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       177813 | PA      | $160743.92     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6030 3.5% 07/20/49                | GINNIE MAE II POOL P#MA6030 3.50000000                                                              | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1043308 | PA      | $937989.07     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7988 3% 04/20/52                  | GINNIE MAE II POOL P#MA7988 3.00000000                                                              | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7726248 | PA      | $6951296.22    | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                | GINNIE MAE II POOL P#MA7767 2.50000000                                                              | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6390832 | PA      | $5515465.05    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7828 3% 01/20/52                  | GINNIE MAE II POOL P#MA7828 3.00000000                                                              | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       684150 | PA      | $616051.90     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7937 3% 03/20/52                  | GINNIE MAE II POOL P#MA7937 3.00000000                                                              | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2560231 | PA      | $2303436.67    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8346 4% 10/20/52                  | GINNIE MAE II POOL P#MA8346 4.00000000                                                              | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104315366 | PA      | $99231493.62   | 0.22%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8347 4.5% 10/20/52                | GINNIE MAE II POOL P#MA8347 4.50000000                                                              | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46360555 | PA      | $45492599.36   | 0.10%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8425 3.5% 11/20/52                | GINNIE MAE II POOL P#MA8425 3.50000000                                                              | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       526415 | PA      | $482669.40     | 0.00%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9488 5.5% 02/20/54                | GINNIE MAE II POOL P#MA9488 5.50000000                                                              | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51503548 | PA      | $52102152.46   | 0.12%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9963 4.5% 10/20/54                | GINNIE MAE II POOL P#MA9963 4.50000000                                                              | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57096968 | PA      | $55674283.59   | 0.12%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.75% 06/01/28                | GLP CAPITAL LP / FIN II REGD 5.75000000                                                             | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10034000 | PA      | $10295305.43   | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29                | GLP CAPITAL LP / FIN II REGD 5.30000000                                                             | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1190364.54    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/31                | GLP CAPITAL LP / FIN II REGD 4.00000000                                                             | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1989000 | PA      | $1905117.11    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32                | GLP CAPITAL LP / FIN II REGD 3.25000000                                                             | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7120000 | PA      | $6441883.37    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  6.75% 12/01/33                | GLP CAPITAL LP / FIN II REGD 6.75000000                                                             | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2755000 | PA      | $2994337.87    | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.625% 09/15/34                | GLP CAPITAL LP / FIN II REGD 5.62500000                                                             | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2130551.56    | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.25% 02/15/33                | GLP CAPITAL LP / FIN II REGD 5.25000000                                                             | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4917747.80    | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0024 4.5% 11/20/54                | GINNIE MAE II POOL P#MB0024 4.50000000                                                              | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35183200 | PA      | $34306530.63   | 0.08%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2012-BWTR A 2.954%11/5/34                | GS MORTGAGE SECURITIES TRUST   SERIES 2012-BWTR CLASS A    REGD 144A 2.95400000                     | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3925396 | PA      | $3446695.01    | 0.01%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-G1 B V/R 04/10/23                   | GS MORTGAGE SECURITIES CORP TRUST 2012-TMSQ SER 2013-G1 CL B V/R REGD 144A P/P 3.72060000           | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1357417 | PA      | $1345624.26    | 0.00%             | 2031-04-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-PEMB A V/R 03/05/25                 | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB SER 2013-PEMB CL A V/R REGD 144A P/P 3.54950000         | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4610000 | PA      | $3296150.00    | 0.01%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-PEMB D V/R 03/05/25                 | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB SER 2013-PEMB CL D V/R REGD 144A P/P 3.54950000         | CUSIP: 36197VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5150000 | PA      | $180250.00     | 0.00%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GNMA P#783956 4.5% 05/15/41                   | GINNIE MAE I POOL P#783956 4.50000000                                                               | CUSIP: 3622A2MD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       173824 | PA      | $170920.56     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783995 5% 12/20/44                  | GINNIE MAE II POOL P#783995 5.00000000                                                              | CUSIP: 3622A2NL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        97342 | PA      | $100427.52     | 0.00%             | 2044-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#784082 7.5% 08/15/33                   | GINNIE MAE I POOL P#784082 7.50000000                                                               | CUSIP: 3622A2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        25212 | PA      | $26011.66      | 0.00%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#784088 5% 07/15/44                     | GINNIE MAE I POOL P#784088 5.00000000                                                               | CUSIP: 3622A2RH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        51328 | PA      | $51811.87      | 0.00%             | 2044-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787954 6% 02/20/55                  | GINNIE MAE II POOL P#787954 6.00000000                                                              | CUSIP: 3622ADWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       553588 | PA      | $562360.28     | 0.00%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAMP 2007-FM2 A V/R 01/25/37                 | GSAMP TRUST 2007-FM2 SER 2007-FM2 CL A2A V/R REGD 3.90621000                                        | CUSIP: 3622MHAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1582472 | PA      | $975561.43     | 0.00%             | 2037-01-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| GNMA P#783411 5% 09/15/41                     | GINNIE MAE I POOL P#783411 5.00000000                                                               | CUSIP: 36241LYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        83903 | PA      | $87543.56      | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSAMP 2005-AHL M V/R 04/25/35                 | GSAMP TRUST 2005-AHL SER 2005-AHL CL M2 V/R REGD 4.82121000                                         | CUSIP: 36242D2B8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2642635 | PA      | $2518661.25    | 0.01%             | 2035-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-NQM1  V/R 07/25/61                 | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.01700000      | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9423432 | PA      | $8586290.70    | 0.02%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 08/14/29                | GE HEALTHCARE TECH INC REGD 4.80000000                                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6132930.78    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 01/15/31                | GE HEALTHCARE TECH INC REGD 4.80000000                                                              | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15277280.85   | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-3A D 6.44% 05/15/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 6.44000000                  | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2425000 | PA      | $2484993.53    | 0.01%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE  5.857% 03/15/30                | GE HEALTHCARE TECH INC REGD 5.85700000                                                              | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5287568.65    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A D 5.95% 12/17/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 SER 2024-1A CL D REGD 144A P/P 5.95000000                  | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2600000 | PA      | $2645687.98    | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A A 4.76% 02/15/26                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-4 SER 2024-4A CL A2 REGD 144A P/P 4.76000000                 | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       622670 | PA      | $622917.51     | 0.00%             | 2027-10-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A A 4.75% 08/15/26                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-4 SER 2024-4A CL A3 REGD 144A P/P 4.75000000                 | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1504101.60    | 0.00%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A A 4.43% 01/15/28                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 SER 2024-4A CL A2 REGD 144A P/P 4.43000000                 | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4881930 | PA      | $4899307.09    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A D 5.28% 08/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 SER 2024-4A CL D REGD 144A P/P 5.28000000                  | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       600000 | PA      | $606251.22     | 0.00%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A B 5.04% 04/15/28                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL B REGD 144A P/P 5.04000000                  | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       435000 | PA      | $443734.89     | 0.00%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A C 5.26% 04/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.26000000                  | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       340000 | PA      | $347006.35     | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A D 5.74% 11/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.74000000                  | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       670000 | PA      | $684223.30     | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-3A C 4.94% 09/15/31                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-3 SER 2025-3A CL C REGD 144A P/P 4.94000000                  | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $804827.44     | 0.00%             | 2031-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL6  ZCP 01/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL SA ZCP REGD 144A P/P 0.00000000      | CUSIP: 36272QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        50029 | PA      | $48988.32      | 0.00%             | 2064-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL6  V/R 01/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL PT V/R REGD 144A P/P 3.01124700      | CUSIP: 36272QAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102382858 | PA      | $86524152.61   | 0.19%             | 2064-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL7  ZCP 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL SA ZCP REGD 144A P/P 0.00000000      | CUSIP: 36273CAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       130383 | PA      | $127724.40     | 0.00%             | 2064-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL7  V/R 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL PT V/R REGD 144A P/P 3.70177100      | CUSIP: 36273CAR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104266652 | PA      | $93812981.33   | 0.21%             | 2064-07-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-4A D 7.18% 11/15/27                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.18000000                  | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4300000 | PA      | $4448001.27    | 0.01%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL5  ZCP 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL SA ZCP REGD 144A P/P 0.00000000      | CUSIP: 362951AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        31094 | PA      | $30786.17      | 0.00%             | 2064-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL5  V/R 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL PT V/R REGD 144A P/P 3.16079500      | CUSIP: 362951AR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107381951 | PA      | $92637636.15   | 0.21%             | 2064-07-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE 2.16% 03/31/34                | GALAXY PIPELINE ASSETS REGD 144A P/P 2.16000000                                                     | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      1475990 | PA      | $1335890.59    | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GALL 2017-1A A1R V/R 07/15/31                 | GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.25615000                        | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19441276 | PA      | $19436260.29   | 0.04%             | 2031-07-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| GARNET 2025-2A A V/R 10/20/38                 | GARNET CLO 2 LTD SER 2025-2A CL A V/R REGD 144A P/P 5.43083000                                      | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12730000 | PA      | $12751781.03   | 0.03%             | 2038-10-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GARNET 2025-3A A V/R 10/20/38                 | GARNET CLO 3 LTD SER 2025-3A CL A1 V/R REGD 144A P/P 5.19042000                                     | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14795000 | PA      | $14785930.67   | 0.03%             | 2038-10-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 3.625% 06/15/29                   | GARTNER INC REGD 144A P/P 3.62500000                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      4920000 | PA      | $4742358.68    | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 5.6% 11/20/35                     | GARTNER INC REGD 5.60000000                                                                         | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $5784435.41    | 0.01%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 6% 01/09/28                | GENERAL MOTORS FINL CO REGD 6.00000000                                                              | CUSIP: 37045XEB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17350000 | PA      | $17926377.93   | 0.04%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.85% 04/06/30                | GENERAL MOTORS FINL CO REGD 5.85000000                                                              | CUSIP: 37045XEG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1859394.50    | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES IN 10.5% 11/15/30                | GETTY IMAGES INC REGD 144A P/P 10.50000000                                                          | CUSIP: 374276AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       810000 | PA      | $816693.03     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  2.6% 10/01/40                | GILEAD SCIENCES INC REGD 2.60000000                                                                 | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      3720000 | PA      | $2751946.33    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GITST 2025-NPL1  V/R 02/25/28                 | GITSIT MORTGAGE LOAN TRUST 2025-NPL1 SER 2025-NPL1 CL A1 V/R REGD 144A P/P 6.27560000               | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10821935 | PA      | $10840705.63   | 0.02%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 4.875% 03/12/29                | GLENCORE FUNDING LLC REGD 144A P/P 4.87500000                                                       | CUSIP: 378272AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8160000 | PA      | $8290907.13    | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 2.5% 09/01/30                | GLENCORE FUNDING LLC REGD 144A P/P 2.50000000                                                       | CUSIP: 378272AY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4980000 | PA      | $4563097.71    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDIN 2.85% 04/27/31                | GLENCORE FUNDING LLC REGD 144A P/P 2.85000000                                                       | CUSIP: 378272BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10245000 | PA      | $9450213.19    | 0.02%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 2.625% 09/23/31                | GLENCORE FUNDING LLC REGD 144A P/P 2.62500000                                                       | CUSIP: 378272BG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4910000 | PA      | $4426300.73    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 5.7% 05/08/33                | GLENCORE FUNDING LLC REGD 144A P/P 5.70000000                                                       | CUSIP: 378272BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17355000 | PA      | $18274479.35   | 0.04%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.125% 10/06/28                | GLENCORE FUNDING LLC REGD 144A P/P 6.12500000                                                       | CUSIP: 378272BN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16775000 | PA      | $17597871.79   | 0.04%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.375% 10/06/30                | GLENCORE FUNDING LLC REGD 144A P/P 6.37500000                                                       | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20010000 | PA      | $21534533.09   | 0.05%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 6.5% 10/06/33                | GLENCORE FUNDING LLC REGD 144A P/P 6.50000000                                                       | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49030000 | PA      | $54150720.17   | 0.12%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34                | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                       | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3155000 | PA      | $3296317.94    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.673% 04/01/35                | GLENCORE FUNDING LLC REGD 144A P/P 5.67300000                                                       | CUSIP: 378272CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6840000 | PA      | $7141409.18    | 0.02%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SEACO 2025-1H 6.169% 09/20/29                 | GLOBAL SC FINANCE X LTD SER 2025-1H CL A REGD 144A P/P 6.16900000                                   | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13863989 | PA      | $13866179.64   | 0.03%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP 8.25% 01/15/32                | GLOBAL PART/GLP FINANCE REGD 144A P/P 8.25000000                                                    | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       570000 | PA      | $600367.32     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC  4.4% 10/15/29                | GLOBAL ATLANTIC FIN CO REGD 144A P/P 4.40000000                                                     | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1127000 | PA      | $1108703.90    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTI 3.125% 06/15/31                | GLOBAL ATLANTIC FIN CO REGD 144A P/P 3.12500000                                                     | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2115000 | PA      | $1911778.93    | 0.00%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-2A D 6.19% 06/15/28                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 6.19000000                  | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       805000 | PA      | $825208.48     | 0.00%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-2A D 5.59% 07/15/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 SER 2025-2A CL D REGD 144A P/P 5.59000000                  | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1012445.80    | 0.00%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A C 5.92% 08/15/30                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 5.92000000                  | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2166696.63    | 0.00%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A D 6.34% 08/15/31                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 144A P/P 6.34000000                  | CUSIP: 37989EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3400000 | PA      | $3510579.56    | 0.01%             | 2031-08-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-3A  4.494% 12/15/25                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-3 SER 2025-3A CL A1 REGD 144A P/P 4.49400000                 | CUSIP: 37989YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       877930 | PA      | $878135.79     | 0.00%             | 2026-07-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-2A D 6.31% 07/15/27                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.31000000                  | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3335000 | PA      | $3411498.56    | 0.01%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-3  4.359% 03/20/26                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 SER 2025-3 CL A1 REGD 4.35900000                       | CUSIP: 379965AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       741187 | PA      | $741694.08     | 0.00%             | 2026-08-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-3 A 4.29% 04/20/26                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A2A REGD 4.29000000                      | CUSIP: 38012QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2845140 | PA      | $2846501.26    | 0.01%             | 2027-01-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-3 A 4.21% 12/20/26                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A3 REGD 4.21000000                       | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13200000 | PA      | $13220254.08   | 0.03%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4 A 4.53% 07/16/26                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A2A REGD 4.53000000         | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2110599 | PA      | $2112858.82    | 0.00%             | 2027-10-18      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4 A3 4.4% 02/16/28                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A3 REGD 4.40000000          | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12300000 | PA      | $12392230.32   | 0.03%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FI 3.5% 03/01/29                | GO DADDY OPCO/FINCO REGD 144A P/P 3.50000000                                                        | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       254000 | PA      | $243555.93     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO  3% 06/01/46                | GOLDEN ST TOBACCO SECURITIZATI REGD N/C B/E ST APPR 3.00000000                                      | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       375000 | PA      | $340509.26     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 3.487% 06/01/36                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.48700000                                                  | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1600000 | PA      | $1358804.48    | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 3.714% 06/01/41                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.71400000                                                  | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       760000 | PA      | $590859.64     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 4.214% 06/01/50                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 4.21400000                                                  | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     13600000 | PA      | $9945179.52    | 0.02%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBAC 3.85% 06/01/50                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.85000000                                                  | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1465000 | PA      | $1338939.09    | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLM 2020-8A ARR V/R 10/20/34                  | GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD SER 2020-8A CL ARR V/R REGD 144A P/P 5.03444000             | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     27220000 | PA      | $27206335.56   | 0.06%             | 2034-10-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| GLM 2021-11A AR V/R 10/20/34                  | GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD SER 2021-11A CL AR V/R REGD 144A P/P 4.96444000            | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     28000000 | PA      | $27985972.00   | 0.06%             | 2034-10-20      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/25/30                | GOLDMAN SACHS GROUP INC REGD V/R 5.72700000                                                         | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13322000 | PA      | $13917785.29   | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/30                | GOLDMAN SACHS GROUP INC REGD V/R 4.69200000                                                         | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8333000 | PA      | $8446693.95    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/35                | GOLDMAN SACHS GROUP INC REGD V/R 5.01600000                                                         | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5950000 | PA      | $5981852.31    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/36                | GOLDMAN SACHS GROUP INC REGD V/R 5.53600000                                                         | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $2039426.83    | 0.00%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/31                | GOLDMAN SACHS GROUP INC REGD V/R 5.21800000                                                         | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1125803.70    | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 05/01/29                | GOLDMAN SACHS GROUP INC REGD V/R 4.22300000                                                         | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8031000 | PA      | $8047708.98    | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/09/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.43100000                                                         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     43135000 | PA      | $42914574.54   | 0.10%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/10/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.54200000                                                         | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23288000 | PA      | $22879966.30   | 0.05%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                         | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8845000 | PA      | $8695409.29    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 08/23/28                | GOLDMAN SACHS GROUP INC REGD V/R 4.48200000                                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     19326000 | PA      | $19461596.82   | 0.04%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GCBSL 2025-82A A V/R 10/15/38                 | GOLUB CAPITAL CLO 82 B LTD SER 2025-82A CL A1 V/R REGD 144A P/P 5.22548000                          | CUSIP: 38181TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7570000 | PA      | $7575836.47    | 0.02%             | 2038-10-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| GDLP 2024-1A A 5.35% 04/20/33                 | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.35000000          | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2350737 | PA      | $2380983.55    | 0.01%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H26 FA V/R 10/20/65                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H26 CL FA V/R 4.63411000                          | CUSIP: 38376RJR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       789535 | PA      | $789908.09     | 0.00%             | 2065-10-20      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H33 FA V/R 12/20/65                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 4.77411000                          | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       267983 | PA      | $268444.66     | 0.00%             | 2065-12-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| GNR 2015-8 LZ 3% 11/16/44                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-8 CL LZ 3.00000000                                | CUSIP: 38379JAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1701189 | PA      | $1557042.66    | 0.00%             | 2044-11-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H04 FP V/R 06/20/69                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H04 CL FP V/R 4.61411000                          | CUSIP: 38380L2S1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       421594 | PA      | $421646.15     | 0.00%             | 2069-06-20      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GNR 2021-2 AH 1.5% 06/16/63                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-2 CL AH 1.50000000                                | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12431125 | PA      | $9237996.89    | 0.02%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-17 IO V/R 01/16/61                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-17 CL IO V/R 1.05318000                           | CUSIP: 38380RNX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11903783 | PA      | $940127.46     | 0.00%             | 2061-01-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GNR 2021-21 AH 1.4% 06/16/63                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-21 CL AH 1.40000000                               | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8473872 | PA      | $6495702.36    | 0.01%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GNR 2021-31 B 1.25% 01/16/61                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-31 CL B 1.25000000                                | CUSIP: 38380RVK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9203569 | PA      | $6713341.78    | 0.02%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GNR 2021-36 IO V/R 03/16/63                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-36 CL IO V/R 1.28753000                           | CUSIP: 38380RXJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56455507 | PA      | $4645718.05    | 0.01%             | 2063-03-16      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| GNR 2018-115 DE 3.5% 08/20/48                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-115 CL DE 3.50000000                              | CUSIP: 38380XR74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1694163 | PA      | $1573685.59    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2018-124 NW 3.5% 09/20/48                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-124 CL NW 3.50000000                              | CUSIP: 38380Y2X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1305568 | PA      | $1222773.20    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2019-90 HE 3% 07/20/49                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-90 CL HE 3.00000000                               | CUSIP: 38381XHZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       123892 | PA      | $110982.63     | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2019-119 JE 3% 09/20/49                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-119 CL JE 3.00000000                              | CUSIP: 38381YZE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       898154 | PA      | $806692.45     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H04 FA V/R 02/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H04 CL FA V/R 4.61765000                          | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1001693 | PA      | $1000525.89    | 0.00%             | 2074-02-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GNR 2025-205 FH V/R 04/20/54                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-205 CL FH V/R 4.83551000                          | CUSIP: 38385K4D9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8300000 | PA      | $8284461.82    | 0.02%             | 2054-04-20      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GPIF 2025-1A A V/R 08/15/27                   | GRACIE POINT INTERNATIONAL FUNDING 2025- SER 2025-1A CL A V/R REGD 144A P/P 5.52465000              | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10520000 | PA      | $10537100.26   | 0.02%             | 2028-08-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON U 5.125% 10/01/28                | GRAND CANYON UNIVERSITY REGD 5.12500000                                                             | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1890000 | PA      | $1875071.61    | 0.00%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMIN 8.75% 11/15/29                | GREAT CAN GAMING/RAPTOR REGD 144A P/P 8.75000000                                                    | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1258000 | PA      | $1270768.00    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GNAPK 2021-2A AR V/R 07/20/37                 | GREENACRE PARK CLO LLC SER 2021-2A CL AR V/R REGD 144A P/P 5.25444000                               | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2670000 | PA      | $2674760.61    | 0.01%             | 2037-07-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-1 A3 5.55% 06/25/59                 | GREENSKY HOME IMPROVEMENT TRUST 2024-1 SER 2024-1 CL A3 REGD 144A P/P 5.55000000                    | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3195000 | PA      | $3278887.28    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-1 C 6.36% 06/25/59                  | GREENSKY HOME IMPROVEMENT TRUST 2024-1 SER 2024-1 CL C REGD 144A P/P 6.36000000                     | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2187504 | PA      | $2240425.26    | 0.01%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| GSKY 2025-3A A 4.34% 12/27/60                 | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3 SER 2025-3A CL A1 REGD 144A P/P 4.34000000            | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3100000 | PA      | $3104193.06    | 0.01%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-2 A4 5.15% 10/27/59                 | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-2 SER 2024-2 CL A4 REGD 144A P/P 5.15000000             | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       819971 | PA      | $833349.84     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GWOLF 2018-2A A1 V/R 10/20/31                 | GREYWOLF CLO VII LTD SER 2018-2A CL A1 V/R REGD 144A P/P 5.32444000                                 | CUSIP: 39809AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        83082 | PA      | $83061.80      | 0.00%             | 2031-10-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE  1.625% 09/16/28                | GUARDIAN LIFE GLOB FUND REGD 144A P/P 1.62500000                                                    | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4698553.20    | 0.01%             | 2028-09-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP 5.5% 09/01/32                | HF SINCLAIR CORP REGD 5.50000000                                                                    | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3648861.32    | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25% 06/15/26                        | HCA INC REGD 5.25000000                                                                             | CUSIP: 404119BT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2965900 | PA      | $2968208.39    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.125% 06/15/29                       | HCA INC REGD 4.12500000                                                                             | CUSIP: 404119BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13765000 | PA      | $13718325.23   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39                       | HCA INC REGD 5.12500000                                                                             | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14720000 | PA      | $14215251.05   | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 09/01/30                         | HCA INC REGD 3.50000000                                                                             | CUSIP: 404119CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8364000 | PA      | $8043309.10    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.125% 03/15/27                       | HCA INC REGD 3.12500000                                                                             | CUSIP: 404119CH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       995000 | PA      | $984579.93     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.375% 03/15/29                       | HCA INC REGD 3.37500000                                                                             | CUSIP: 404119CJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6580000 | PA      | $6410428.73    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.5% 06/01/33                         | HCA INC REGD 5.50000000                                                                             | CUSIP: 404119CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17540000 | PA      | $18248263.27   | 0.04%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.45% 04/01/31                        | HCA INC REGD 5.45000000                                                                             | CUSIP: 404119CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8805000 | PA      | $9189769.43    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.6% 04/01/34                         | HCA INC REGD 5.60000000                                                                             | CUSIP: 404119CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13700000 | PA      | $14288000.30   | 0.03%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25% 03/01/30                        | HCA INC REGD 5.25000000                                                                             | CUSIP: 404119CZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4129306.80    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.75% 03/01/35                        | HCA INC REGD 5.75000000                                                                             | CUSIP: 404119DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6010000 | PA      | $6308149.97    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.6% 11/15/32                         | HCA INC REGD 4.60000000                                                                             | CUSIP: 404119DE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7432078.13    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.9% 11/15/35                         | HCA INC REGD 4.90000000                                                                             | CUSIP: 404119DF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2761712.88    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.45% 09/15/34                        | HCA INC REGD 5.45000000                                                                             | CUSIP: 404121AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2755000 | PA      | $2835018.98    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 01/05/26                         | HCA INC DISC 01/05/26 0.00000000                                                                    | CUSIP: 40412DA58<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1800000 | PA      | $1799006.76    | 0.00%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 01/07/26                         | HCA INC DISC 01/07/26 0.00000000                                                                    | CUSIP: 40412DA74<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     14700000 | PA      | $14688595.74   | 0.03%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 01/13/26                         | HCA INC DISC 01/13/26 0.00000000                                                                    | CUSIP: 40412DAD1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      8800000 | PA      | $8787262.88    | 0.02%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC        DISC 01/20/26                  | HCA INC        DISC 01/20/26 0.00000000                                                             | CUSIP: 40412DAL3<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     12900000 | PA      | $12871122.06   | 0.03%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 01/21/26                         | HCA INC DISC 01/21/26 0.00000000                                                                    | CUSIP: 40412DAM1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3747000 | PA      | $3738185.56    | 0.01%             | 2026-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 01/26/2026                       | HCA INC DISC 01/26/2026 0.00000000                                                                  | CUSIP: 40412DAS8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3200000 | PA      | $3190606.40    | 0.01%             | 2026-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 02/02/2026                       | HCA INC DISC 02/02/2026 0.00000000                                                                  | CUSIP: 40412DB24<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      6600000 | PA      | $6575249.34    | 0.01%             | 2026-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC        DISC 02/04/26                  | HCA INC        DISC 02/04/26 0.00000000                                                             | CUSIP: 40412DB40<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      2053000 | PA      | $2044833.17    | 0.00%             | 2026-02-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC DISC 02/12/2026                       | HCA INC DISC 02/12/2026 0.00000000                                                                  | CUSIP: 40412DBC2<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      8200000 | PA      | $8159898.72    | 0.02%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LL 3.5% 07/15/29                | HEALTHPEAK OP LLC REGD 3.50000000                                                                   | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       231000 | PA      | $224522.43     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/19/29                | HSBC HOLDINGS PLC REGD V/R 4.58300000                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3229558.94    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/22/30                | HSBC HOLDINGS PLC REGD V/R 3.97300000                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9878453.30    | 0.02%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/04/31                | HSBC HOLDINGS PLC REGD V/R 2.84800000                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9347296.20    | 0.02%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/18/31                | HSBC HOLDINGS PLC REGD V/R 2.35700000                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     24850000 | PA      | $22602128.89   | 0.05%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/22/28                | HSBC HOLDINGS PLC REGD V/R 2.01300000                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5045000 | PA      | $4869050.23    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/17/29                | HSBC HOLDINGS PLC REGD V/R 2.20600000                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $1711933.24    | 0.00%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/11/28                | HSBC HOLDINGS PLC REGD V/R 5.21000000                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10500000 | PA      | $10677184.35   | 0.02%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/20/34                | HSBC HOLDINGS PLC REGD V/R 6.54700000                                                               | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     26515000 | PA      | $28663647.00   | 0.06%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/10/36                | HSBC HOLDINGS PLC REGD V/R 5.74100000                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     26700000 | PA      | $27484695.91   | 0.06%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HASC 2005-NC1 M3 V/R 07/25/35                 | HSI ASSET SECURITIZATION CORP TRUST 2005-NC1 SER 2005-NC1 CL M3 V/R REGD 4.80621000                 | CUSIP: 40430HAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4382432 | PA      | $4184572.44    | 0.01%             | 2035-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE DISC 01/06/2026                | HA SUSTAINABLE DISC 01/06/2026 0.00000000                                                           | CUSIP: 40460KA61<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1300000 | PA      | $1299068.03    | 0.00%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE DISC 01/13/26                  | HA SUSTAINABLE DISC 01/13/26 0.00000000                                                             | CUSIP: 40460KAD6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1700000 | PA      | $1697342.90    | 0.00%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HINTT 2024-A A 5.49% 03/15/43                 | HINNT 2024-A LLC SER 2024-A CL A REGD 144A P/P 5.49000000                                           | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1572268 | PA      | $1602395.50    | 0.00%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDI 9.75% 10/01/31                | HAH GROUP HOLDING CO LLC REGD 144A P/P 9.75000000                                                   | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |       233000 | PA      | $219102.47     | 0.00%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE 6.375% 07/01/34                | HA SUSTAINABLE INF CAP REGD SER WI 6.37500000                                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10188141.80   | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HVMLT 2005-9 2A1 V/R 06/20/35                 | HARBORVIEW MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A1C V/R REGD 4.74838000                        | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3547940 | PA      | $3333693.25    | 0.01%             | 2035-06-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-7 2 V/R 10/19/37                   | HVMLT 2006-7 2 V/R 10/19/37 4.24552000                                                              | CUSIP: 41161VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1738941 | PA      | $1556118.31    | 0.00%             | 2037-10-19      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-10 1A V/R 11/19/36                 | HARBORVIEW MORTGAGE LOAN TRUST 2006-10 SER 2006-10 CL 1A1A V/R REGD 4.04552000                      | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6128841 | PA      | $4951484.91    | 0.01%             | 2036-11-19      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-12 1A V/R 12/19/36                 | HARBORVIEW MORTGAGE LOAN TRUST 2006-12 SER 2006-12 CL 1A1A V/R REGD 4.25552000                      | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22380763 | PA      | $18220853.09   | 0.04%             | 2036-12-19      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| HVMLT 2007-6 1A1 V/R 11/19/15                 | HARBORVIEW MORTGAGE LOAN TRUST 2007-6 SER 2007-6 CL 1A1A V/R REGD 4.04552000                        | CUSIP: 41165BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4923027 | PA      | $4272687.84    | 0.01%             | 2037-08-19      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A 7.253% 03/20/31                 | HARDEE'S FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 7.25300000                                     | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       948112 | PA      | $979997.24     | 0.00%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HDMOT 2024-B A 4.62% 03/16/26                 | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A2 REGD 4.62000000                            | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4750856 | PA      | $4753478.37    | 0.01%             | 2027-08-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HDMOT 2024-B A 4.31% 01/17/28                 | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A3 REGD 4.31000000                            | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16100000 | PA      | $16165145.43   | 0.04%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  3.5% 08/01/26                | HEALTHCARE RLTY HLDGS LP REGD 3.50000000                                                            | CUSIP: 42225UAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1989209.72    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  3.1% 02/15/30                | HEALTHCARE RLTY HLDGS LP REGD 3.10000000                                                            | CUSIP: 42225UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4438000 | PA      | $4215707.81    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HL 2% 03/15/31                | HEALTHCARE RLTY HLDGS LP REGD 2.00000000                                                            | CUSIP: 42225UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         3000 | PA      | $2631.22       | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLT 3.625% 01/15/28                | HEALTHCARE RLTY HLDGS LP REGD 3.62500000                                                            | CUSIP: 42225UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1092000 | PA      | $1077261.71    | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP  2.875% 01/15/31                | HEALTHPEAK OP LLC REGD 2.87500000                                                                   | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1980000 | PA      | $1834411.27    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYN 5.5% 12/01/34                | HELMERICH & PAYNE INC REGD 5.50000000                                                               | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     28303000 | PA      | $27865258.44   | 0.06%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERTZ 2023-1A  9.13% 06/25/26                 | HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL 1D REGD 144A P/P 9.13000000                          | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2585000 | PA      | $2604420.33    | 0.01%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILT 2025-NVIL A V/R 07/15/27                 | HILTON USA TRUST SER 2025-NVIL CL A V/R REGD 144A P/P 5.49312000                                    | CUSIP: 432826AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12300000 | PA      | $12330736.47   | 0.03%             | 2042-07-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTI 3.625% 02/15/32                | HILTON DOMESTIC OPERATIN REGD 144A P/P 3.62500000                                                   | CUSIP: 432833AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $182871.20     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTI 6.125% 04/01/32                | HILTON DOMESTIC OPERATIN REGD 144A P/P 6.12500000                                                   | CUSIP: 432833AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       177000 | PA      | $183284.92     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC  5.5% 03/31/34                | HILTON DOMESTIC OPERATIN REGD 144A P/P 5.50000000                                                   | CUSIP: 432833AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2385000 | PA      | $2401379.77    | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HGVT 2022-1D C 4.69% 06/20/34                 | HILTON GRAND VACATIONS TRUST 2022-1D SER 2022-1D CL C REGD 144A P/P 4.69000000                      | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       122398 | PA      | $122239.13     | 0.00%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A C 5.52% 10/25/31                 | HILTON GRAND VACATIONS TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.52000000                       | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       576600 | PA      | $585361.32     | 0.00%             | 2042-05-27      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HGVT 2024-2A C 5.99% 03/25/38                 | HILTON GRAND VACATIONS TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 5.99000000                       | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1020484 | PA      | $1036311.74    | 0.00%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND V 6.625% 01/15/32                | HILTON GRAND VAC LLC/INC REGD 144A P/P 6.62500000                                                   | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14738000 | PA      | $15106258.41   | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A C 6.94% 01/25/38                 | HILTON GRAND VACATIONS TRUST 2023-1 SER 2023-1A CL C REGD 144A P/P 6.94000000                       | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       236236 | PA      | $244212.37     | 0.00%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE U 5.4% 04/07/35                | AMRIZE FINANCE US LLC REGD SER WI 5.40000000                                                        | CUSIP: 43475RAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9335000 | PA      | $9626661.71    | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.95% 06/25/34                 | HOME DEPOT INC REGD 4.95000000                                                                      | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5230000 | PA      | $5349155.04    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPA 2021-1 E 2.577% 09/17/29                  | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000                      | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       722159 | PA      | $654326.38     | 0.00%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HPA 2021-3 A 2.2% 01/17/29                    | HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL A REGD 144A P/P 2.20000000                      | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9047980 | PA      | $8523859.31    | 0.02%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HPA 2019-1 D 3.406% 09/17/27                  | HOME PARTNERS OF AMERICA 2019-1 TRUST SER 2019-1 CL D REGD 144A P/P 3.40600000                      | CUSIP: 43731QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1089919 | PA      | $1069317.37    | 0.00%             | 2039-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| HPA 2019-2 D 3.121% 10/19/27                  | HOME PARTNERS OF AMERICA 2019-2 TRUST SER 2019-2 CL D REGD 144A P/P 3.12100000                      | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1181448 | PA      | $1147076.17    | 0.00%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HPA 2021-2 E2 2.952% 12/17/26                 | HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL E2 REGD 144A P/P 2.95200000                     | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4221781 | PA      | $4119157.73    | 0.01%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 S/UP 12/25/28                 | HOMES 2024-NQM2 TRUST SER 2024-NQM2 CL A1 S/UP REGD 144A P/P 5.71700000                             | CUSIP: 43761CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24703329 | PA      | $24913847.90   | 0.06%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM1  V/R 01/25/70                 | HOMES 2025-NQM1 TRUST SER 2025-NQM1 CL A1 V/R REGD 144A P/P 5.55400000                              | CUSIP: 43761DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30216517 | PA      | $30460131.68   | 0.07%             | 2070-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-3 A 4.04% 10/23/28                 | HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST SER 2025-3 CL A3 REGD 4.04000000                          | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42971000 | PA      | $43216360.11   | 0.10%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-4 A 3.98% 04/15/29                 | HONDA AUTO RECEIVABLES 2025-4 OWNER TRUST SER 2025-4 CL A3 REGD 3.98000000                          | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61315000 | PA      | $61640509.07   | 0.14%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HAROT 2024-4 A 4.56% 03/15/27                 | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST SER 2024-4 CL A2 REGD 4.56000000                          | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3684935 | PA      | $3688577.55    | 0.01%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HAROT 2024-4 A 4.33% 05/15/29                 | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST SER 2024-4 CL A3 REGD 4.33000000                          | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3600000 | PA      | $3619918.44    | 0.01%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HORZN 2018-1  4.458% 12/15/25                 | HORIZON AIRCRAFT FINANCE I LTD SER 2018-1 CL A REGD 144A P/P 4.45800000                             | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       777148 | PA      | $769631.61     | 0.00%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HORZN 2019-1  3.721% 07/15/26                 | HORIZON AIRCRAFT FINANCE II LTD SER 2019-1 CL A REGD 144A P/P 3.72100000                            | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       384237 | PA      | $377687.99     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HORZN 2019-2  3.425% 11/15/26                 | HORIZON AIRCRAFT FINANCE III LTD SER 2019-2 CL A REGD 144A P/P 3.42500000                           | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1042804 | PA      | $1019174.14    | 0.00%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.5% 04/15/35                | HOST HOTELS & RESORTS LP REGD 5.50000000                                                            | CUSIP: 44107TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29780000 | PA      | $30143895.52   | 0.07%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.7% 06/15/32                | HOST HOTELS & RESORTS LP REGD 5.70000000                                                            | CUSIP: 44107TBD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1879445.63    | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A  6.97% 07/20/26                 | HPEFS EQUIPMENT TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.97000000                              | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1585000 | PA      | $1601446.12    | 0.00%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC  3.95% 11/01/27                | HUDSON PACIFIC PROPERTIE REGD 3.95000000                                                            | CUSIP: 44409MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12560000 | PA      | $12042083.12   | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC  3.25% 01/15/30                | HUDSON PACIFIC PROPERTIE REGD 3.25000000                                                            | CUSIP: 44409MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2152000 | PA      | $1816130.90    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HBCT 2015-HB1 4.154% 08/05/25                 | HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB10 CL A10 REGD 144A P/P 4.15450000                   | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3540000 | PA      | $3536607.26    | 0.01%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 4.875% 04/01/30                    | HUMANA INC REGD 4.87500000                                                                          | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1389320.06    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.7% 03/23/29                      | HUMANA INC REGD 3.70000000                                                                          | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     11540000 | PA      | $11330522.23   | 0.03%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.55% 05/01/35                     | HUMANA INC REGD 5.55000000                                                                          | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      6690000 | PA      | $6830159.11    | 0.02%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY 2.125% 09/22/31                       | HUNGARY REGD 144A P/P 2.12500000                                                                    | CUSIP: 445545AM8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      3500000 | PA      | $3016641.36    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNT 2024-1A A 5.23% 01/16/29                 | HUNTINGTON AUTO TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.23000000                             | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12055238 | PA      | $12172885.86   | 0.03%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL B V/R 01/13/30                   | HUDSON YARDS 2025-SPRL MORTGAGE TRUST SER 2025-SPRL CL B V/R REGD 144A P/P 5.75807000               | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10439000 | PA      | $10800976.50   | 0.02%             | 2040-01-13      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS C 5.375% 12/15/31                | HYATT HOTELS CORP REGD 5.37500000                                                                   | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3605005.74    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS COR 5.4% 12/15/35                | HYATT HOTELS CORP REGD 5.40000000                                                                   | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      3825000 | PA      | $3832896.33    | 0.01%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  5.3% 03/19/27                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.30000000                                                    | CUSIP: 44891ACX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7808437.48    | 0.02%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.35% 03/19/29                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.35000000                                                    | CUSIP: 44891ACY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3909342.15    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL A V/R 03/19/27                | HYUNDAI CAPITAL AMERICA REGD V/R 144A P/P 4.81653700                                                | CUSIP: 44891ACZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6020868.90    | 0.01%             | 2027-03-19      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  4.3% 09/24/27                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.30000000                                                    | CUSIP: 44891ADF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000000 | PA      | $20056784.40   | 0.04%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HART 2024-A A3 4.99% 02/15/29                 | HYUNDAI AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 4.99000000                              | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11663744 | PA      | $11763576.72   | 0.03%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HART 2024-C A2 4.53% 09/15/27                 | HYUNDAI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL A2A REGD 4.53000000                             | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4744414 | PA      | $4751745.75    | 0.01%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| HART 2024-C A3 4.41% 05/15/29                 | HYUNDAI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL A3 REGD 4.41000000                              | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17900000 | PA      | $18041102.12   | 0.04%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| HALST 2024-C A 4.77% 07/15/26                 | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-C CL A2A REGD 144A P/P 4.77000000                | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2800623 | PA      | $2807444.57    | 0.01%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| HALST 2024-C A 4.62% 02/16/27                 | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-C CL A3 REGD 144A P/P 4.62000000                 | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9559461.45    | 0.02%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HART 2025-A C 4.76% 02/15/29                  | HYUNDAI AUTO RECEIVABLES TRUST 2025-A SER 2025-A CL C REGD 4.76000000                               | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5400000 | PA      | $5476485.60    | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HART 2025-C A3 3.88% 12/15/28                 | HYUNDAI AUTO RECEIVABLES TRUST 2025-C SER 2025-C CL A3 REGD 3.88000000                              | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124334000 | PA      | $124594032.13  | 0.28%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IXIS 2005-HE2 M5 V/R 09/25/35                 | IXIS REAL ESTATE CAPITAL TRUST 2005-HE2 SER 2005-HE2 CL M5 V/R REGD 4.82121000                      | CUSIP: 45071KBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1673648 | PA      | $1818764.05    | 0.00%             | 2035-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRIS 9.75% 01/15/29                | ICAHN ENTERPRISES/FIN REGD 9.75000000                                                               | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4564000 | PA      | $4550034.16    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/ 9% 06/15/30                | ICAHN ENTERPRISES/FIN REGD 9.00000000                                                               | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5077000 | PA      | $4852988.14    | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS S 6% 05/08/34                | ICON INVESTMENTS SIX DAC REGD 6.00000000                                                            | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      2105000 | PA      | $2226016.01    | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC - CLASS A                     | IHEARTMEDIA INC - CLASS A 0.00000000                                                                | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498998 | NS      | $2075831.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC - CLASS B                     | IHEARTMEDIA INC - CLASS B 0.00000000                                                                | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365379 | NS      | $1367978.98    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                     | ILLINOIS ST REGD N/C B/E 5.10000000                                                                 | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     61759020 | PA      | $63294947.93   | 0.14%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 6.725% 04/01/35                   | ILLINOIS ST REGD N/C B/E 6.72500000                                                                 | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |        53846 | PA      | $57041.32      | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 7.35% 07/01/35                    | ILLINOIS ST REGD N/C B/E 7.35000000                                                                 | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |        39286 | PA      | $42780.29      | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 2.55% 03/23/31                   | ILLUMINA INC REGD 2.55000000                                                                        | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     11640000 | PA      | $10563856.39   | 0.02%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 4.65% 09/09/26                   | ILLUMINA INC REGD 4.65000000                                                                        | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      9700000 | PA      | $9731115.56    | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CO 4.75% 05/15/29                | IMOLA MERGER CORP REGD 144A P/P 4.75000000                                                          | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       498000 | PA      | $491535.84     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  3.5% 07/26/26                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000                                                    | CUSIP: 45262BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1756000 | PA      | $1748221.43    | 0.00%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRAND 6.125% 07/27/27                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 6.12500000                                                    | CUSIP: 45262BAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     28254000 | PA      | $29082307.82   | 0.06%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  5.5% 02/01/30                | IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000                                                | CUSIP: 45262BAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     40565000 | PA      | $42021316.76   | 0.09%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  4.5% 06/30/28                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 4.50000000                                                    | CUSIP: 45262BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     12000000 | PA      | $12096624.48   | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERG 7.375% 01/15/33                | CRESCENT ENERGY FINANCE REGD 144A P/P 7.37500000                                                    | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       127000 | PA      | $120516.88     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDX 2006-AR19 5 V/R 08/25/36                 | INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR19 SER 2006-AR19 CL 5A2 V/R REGD 4.02932800                 | CUSIP: 45660GBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11990266 | PA      | $8541985.09    | 0.02%             | 2036-08-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| INDX 2007-AR15 1 V/R 08/25/37                 | INDYMAC INDX MORTGAGE LOAN TRUST 2007-AR15 SER 2007-AR15 CL 1A1 V/R REGD 4.23130900                 | CUSIP: 45669JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2803306 | PA      | $1931231.50    | 0.00%             | 2037-08-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/11/34                     | ING GROEP NV REGD V/R 6.11400000                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      4225000 | PA      | $4564848.44    | 0.01%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND I 5.7% 08/14/33                | INGERSOLL RAND INC REGD 5.70000000                                                                  | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     20320000 | PA      | $21528982.49   | 0.05%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.734% 12/08/47                    | INTEL CORP REGD SER WI 3.73400000                                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $1956881.74    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49                     | INTEL CORP REGD 3.25000000                                                                          | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     16385000 | PA      | $10467423.22   | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 2% 08/12/31                        | INTEL CORP REGD 2.00000000                                                                          | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      7020000 | PA      | $6156230.91    | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52                      | INTEL CORP REGD 4.90000000                                                                          | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1242551.01    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR &  1.832% 10/15/27                | INTL FLAVOR & FRAGRANCES REGD 144A P/P 1.83200000                                                   | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     12544000 | PA      | $12034855.35   | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FR 2.3% 11/01/30                | INTL FLAVOR & FRAGRANCES REGD 144A P/P 2.30000000                                                   | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      9230000 | PA      | $8328248.75    | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERNAL FLV&F DISC 01/30/26                  | INTERNAL FLV&F DISC 01/30/26 0.00000000                                                             | CUSIP: 4595A3AW7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |       300000 | PA      | $299030.01     | 0.00%             | 2026-01-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER 5.6% 06/29/35                | INTERSTATE POWER & LIGHT REGD 5.60000000                                                            | CUSIP: 461070AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15985000 | PA      | $16635780.20   | 0.04%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.2% 11/28/33                | INTESA SANPAOLO SPA REGD 144A P/P 7.20000000                                                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $7994249.27    | 0.02%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INVCO 2021-2A BR V/R 07/15/34                 | INVESCO CLO 2021-2 LTD SER 2021-2A CL BR V/R REGD 144A P/P 5.50454000                               | CUSIP: 46149MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10500000 | PA      | $10507213.50   | 0.02%             | 2034-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| INVCO 2024-4A A1 V/R 01/15/38                 | INVESCO US CLO 2024-4 LTD SER 2024-4A CL A1 V/R REGD 144A P/P 5.23454000                            | CUSIP: 46151BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18945000 | PA      | $18958204.67   | 0.04%             | 2038-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 4.15% 04/15/32                | INVITATION HOMES OP REGD 4.15000000                                                                 | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         4000 | PA      | $3882.52       | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 5.5% 08/15/33                | INVITATION HOMES OP REGD 5.50000000                                                                 | CUSIP: 46188BAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1000 | PA      | $1035.41       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOM 4.875% 02/01/35                | INVITATION HOMES OP REGD 4.87500000                                                                 | CUSIP: 46188BAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4421810.80    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US 8.75% 05/01/29                | ION PLAT FIN US/SARL REGD P/P SER 144@ 8.75000000                                                   | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1904000 | PA      | $1928963.84    | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 5.7% 05/15/28                       | IQVIA INC REGD SER WI 5.70000000                                                                    | CUSIP: 46266TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16850000 | PA      | $17385830.34   | 0.04%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 6.25% 02/01/29                      | IQVIA INC REGD SER WI 6.25000000                                                                    | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       375000 | PA      | $395294.36     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN I 5.25% 07/15/30                | IRON MOUNTAIN INC REGD 144A P/P 5.25000000                                                          | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       181000 | PA      | $178810.77     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC 7% 02/15/29                 | IRON MOUNTAIN INC REGD 144A P/P 7.00000000                                                          | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       174000 | PA      | $178734.71     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ISLN 2025-1A A 6.54% 03/19/35                 | ISLAND FINANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 6.54000000                               | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1080000 | PA      | $1092970.69    | 0.00%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.625% 02/19/35                | STATE OF ISRAEL REGD SER 10Y 5.62500000                                                             | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |      9800000 | PA      | $10226947.39   | 0.02%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 3.25% 06/30/26                | ITC HOLDINGS CORP REGD 3.25000000                                                                   | CUSIP: 465685AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1990460.86    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NQM2  V/R 09/25/65                 | JP MORGAN MORTGAGE TRUST SERIES 2025 SER 2025-NQM2 CL A3 V/R REGD 144A P/P 5.92300000               | CUSIP: 46590SAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8142663 | PA      | $8209027.76    | 0.02%             | 2065-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 3.75% 12/01/31                | JBS USA HOLD/FOOD/LUX CO REGD 3.75000000                                                            | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      7152000 | PA      | $6791629.82    | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/ 3% 02/02/29                | JBS USA HOLD/FOOD/LUX CO REGD 3.00000000                                                            | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5290000 | PA      | $5093458.99    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 4.375% 02/02/52                | JBS USA HOLD/FOOD/LUX CO REGD 4.37500000                                                            | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      7491000 | PA      | $5822952.89    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-9 A11 V/R 02/25/55                 | JP MORGAN MORTGAGE TRUST 2024-9 SER 2024-9 CL A11 V/R REGD 144A P/P 5.22419000                      | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6863796 | PA      | $6876339.93    | 0.02%             | 2055-02-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERI 5.875% 01/31/31                | JH NORTH AMERICA HOLDING REGD 144A P/P 5.87500000                                                   | CUSIP: 46593WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4985000 | PA      | $5088314.13    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERI 6.125% 07/31/32                | JH NORTH AMERICA HOLDING REGD 144A P/P 6.12500000                                                   | CUSIP: 46593WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7105000 | PA      | $7293687.41    | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-LT 7.462% 12/25/29                 | JP MORGAN MORTGAGE TRUST 2025-LTV3 SER 2025-LTV3 CL PT REGD 144A P/P 7.46215000                     | CUSIP: 46594MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16500000 | PA      | $16853296.35   | 0.04%             | 2056-04-25      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| JPMCC 2025-BMS A V/R 01/15/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2025-BMS CL A V/R REGD 144A P/P 5.35012000           | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5700000 | PA      | $5698212.48    | 0.01%             | 2042-01-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMCC 2025-BMS B V/R 01/15/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2025-BMS CL B V/R REGD 144A P/P 5.75012000           | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3486956.90    | 0.01%             | 2042-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMCC 2023-CC 7.235% 10/05/28                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES  SER 2023-CCDC CL A REGD 144A P/P 7.23547000         | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5800000 | PA      | $6108023.50    | 0.01%             | 2040-10-05      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| JPMAC 2005-FRE1  V/R 10/25/35                 | JP MORGAN MORTGAGE ACQUISITION CORP 2005-FRE1 SER 2005-FRE1 CL M2 V/R REGD 4.49121000               | CUSIP: 46626LCD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7044106 | PA      | $6258483.20    | 0.01%             | 2035-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-FRE2  V/R 02/25/36                 | JP MORGAN MORTGAGE ACQUISITION CORP 2006-FRE2 SER 2006-FRE2 CL M2 V/R REGD 4.38621000               | CUSIP: 46626LHC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11254953 | PA      | $10371234.35   | 0.02%             | 2036-02-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC1  V/R 03/25/36                 | JP MORGAN MORTGAGE ACQUISITION CORP 2006-WMC1 SER 2006-WMC1 CL A5 V/R REGD 4.38621000               | CUSIP: 46626LHU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4776646 | PA      | $4642820.42    | 0.01%             | 2036-03-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-CW1 M V/R 05/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-CW1 SER 2006-CW1 CL M2 V/R REGD 4.28121000                | CUSIP: 46628MAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11322000 | PA      | $10631099.86   | 0.02%             | 2036-05-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC4  V/R 12/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 SER 2006-WMC4 CL A3 V/R REGD 4.08621000              | CUSIP: 46630BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17121302 | PA      | $8970834.41    | 0.02%             | 2036-12-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC4  V/R 12/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 SER 2006-WMC4 CL A4 V/R REGD 4.14621000              | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15593171 | PA      | $8172829.95    | 0.02%             | 2036-12-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMAC 2007-CH3 A V/R 03/25/37                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH3 SER 2007-CH3 CL A5 V/R REGD 4.10621000                | CUSIP: 46630XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5537289 | PA      | $5503922.95    | 0.01%             | 2037-03-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| JABIL INC 3% 01/15/31                         | JABIL INC REGD 3.00000000                                                                           | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      2470000 | PA      | $2301378.39    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMAC 2007-CH5 M V/R 06/25/37                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH5 SER 2007-CH5 CL M1 V/R REGD 4.11621000                | CUSIP: 46631KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5823357 | PA      | $5701060.62    | 0.01%             | 2037-06-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC C V/R 04/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2021-MHC CL C V/R REGD 144A P/P 5.41548000           | CUSIP: 466330AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $999996.40     | 0.00%             | 2038-04-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-MHC D V/R 04/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2021-MHC CL D V/R REGD 144A P/P 5.81548000           | CUSIP: 466330AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2800000 | PA      | $2799988.52    | 0.01%             | 2038-04-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| JPSMT 2010-1 B V/R 03/25/50                   | JP MORGAN SEASONED MORTGAGE TRUST 2010-1 SER 2010-1 CL B V/R REGD 144A P/P 0.00000000               | CUSIP: 46635HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3534832 | PA      | $3102029.47    | 0.01%             | 2050-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JACK 2019-1A  4.476% 08/25/26                 | JACK IN THE BOX FUNDING LLC SER 2019-1A CL A2II REGD 144A P/P 4.47600000                            | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4410075 | PA      | $4375961.31    | 0.01%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A  3.445% 02/25/27                 | JACK IN THE BOX FUNDING LLC SER 2022-1A CL A2I REGD 144A P/P 3.44500000                             | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       212750 | PA      | $205941.17     | 0.00%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMCC 2012-LC9 C V/R 12/15/22                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2012-LC9 CL C V/R REGD 144A P/P 3.57072400           | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2056527 | PA      | $1996826.35    | 0.00%             | 2047-12-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMCC 2012-LC9 D V/R 12/15/22                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2012-LC9 CL D V/R REGD 144A P/P 3.57072400           | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       215000 | PA      | $203921.05     | 0.00%             | 2047-12-15      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-WPT 5.35% 07/05/23                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2018-WPT CL DFX REGD 144A P/P 5.35030000         | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10060000 | PA      | $4829806.00    | 0.01%             | 2033-07-05      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/15/30                | JPMORGAN CHASE & CO REGD V/R 2.73900000                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6869000 | PA      | $6516250.26    | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31                | JPMORGAN CHASE & CO REGD V/R SER . 2.52200000                                                       | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     18640000 | PA      | $17363666.63   | 0.04%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 05/13/31                | JPMORGAN CHASE & CO REGD V/R 2.95600000                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     38025000 | PA      | $35871418.38   | 0.08%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/19/31                | JPMORGAN CHASE & CO REGD V/R 1.76400000                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12795000 | PA      | $11366885.31   | 0.03%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/04/27                | JPMORGAN CHASE & CO REGD V/R 1.04000000                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6799000 | PA      | $6780164.39    | 0.02%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/04/32                | JPMORGAN CHASE & CO REGD V/R 1.95300000                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5064000 | PA      | $4515559.94    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/27                | JPMORGAN CHASE & CO REGD V/R 1.57800000                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25398000 | PA      | $25207509.67   | 0.06%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/32                | JPMORGAN CHASE & CO REGD V/R 2.58000000                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4831000 | PA      | $4415784.73    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/29                | JPMORGAN CHASE & CO REGD V/R 2.06900000                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2990000 | PA      | $2855167.27    | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27                | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        60000 | PA      | $58905.05      | 0.00%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/25/33                | JPMORGAN CHASE & CO REGD V/R 2.96300000                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       541000 | PA      | $496465.03     | 0.00%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/24/28                | JPMORGAN CHASE & CO REGD V/R SER VAR 2.94700000                                                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8197000 | PA      | $8097026.28    | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/28                | JPMORGAN CHASE & CO REGD V/R 5.04000000                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7239000 | PA      | $7313919.96    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/30                | JPMORGAN CHASE & CO REGD V/R 5.01200000                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3735000 | PA      | $3827254.54    | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/28                | JPMORGAN CHASE & CO REGD V/R 5.57100000                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12231000 | PA      | $12474305.53   | 0.03%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/30                | JPMORGAN CHASE & CO REGD V/R 4.99500000                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       300000 | PA      | $307990.91     | 0.00%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/28                | JPMORGAN CHASE & CO REGD V/R 4.50500000                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     21175000 | PA      | $21382523.47   | 0.05%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/29                | JPMORGAN CHASE & CO REGD V/R 4.91500000                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       165000 | PA      | $168067.35     | 0.00%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/36                | JPMORGAN CHASE & CO REGD V/R 5.50200000                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12190000 | PA      | $12739996.10   | 0.03%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/36                | JPMORGAN CHASE & CO REGD V/R 5.57200000                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12310000 | PA      | $12915146.31   | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31                | JPMORGAN CHASE & CO REGD V/R 5.10300000                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     23048000 | PA      | $23796517.22   | 0.05%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMCC 2019-OS 3.397% 06/05/29                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2019-OSB CL A REGD 144A P/P 3.39730000         | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8012500 | PA      | $7585482.63    | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JABIL INC DISC 01/07/26                       | JABIL INC DISC 01/07/26 0.00000000                                                                  | CUSIP: 46652MA70<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      4900000 | PA      | $4895817.36    | 0.01%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC DISC 01/12/2026                     | JABIL INC DISC 01/12/2026 0.00000000                                                                | CUSIP: 46652MAC9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      5400000 | PA      | $5392104.12    | 0.01%             | 2026-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC DISC 01/13/26                       | JABIL INC DISC 01/13/26 0.00000000                                                                  | CUSIP: 46652MAD7<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |      2500000 | PA      | $2496040.75    | 0.01%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC DISC 01/14/26                       | JABIL INC DISC 01/14/26 0.00000000                                                                  | CUSIP: 46652MAE5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     12600000 | PA      | $12578513.22   | 0.03%             | 2026-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-1440  V/R 03/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2021-1440 CL A V/R REGD 144A P/P 5.16548000              | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $4529843.50    | 0.01%             | 2036-03-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-10 A1 V/R 12/25/47                 | J.P. MORGAN MORTGAGE TRUST 2024-10 SER 2024-10 CL A11 V/R REGD 144A P/P 5.12419000                  | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9898617 | PA      | $9877347.96    | 0.02%             | 2055-03-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-CES2  V/R 09/25/54                 | JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-CES2 CL PT V/R REGD 144A P/P 0.00000000               | CUSIP: 46658QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83509218 | PA      | $90724381.03   | 0.20%             | 2055-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-CES1  V/R 05/25/55                 | JP MORGAN MORTGAGE TRUST SERIES 2025 SER 2025-CES1 CL A1 V/R REGD 144A P/P 5.66600000               | CUSIP: 46658XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19482632 | PA      | $19651505.95   | 0.04%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-CES6  V/R 10/25/29                 | JP MORGAN MORTGAGE TRUST 2025-CES6 SER 2025-CES6 CL PT V/R REGD 144A P/P 8.65761000                 | CUSIP: 46664GAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57862434 | PA      | $62706156.46   | 0.14%             | 2056-04-25      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE V/R 01/14/28                | JACKSON NATL LIFE GLOBAL REGD V/R 144A P/P 4.94127600                                               | CUSIP: 46849CJN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8020891.20    | 0.02%             | 2028-01-14      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.6% 10/01/29                | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.60000000                                                   | CUSIP: 46849LVB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16700000 | PA      | $16733413.36   | 0.04%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.9% 01/13/27                | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.90000000                                                   | CUSIP: 46849LVC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12400000 | PA      | $12499891.42   | 0.03%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEER 6.35% 08/18/28                | JACOBS ENGINEERING GROUP REGD 6.35000000                                                            | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     15265000 | PA      | $16058226.03   | 0.04%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANE STREET GR 7.125% 04/30/31                | JANE STREET GRP/JSG FIN REGD 144A P/P 7.12500000                                                    | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       174000 | PA      | $182833.34     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP 6.75% 05/01/33                | JANE STREET GRP/JSG FIN REGD 144A P/P 6.75000000                                                    | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16886000 | PA      | $17625545.17   | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO I 4.85% 05/15/28                | JAPAN TOBACCO INC REGD 144A P/P 4.85000000                                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     18083000 | PA      | $18405058.59   | 0.04%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO I 5.25% 06/15/30                | JAPAN TOBACCO INC REGD 144A P/P 5.25000000                                                          | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      8770000 | PA      | $9099247.55    | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FO 5.95% 04/20/35                | JBS USA SARL/FOOD/GRP REGD 144A P/P 5.95000000                                                      | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8425000 | PA      | $8858791.37    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOO 5.5% 01/15/36                | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 5.50000000                                                   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15155000 | PA      | $15399870.10   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 6.75% 03/15/34                | JBS USA HOLD/FOOD/LUX CO REGD 6.75000000                                                            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     13488000 | PA      | $14901545.23   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.25% 01/15/36                | JEFFERIES FIN GROUP INC REGD 6.25000000                                                             | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1515158.54    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.5% 01/20/43                | JEFFERIES FIN GROUP INC REGD 6.50000000                                                             | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1170208.50    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  5.875% 07/21/28                | JEFFERIES FIN GROUP INC REGD 5.87500000                                                             | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     10330000 | PA      | $10732241.73   | 0.02%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.2% 04/14/34                | JEFFERIES FIN GROUP INC REGD 6.20000000                                                             | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     14090000 | PA      | $14870532.88   | 0.03%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL  2.75% 03/01/32                | JERSEY CENTRAL PWR & LT REGD 144A P/P 2.75000000                                                    | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1796533.24    | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1  2.75% 05/15/32                | JETBLUE 2019-1 CLASS AA REGD SER 2019 2.75000000                                                    | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       503695 | PA      | $451860.50     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CO 4% 11/15/32                | JETBLUE AIRWAYS CORP REGD SER 1A 4.00000000                                                         | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2354853 | PA      | $2241789.80    | 0.01%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JDOT 2024-C A2 4.36% 08/16/27                 | JOHN DEERE OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.36000000                                     | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19086169 | PA      | $19103084.96   | 0.04%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO V/R /PERP/                | JPMORGAN CHASE & CO REGD V/R /PERP/ SER OO 6.50000000                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     29915000 | PA      | $31085010.35   | 0.07%             | 2174-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| KDAC 2017-1A  4.212% 12/15/24                 | KDAC AVIATION FINANCE LTD SER 2017-1A CL A REGD 144A P/P 4.21200000                                 | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       634186 | PA      | $633240.61     | 0.00%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| KKR 11 AR V/R 01/15/31                        | KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 5.34615000                                            | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1424068 | PA      | $1423926.95    | 0.00%             | 2031-01-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| KAPT 2024-1A A 5.49% 10/10/27                 | KAPITUS ASSET SECURITIZATION IV LLC SER 2024-1A CL A REGD 144A P/P 5.49000000                       | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5805000 | PA      | $5835453.61    | 0.01%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KAPT 2024-1A 1A 5.49% 05/10/28                | KAPITUS ASSET SECURITIZATION IV LLC SER 2024-1A CL 1A REGD 144A P/P 5.49000000                      | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10250000 | PA      | $10303772.53   | 0.02%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KAPT 2025-1A A 5.46% 04/10/28                 | KAPITUS ASSET SECURITIZATION V LLC SER 2025-1A CL A REGD 144A P/P 5.46000000                        | CUSIP: 48555NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12965000 | PA      | $13010955.74   | 0.03%             | 2032-04-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZA 5.5% 07/01/37                | REPUBLIC OF KAZAKHSTAN REGD 144A P/P 5.50000000                                                     | CUSIP: 486661BP5<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |      1932000 | PA      | $1991258.30    | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KSTRL 2018-1A  4.25% 10/15/25                 | KESTREL AIRCRAFT FUNDING LTD SER 2018-1A CL A REGD P/P 4.25000000                                   | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       650686 | PA      | $651005.65     | 0.00%             | 2038-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPP DISC 01/05/26                  | KEURIG DR PEPP DISC 01/05/26 0.00000000                                                             | CUSIP: 49271KA53<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      2400000 | PA      | $2398747.20    | 0.01%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPP DISC 01/07/26                  | KEURIG DR PEPP DISC 01/07/26 0.00000000                                                             | CUSIP: 49271KA79<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      8100000 | PA      | $8094061.89    | 0.02%             | 2026-01-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPP DISC 01/09/26                  | KEURIG DR PEPP DISC 01/09/26 0.00000000                                                             | CUSIP: 49271KA95<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |     10500000 | PA      | $10490092.20   | 0.02%             | 2026-01-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEP DISC 01/14/2026                 | KEURIG DR PEP DISC 01/14/2026 0.00000000                                                            | CUSIP: 49271KAE4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      9200000 | PA      | $9186457.60    | 0.02%             | 2026-01-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA 6.5% 09/01/29                     | KEDRION SPA REGD 144A P/P 6.50000000                                                                | CUSIP: 49272YAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      6440000 | PA      | $6317861.21    | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EA 2.742% 08/15/26                | KEYSPAN GAS EAST CORP REGD 144A P/P 2.74200000                                                      | CUSIP: 49338CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4453378.74    | 0.01%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EA 5.994% 03/06/33                | KEYSPAN GAS EAST CORP REGD 144A P/P 5.99400000                                                      | CUSIP: 49338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6005000 | PA      | $6335692.05    | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 5.2% 06/01/33                | KINDER MORGAN INC REGD 5.20000000                                                                   | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10290113.30   | 0.02%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.15% 06/01/30                | KINDER MORGAN INC REGD 5.15000000                                                                   | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $20679935.60   | 0.05%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERME 7.25% 10/15/32                | KINGPIN INTERMEDIATE HO REGD 144A P/P 7.25000000                                                    | CUSIP: 49579RAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $186234.09     | 0.00%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BO 4.136% 10/09/30                | KUWAIT INTL BOND REGD 144A P/P 4.13600000                                                           | CUSIP: 501499AE7<br>LEI: N/A                  | Long             | DBT              | USGA              | KW        |     11532000 | PA      | $11527148.95   | 0.03%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BO 4.652% 10/09/35                | KUWAIT INTL BOND REGD 144A P/P 4.65200000                                                           | CUSIP: 501499AF4<br>LEI: N/A                  | Long             | DBT              | USGA              | KW        |     14654000 | PA      | $14633762.97   | 0.03%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL 7.75% 06/03/30                | KYRGYZ REP INTL BOND REGD 144A P/P 7.75000000                                                       | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | USGA              | KG        |      7475000 | PA      | $7706205.34    | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A  5.33% 06/15/27                 | LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.33000000                         | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $507040.85     | 0.00%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A  5.64% 12/15/27                 | LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL C REGD 144A P/P 5.64000000                         | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       100000 | PA      | $102089.70     | 0.00%             | 2029-06-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| LCM 29A AR V/R 04/15/31                       | LCM 29 LTD SER 29A CL AR V/R REGD 144A P/P 5.23615000                                               | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2081311 | PA      | $2081920.86    | 0.00%             | 2031-04-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| LCM 34A BR V/R 10/20/34                       | LCM 34 LTD SER 34A CL BR V/R REGD 144A P/P 5.58444000                                               | CUSIP: 50203CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15000000 | PA      | $15004350.00   | 0.03%             | 2034-10-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| LMRK 2025-1A A 5.52% 09/15/30                 | LMRK ISSUER CO 2 LLC SER 2025-1A CL A REGD 144A P/P 5.52000000                                      | CUSIP: 50209AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5625000 | PA      | $5670708.75    | 0.01%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 5.15% 06/15/30                | LPL HOLDINGS INC REGD 5.15000000                                                                    | CUSIP: 50212YAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10100000 | PA      | $10300121.80   | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC 2% 04/06/28                  | LSEG FINANCE PLC REGD 144A P/P MTN 2.00000000                                                       | CUSIP: 50220PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5640000 | PA      | $5395082.83    | 0.01%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 07/31/33                | L3HARRIS TECH INC REGD 5.40000000                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     14260000 | PA      | $14852430.42   | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH I 5.35% 06/01/34                | L3HARRIS TECH INC REGD 5.35000000                                                                   | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     21125000 | PA      | $21867928.23   | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LAFL 2016-1A A1 4.3% 01/15/24                 | LABRADOR AVIATION FINANCE LTD 2016-1A SER 2016-1A CL A1 REGD 144A P/P 4.30000000                    | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       990857 | PA      | $992166.63     | 0.00%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.64% 06/15/26                 | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 4.64000000                        | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1077506 | PA      | $1078157.35    | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.52% 08/15/27                 | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL A3 REGD 144A P/P 4.52000000                        | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $3012990.30    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.93% 09/15/28                 | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 4.93000000                         | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $810182.08     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LADAR 2023-4A  6.76% 03/15/27                 | LAD AUTO RECEIVABLES TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.76000000                         | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1940000 | PA      | $1995492.73    | 0.00%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| LADAR 2023-4A  7.37% 05/17/27                 | LAD AUTO RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.37000000                         | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       980000 | PA      | $1021366.19    | 0.00%             | 2031-04-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| LADAR 2025-2A 4.463% 08/17/26                 | LAD AUTO RECEIVABLES TRUST 2025-2 SER 2025-2A CL A1 REGD 144A P/P 4.46300000                        | CUSIP: 505912AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       177900 | PA      | $177947.19     | 0.00%             | 2026-08-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| LAMAR TX CONSOL IN 5% 02/15/58                | LAMAR TX CONSOL INDEP SCH DIST REGD B/E PSF-GTD 5.00000000                                          | CUSIP: 513174M25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6095000 | PA      | $6275505.86    | 0.01%             | 2058-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HL 4.125% 01/31/30                | LAMB WESTON HLD REGD 144A P/P 4.12500000                                                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       125000 | PA      | $120914.46     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HL 4.375% 01/31/32                | LAMB WESTON HLD REGD 144A P/P 4.37500000                                                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       127000 | PA      | $120989.98     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS  3.5% 08/18/26                | LAS VEGAS SANDS CORP REGD 3.50000000                                                                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4976501.00    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SAND 5.625% 06/15/28                | LAS VEGAS SANDS CORP REGD 5.62500000                                                                | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     11835000 | PA      | $12134367.98   | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CO 6% 06/14/30                | LAS VEGAS SANDS CORP REGD 6.00000000                                                                | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       705000 | PA      | $738773.42     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LRK 2020-A A2FX 1.4% 10/25/28                 | LAUREL ROAD PRIME STUDENT LOAN TRUST 2020-A SER 2020-A CL A2FX REGD 144A P/P 1.40000000             | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1918276 | PA      | $1797704.66    | 0.00%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS3 A1 V/R 07/25/61                 | LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 5.75000000                | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6705390 | PA      | $6705793.79    | 0.01%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS4 A1 V/R 11/25/60                 | LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 5.65000000                | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7397443 | PA      | $7403110.50    | 0.02%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS5 A1 V/R 07/25/67                 | LEGACY MORTGAGE ASSET TRUST 2021-GS5 SER 2021-GS5 CL A1 V/R REGD 144A P/P 6.25000000                | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5156238 | PA      | $5160379.74    | 0.01%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS2 A1 V/R 04/25/61                 | LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 5.75000000                | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3125983 | PA      | $3127052.95    | 0.01%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LXS 2007-6 2A1 V/R 05/25/37                   | LEHMAN XS TRUST 2007-6 SER 2007-6 CL 2A1 V/R REGD 4.26621000                                        | CUSIP: 52524PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5008330 | PA      | $4372851.52    | 0.01%             | 2037-05-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 4.375% 05/15/30                    | LEIDOS INC REGD SER WI 4.37500000                                                                   | CUSIP: 52532XAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1685000 | PA      | $1682913.70    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 2.3% 02/15/31                      | LEIDOS INC REGD SER WI 2.30000000                                                                   | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3598969.04    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.75% 03/15/33                     | LEIDOS INC REGD 5.75000000                                                                          | CUSIP: 52532XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30755000 | PA      | $32587299.25   | 0.07%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.4% 03/15/32                      | LEIDOS INC REGD 5.40000000                                                                          | CUSIP: 52532XAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4455000 | PA      | $4633678.87    | 0.01%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.5% 03/15/35                      | LEIDOS INC REGD 5.50000000                                                                          | CUSIP: 52532XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9020000 | PA      | $9374010.01    | 0.02%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LFT 2024-2A A 4.47% 01/20/29                  | LENDMARK FUNDING TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 4.47000000                             | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4400000 | PA      | $4409228.56    | 0.01%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LBZZ 2024-3A A 4.97% 05/15/27                 | LENDBUZZ SECURITIZATION TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 4.97000000                     | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3061741 | PA      | $3062308.20    | 0.01%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LEX 2024-BBG A V/R 10/13/28                   | LEX 2024-BBG MORTGAGE TRUST SER 2024-BBG CL A V/R REGD 144A P/P 4.87362000                          | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3200000 | PA      | $3218870.72    | 0.01%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL 2.375% 10/01/31                | LXP INDUSTRIAL TRUST REGD 2.37500000                                                                | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $1792030.32    | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENT 3.75% 01/15/28                | LIVE NATION ENTERTAINMEN REGD 144A P/P 3.75000000                                                   | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4915495.50    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/15/33                | LLOYDS BANKING GROUP PLC REGD V/R 7.95300000                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     17175000 | PA      | $19979951.78   | 0.04%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/26/28                | LLOYDS BANKING GROUP PLC REGD V/R 4.88281600                                                        | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     17000000 | PA      | $17082429.26   | 0.04%             | 2028-11-26      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 06/13/29                | LLOYDS BANKING GROUP PLC REGD V/R SER . 4.81800000                                                  | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     31094000 | PA      | $31600448.81   | 0.07%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 03/18/28                | LLOYDS BANKING GROUP PLC REGD V/R 3.75000000                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     15000000 | PA      | $14945188.50   | 0.03%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/26/28                | LLOYDS BANKING GROUP PLC REGD V/R 5.08700000                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      9300000 | PA      | $9476835.97    | 0.02%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.5% 05/15/36                | LOCKHEED MARTIN CORP REGD 4.50000000                                                                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1470279.69    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.8% 08/15/34                | LOCKHEED MARTIN CORP REGD 4.80000000                                                                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       860000 | PA      | $868942.50     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LBMLT 2004-6 M1 V/R 11/25/34                  | LONG BEACH MORTGAGE LOAN TRUST 2004-6 SER 2004-6 CL M1 V/R REGD 5.04621000                          | CUSIP: 542514JM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12918710 | PA      | $12474283.05   | 0.03%             | 2034-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-2 M6 V/R 04/25/35                  | LONG BEACH MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL M6 V/R REGD 4.97121000                          | CUSIP: 542514KW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12500000 | PA      | $12323727.50   | 0.03%             | 2035-04-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-WL2 M V/R 08/25/35                 | LONG BEACH MORTGAGE LOAN TRUST 2005-WL2 SER 2005-WL2 CL M3 V/R REGD 4.62621000                      | CUSIP: 542514ND2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5519540 | PA      | $5473392.75    | 0.01%             | 2035-08-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-WL3 M V/R 11/25/35                 | LONG BEACH MORTGAGE LOAN TRUST 2005-WL3 SER 2005-WL3 CL M2 V/R REGD 4.55121000                      | CUSIP: 542514PS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8501640 | PA      | $8383786.74    | 0.02%             | 2035-11-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| LBMLT 2006-WL1 M V/R 01/25/36                 | LONG BEACH MORTGAGE LOAN TRUST 2006-WL1 SER 2006-WL1 CL M1 V/R REGD 4.47621000                      | CUSIP: 542514QW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10357586 | PA      | $10118009.02   | 0.02%             | 2046-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                     | AKER BP ASA REGD 144A P/P 3.10000000                                                                | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5635000 | PA      | $5170577.89    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US 6% 01/15/43                  | SEKISUI HOUSE US REGD 6.00000000                                                                    | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      5015000 | PA      | $4679548.00    | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-RPL1 M V/R 07/25/60                 | MFA 2021-RPL1 TRUST SER 2021-RPL1 CL M2 V/R REGD 144A P/P 2.85470000                                | CUSIP: 55283QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1200000 | PA      | $1008408.12    | 0.00%             | 2060-07-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 A V/R 10/16/36                   | MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 144A P/P 4.92895000                                     | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4672653 | PA      | $4663309.92    | 0.01%             | 2036-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-RPL1 A V/R 08/25/61                 | MFA 2022-RPL1 TRUST SER 2022-RPL1 CL A1 V/R REGD 144A P/P 3.30000000                                | CUSIP: 55285TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20518154 | PA      | $19362366.65   | 0.04%             | 2061-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-NQM3 A V/R 09/25/67                 | MFA 2022-NQM3 TRUST SER 2022-NQM3 CL A1 V/R REGD 144A P/P 5.57000000                                | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11349351 | PA      | $11312339.70   | 0.03%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 B V/R 05/18/30                  | MF1 2025-FL19 LLC SER 2025-FL19 CL B V/R REGD 144A P/P 6.07586000                                   | CUSIP: 55287KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15200000 | PA      | $15228135.20   | 0.03%             | 2042-05-18      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MAPSL 2021-1A 2.521% 06/15/28                 | MAPS 2021-1 TRUST SER 2021-1A CL A REGD 144A P/P 2.52100000                                         | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4256014 | PA      | $4077756.94    | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24                 | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL D REGD 144A P/P 2.71752000                           | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $2220000.00    | 0.00%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MSBAM 2012-CK 3.277% 10/15/22                 | MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012 SER 2012-CKSV CL A2 REGD 144A P/P 3.27700000        | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1071708 | PA      | $1028828.55    | 0.00%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MSCI INC 5.25% 09/01/35                       | MSCI INC REGD 5.25000000                                                                            | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     16715000 | PA      | $16825280.05   | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA 1.94% 01/22/41                 | MVW 2021-1W LLC SER 2021-1WA CL C REGD 144A P/P 1.94000000                                          | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       183509 | PA      | $177326.84     | 0.00%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A  4.21% 03/20/28                 | MVW 2020-1 LLC SER 2020-1A CL C REGD 144A P/P 4.21000000                                            | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        90657 | PA      | $90130.62      | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-2A  2.23% 03/20/30                 | MVW 2021-2 LLC SER 2021-2A CL C REGD 144A P/P 2.23000000                                            | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3313267 | PA      | $3159467.71    | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFI 5.15% 03/17/30                | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.15000000                                                   | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      3255000 | PA      | $3299657.79    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 5.2% 03/27/28                | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.20000000                                                   | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     10370000 | PA      | $10526570.82   | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MAD 2025-11MD C V/R 10/15/30                  | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD SER 2025-11MD CL C V/R REGD 144A P/P 5.63062000             | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $8068744.00    | 0.02%             | 2042-10-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-37A AR V/R 04/15/37                 | MADISON PARK FUNDING XXXVII LTD SER 2019-37A CL AR2 V/R REGD 144A P/P 5.43454000                    | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2110000 | PA      | $2112888.59    | 0.00%             | 2037-04-15      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A A1 V/R 04/20/32                 | MADISON PARK FUNDING XXXV LTD SER 2019-35A CL A1R V/R REGD 144A P/P 5.13605000                      | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2004633 | PA      | $2004111.92    | 0.00%             | 2032-04-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-49A AR V/R 10/19/34                 | MADISON PARK FUNDING XLIX LTD SER 2021-49A CL AR V/R REGD 144A P/P 4.93444000                       | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     29500000 | PA      | $29446664.00   | 0.07%             | 2034-10-19      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 3.755% 03/15/27                | WARNERMEDIA HOLDINGS INC REGD SER * 3.75500000                                                      | CUSIP: 55903VBL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1191926.40    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.279% 03/15/32                | WARNERMEDIA HOLDINGS INC REGD SER * 4.27900000                                                      | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7014000 | PA      | $6157029.48    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 5.141% 03/15/52                | WARNERMEDIA HOLDINGS INC REGD SER * 5.14100000                                                      | CUSIP: 55903VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5056000 | PA      | $3331145.60    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42                | WARNERMEDIA HOLDINGS INC REGD SER * 5.05000000                                                      | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $38706.25      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS IN 5.25% 05/01/28                | MICHAELS COS INC/THE REGD 144A P/P 5.25000000                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     10913000 | PA      | $10491296.80   | 0.02%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS I 7.875% 05/01/29                | MICHAELS COS INC/THE REGD 144A P/P 7.87500000                                                       | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      2920000 | PA      | $2695440.03    | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAGNE 2020-25A A V/R 01/25/32                 | MAGNETITE XXV LTD SER 2020-25A CL A V/R REGD 144A P/P 5.31959000                                    | CUSIP: 55955GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7639953 | PA      | $7642237.34    | 0.02%             | 2032-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MAGNE 2025-48A A V/R 10/15/38                 | MAGNETITE XLVIII LTD SER 2025-48A CL A1 V/R REGD 144A P/P 5.57149000                                | CUSIP: 55956EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13315000 | PA      | $13330418.77   | 0.03%             | 2038-10-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PL 6.404% 11/04/29                | MAREX GROUP PLC REGD 6.40400000                                                                     | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2177795.26    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MFIT 2024-AA B 5.68% 10/20/28                 | MARINER FINANCE ISSUANCE TRUST 2024-A SER 2024-AA CL B REGD 144A P/P 5.68000000                     | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2875000 | PA      | $2928708.74    | 0.01%             | 2036-09-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MFT 2024-1A D 6.93% 10/15/28                  | MARLETTE FUNDING TRUST 2024-1 SER 2024-1A CL D REGD 144A P/P 6.93000000                             | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       345000 | PA      | $354033.51     | 0.00%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTER DISC 01/02/26                  | MARRIOTT INTER DISC 01/02/26 0.00000000                                                             | CUSIP: 57163UA22<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3500000 | PA      | $3499247.15    | 0.01%             | 2026-01-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERS 4.75% 01/15/28                | MARRIOTT OWNERSHIP RESOR REGD SER WI 4.75000000                                                     | CUSIP: 57164PAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $246257.17     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSH 4.5% 06/15/29                | MARRIOTT OWNERSHIP RESOR REGD 144A P/P 4.50000000                                                   | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       745000 | PA      | $711778.97     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 4.6% 03/01/28                        | MARS INC REGD 144A P/P 4.60000000                                                                   | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10137003.80   | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC 4.8% 03/01/30                        | MARS INC REGD 144A P/P 4.80000000                                                                   | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     27000000 | PA      | $27592991.01   | 0.06%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN C 5% 03/15/35                | MARSH & MCLENNAN COS INC REGD 5.00000000                                                            | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20635000 | PA      | $20902613.05   | 0.05%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.85% 04/15/31                | MARRIOTT INTERNATIONAL REGD SER HH 2.85000000                                                       | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      3830000 | PA      | $3550732.49    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.75% 10/15/33                | MARRIOTT INTERNATIONAL REGD SER II 2.75000000                                                       | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1322000 | PA      | $1154127.47    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.3% 05/15/34                | MARRIOTT INTERNATIONAL REGD 5.30000000                                                              | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      6705000 | PA      | $6915311.18    | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.5% 04/15/37                | MARRIOTT INTERNATIONAL REGD 5.50000000                                                              | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     16095000 | PA      | $16476179.49   | 0.04%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASD 2006-2 A V/R 02/25/36                    | MASTR SPECIALIZED LOAN TRUST SER 2006-2 CL A V/R REGD 144A P/P 4.36621000                           | CUSIP: 57643AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       194911 | PA      | $191940.51     | 0.00%             | 2036-02-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| MABS 2004-WMC1 M V/R 02/25/34                 | MASTR ASSET BACKED SECURITIES TRUST 2004-WMC1 SER 2004-WMC1 CL M1 V/R REGD 4.62621000               | CUSIP: 57643LCW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       455841 | PA      | $503431.73     | 0.00%             | 2034-02-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOUR 6.875% 04/15/28                | MATADOR RESOURCES CO REGD 144A P/P 6.87500000                                                       | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       119000 | PA      | $121604.43     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCE 6.5% 04/15/32                | MATADOR RESOURCES CO REGD 144A P/P 6.50000000                                                       | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       610000 | PA      | $618640.59     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-NPL1 A V/R 09/25/27                 | MFA 2024-NPL1 TRUST SER 2024-NPL1 CL A1 V/R REGD 6.33000000                                         | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6701795 | PA      | $6711173.11    | 0.01%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.95% 03/03/35                | MCDONALD'S CORP REGD 4.95000000                                                                     | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      4080000 | PA      | $4126710.00    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MBALT 2024-B A 4.57% 01/15/26                 | MERCEDES-BENZ AUTO LEASE TRUST 2024-B SER 2024-B CL A2A REGD 4.57000000                             | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1695626 | PA      | $1696231.95    | 0.00%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MFCC 2024-2A A 6.56% 07/20/26                 | MERCURY FINANCIAL CREDIT CARD MASTER TRUST SER 2024-2A CL A REGD 144A P/P 6.56000000                | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9055000 | PA      | $9104494.63    | 0.02%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES 3.875% 04/15/29                | MERITAGE HOMES CORP REGD 144A P/P 3.87500000                                                        | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1699181.73    | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES  5.65% 03/15/35                | MERITAGE HOMES CORP REGD 5.65000000                                                                 | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     25415000 | PA      | $25965906.21   | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-HB1 A3 V/R 04/25/29                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLC SER 2004-HB1 CL A3 V/R REGD 3.48520000            | CUSIP: 59020UEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       138048 | PA      | $117408.16     | 0.00%             | 2029-04-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM2 A2 V/R 05/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM2 CL A2B V/R REGD 4.04621000                | CUSIP: 590216AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11751567 | PA      | $1265945.80    | 0.00%             | 2037-05-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM2 A2 V/R 05/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM2 CL A2C V/R REGD 4.17621000                | CUSIP: 590216AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28169327 | PA      | $3049245.10    | 0.01%             | 2037-05-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM3 A2 V/R 06/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM3 CL A2C V/R REGD 4.14621000                | CUSIP: 590217AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41540162 | PA      | $8585898.73    | 0.02%             | 2037-06-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-OPT1 A V/R 08/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES SER 2006-OPT1 CL A1 V/R REGD 4.13621000               | CUSIP: 59022VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8822060 | PA      | $8158171.60    | 0.02%             | 2037-08-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| MANA 2007-A3 A1 V/R 04/25/37                  | MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST SERIES 2 SER 2007-A3 CL A1 V/R REGD 4.26621000           | CUSIP: 59024HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26444811 | PA      | $4439885.36    | 0.01%             | 2037-04-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FFMER 2007-2 A2C V/R 05/25/37                 | MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES  SER 2007-2 CL A2C V/R REGD 4.32621000      | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1047191 | PA      | $768419.17     | 0.00%             | 2037-05-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| FFMER 2007-5 2A2 V/R 10/25/37                 | MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES  SER 2007-5 CL 2A2 V/R REGD 5.84621000      | CUSIP: 59025RAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13796614 | PA      | $12102869.91   | 0.03%             | 2037-10-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| METAL 2017-1  4.581% 10/15/24                 | METAL 2017-1 LLC SER 2017-1 CL A REGD 144A P/P 4.58100000                                           | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2285677 | PA      | $1588475.35    | 0.00%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MST 2018-1A A V/R 03/25/57                    | METLIFE SECURITIZATION TRUST 2018-1 SER 2018-1A CL A V/R REGD 144A P/P 3.75000000                   | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3085683 | PA      | $3021375.98    | 0.01%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MNET 2025-2A A2 5.4% 08/20/30                 | METRONET INFRASTRUCTURE ISSUER LLC SER 2025-2A CL A2 REGD 144A P/P 5.40000000                       | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6200000 | PA      | $6287385.90    | 0.01%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN 4.3% 01/15/29                | FIRSTENERGY PENN ELECTRI REGD 144A P/P 4.30000000                                                   | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5000517.25    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB F 5.15% 03/28/33                | MET LIFE GLOB FUNDING I REGD 144A P/P MTN 5.15000000                                                | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      5610000 | PA      | $5772388.97    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNT 2.607% 10/01/32                | MIAMI-DADE CNTY FL AVIATION RE REGD B/E 2.60700000                                                  | CUSIP: 59333P6H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       900000 | PA      | $806593.41     | 0.00%             | 2032-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNT 2.707% 10/01/33                | MIAMI-DADE CNTY FL AVIATION RE REGD B/E 2.70700000                                                  | CUSIP: 59333P6J2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1290000 | PA      | $1138570.77    | 0.00%             | 2033-10-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOL 5.875% 09/15/33                | MICRON TECHNOLOGY INC REGD 5.87500000                                                               | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25203000 | PA      | $26765531.06   | 0.06%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIDO 2025-21A A1 V/R 10/20/38                 | MIDOCEAN CREDIT CLO XXI SER 2025-21A CL A1 V/R REGD 144A P/P 5.12229000                             | CUSIP: 597924AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11995000 | PA      | $11995000.00   | 0.03%             | 2038-10-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MIDO 2025-18A A1 V/R 10/18/35                 | MIDOCEAN CREDIT CLO XVIII LLC SER 2025-18A CL A1 V/R REGD 144A P/P 5.48755000                       | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2940000 | PA      | $2942058.00    | 0.01%             | 2035-10-18      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-2 M1 V/R 05/25/58                  | MILL CITY MORTGAGE LOAN TRUST 2018-2 SER 2018-2 CL M1 V/R REGD 144A P/P 3.75000000                  | CUSIP: 59980MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       409000 | PA      | $404036.75     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-1 A1 V/R 05/25/62                  | MILL CITY MORTGAGE LOAN TRUST 2018-1 SER 2018-1 CL A1 V/R REGD 144A P/P 3.25000000                  | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        66088 | PA      | $65721.58      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-3 A1 V/R 08/25/58                  | MILL CITY MORTGAGE LOAN TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.50000000                  | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       364589 | PA      | $360881.15     | 0.00%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-1 M1 V/R 10/25/69                  | MILL CITY MORTGAGE LOAN TRUST 2019-1 SER 2019-1 CL M1 V/R REGD 144A P/P 3.50000000                  | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1187812 | PA      | $1135637.77    | 0.00%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS1 A V/R 07/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 SER 2019-GS1 CL A1 V/R REGD 144A P/P 2.75000000              | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       941039 | PA      | $925198.89     | 0.00%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS1 M V/R 07/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 SER 2019-GS1 CL M2 V/R REGD 144A P/P 3.25000000              | CUSIP: 59981BAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1115000 | PA      | $1023560.75    | 0.00%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS2 A V/R 08/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000              | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2988616 | PA      | $2916543.23    | 0.01%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MCMLT 2021-NMR1  V/R 11/25/60                 | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL M2 V/R REGD 144A P/P 2.50000000            | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $886623.10     | 0.00%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES  8% 11/01/27                | MINERAL RESOURCES LTD REGD 144A P/P MTN 8.00000000                                                  | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        59000 | PA      | $60256.70      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURC 9.25% 10/01/28                | MINERAL RESOURCES LTD REGD 144A P/P 9.25000000                                                      | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       172000 | PA      | $180514.06     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MLANE 2024-A A1 6.2% 06/15/26                 | MISSION LANE CREDIT CARD MASTER TRUST SER 2024-A CL A1 REGD 144A P/P 6.20000000                     | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3630000 | PA      | $3652804.02    | 0.01%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MLANE 2024-B A 5.88% 10/15/26                 | MISSION LANE CREDIT CARD MASTER TRUST SER 2024-B CL A REGD 144A P/P 5.88000000                      | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7620000 | PA      | $7672827.94    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MLANE 2025-A A 5.8% 03/15/27                  | MISSION LANE CREDIT CARD MASTER TRUST SER 2025-A CL A REGD 144A P/P 5.80000000                      | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4695000 | PA      | $4748403.28    | 0.01%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC 5% 10/01/29                     | MODIVCARE INC REGD 144A P/P 0.00000000                                                              | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     10697400 | PA      | $13906.62      | 0.00%             | 2029-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHC 3.875% 11/15/30                | MOLINA HEALTHCARE INC REGD 144A P/P 3.87500000                                                      | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       134000 | PA      | $124337.40     | 0.00%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHC 3.875% 05/15/32                | MOLINA HEALTHCARE INC REGD 144A P/P 3.87500000                                                      | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       137000 | PA      | $124420.29     | 0.00%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCA 6.25% 01/15/33                | MOLINA HEALTHCARE INC REGD 144A P/P 6.25000000                                                      | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      1211000 | PA      | $1234571.87    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 10/15/27                | MORGAN STANLEY BANK NA REGD V/R 4.65244700                                                          | CUSIP: 61690U8F0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5611337.42    | 0.01%             | 2027-10-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MSC 2018-H4 A4 4.31% 12/15/28                 | MORGAN STANLEY CAPITAL I TRUST 2018-H4 SER 2018-H4 CL A4 REGD 4.31000000                            | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1361000 | PA      | $1352391.81    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3376000 | PA      | $3166676.49    | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/13/32                   | MORGAN STANLEY REGD V/R MTN 1.79400000                                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3851000 | PA      | $3382143.41    | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/28/32                   | MORGAN STANLEY REGD V/R MTN 1.92800000                                                              | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3379000 | PA      | $2964591.36    | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-HE2  V/R 03/25/34                   | MORGAN STANLEY ABS CAPITAL I SERIES 2004-HE2 CLASS M1 V/R REGD 4.70121000                           | CUSIP: 61744CCV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7936230 | PA      | $7917782.15    | 0.02%             | 2034-03-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-NC7 M1 V/R 07/25/34                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-NC7 SER 2004-NC7 CL M1 V/R REGD 4.70121000              | CUSIP: 61744CFP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7810583 | PA      | $8038620.02    | 0.02%             | 2034-07-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-HE8 M1 V/R 09/25/34                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE8 SER 2004-HE8 CL M1 V/R REGD 4.80621000              | CUSIP: 61744CHA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1538604 | PA      | $1653939.35    | 0.00%             | 2034-09-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| MSAC 2005-WMC2 V/R 02/25/35                   | MORGAN STANLEY ABS CAPITAL I__  2005-WMC2 M4 V/R REGD 4.77621000                                    | CUSIP: 61744CNU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1568504 | PA      | $1475683.79    | 0.00%             | 2035-02-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE1 A4 V/R 01/25/36                 | MSAC 2006-HE1 A4 V/R 01/25/36 4.42621000                                                            | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3314739 | PA      | $3237078.15    | 0.01%             | 2036-01-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/32                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.23900000                                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2073000 | PA      | $1842042.90    | 0.00%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 09/16/36                   | MORGAN STANLEY REGD V/R 2.48400000                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20625000 | PA      | $18135838.46   | 0.04%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/20/32                   | MORGAN STANLEY REGD V/R MTN 2.51100000                                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12515000 | PA      | $11224189.51   | 0.03%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/01/29                   | MORGAN STANLEY REGD V/R 5.12300000                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12249998.76   | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/19/38                   | MORGAN STANLEY REGD V/R 5.94800000                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2945000 | PA      | $3099077.66    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/21/34                   | MORGAN STANLEY REGD V/R MTN 5.25000000                                                              | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       237000 | PA      | $244006.03     | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/34                   | MORGAN STANLEY REGD V/R MTN 5.42400000                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5875000 | PA      | $6111858.26    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 11/01/34                   | MORGAN STANLEY REGD V/R 6.62700000                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11306000 | PA      | $12642006.62   | 0.03%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/18/35                   | MORGAN STANLEY REGD V/R 5.46600000                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2457000 | PA      | $2553990.86    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/07/39                   | MORGAN STANLEY REGD V/R MTN 5.94200000                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35780000 | PA      | $37603687.28   | 0.08%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35                   | MORGAN STANLEY REGD V/R MTN 5.83100000                                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16265000 | PA      | $17284110.09   | 0.04%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/22/36                   | MORGAN STANLEY REGD V/R MTN SER I 4.89200000                                                        | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4010000 | PA      | $3974501.52    | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE8 A1 V/R 10/25/36                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-HE8 SER 2006-HE8 CL A1 V/R REGD 3.97621000              | CUSIP: 61750SAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       382920 | PA      | $345408.30     | 0.00%             | 2036-10-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| MSM 2006-15XS A4 V/R 11/25/36                 | MORGAN STANLEY MORTGAGE LOAN TRUST 2006-15XS SER 2006-15XS CL A4A V/R REGD 6.69950000               | CUSIP: 61750YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11983124 | PA      | $2512448.79    | 0.01%             | 2036-11-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| MSM 2007-8XS A5 V/R 04/25/37                  | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS SER 2007-8XS CL A5 V/R REGD 4.37621000                  | CUSIP: 61754PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17794074 | PA      | $6126088.62    | 0.01%             | 2037-04-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| MSM 2007-8XS A9 V/R 04/25/37                  | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS SER 2007-8XS CL A9 V/R REGD 4.38621000                  | CUSIP: 61754PAX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1718271 | PA      | $591540.42     | 0.00%             | 2037-04-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| MSBAM 2013-C11 B V/R 07/15/23                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2013-C11 CL B V/R REGD 4.07539900             | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1563000 | PA      | $945146.10     | 0.00%             | 2046-08-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MSBAM 2013-C12 C V/R 09/15/23                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2013-C12 CL C V/R REGD 4.69921300             | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       174613 | PA      | $165882.66     | 0.00%             | 2046-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C30 2.86% 08/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C30 CL A5 REGD 2.86000000            | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1087000 | PA      | $1076042.82    | 0.00%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 05/04/27                   | MORGAN STANLEY REGD V/R 1.59300000                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7420000 | PA      | $7355427.52    | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/22/42                   | MORGAN STANLEY REGD V/R 3.21700000                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       751000 | PA      | $588413.32     | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| MSC 2021-230P C V/R 12/15/23                  | MORGAN STANLEY CAPITAL I TRUST 2021-230P SER 2021-230P CL C V/R REGD 144A P/P 5.66300000            | CUSIP: 61772WAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9974000 | PA      | $9126884.24    | 0.02%             | 2038-12-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 07/18/31                | MORGAN STANLEY PVT BANK REGD V/R 4.73400000                                                         | CUSIP: 61776NVG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23335000 | PA      | $23654632.33   | 0.05%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 11/17/28                | MORGAN STANLEY PVT BANK REGD V/R 4.20400000                                                         | CUSIP: 61776NZU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       850000 | PA      | $852655.51     | 0.00%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 11/19/31                | MORGAN STANLEY PVT BANK REGD V/R 4.46500000                                                         | CUSIP: 61776NZW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26677000 | PA      | $26746839.59   | 0.06%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MSAIC 2024-1A A 5.5% 02/20/38                 | MOSAIC SOLAR LOAN TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.50000000                            | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1765261 | PA      | $1712805.79    | 0.00%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSAIC 2024-2A A 5.6% 02/20/39                 | MOSAIC SOLAR LOAN TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 5.60000000                            | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18658246 | PA      | $18220917.60   | 0.04%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 2.3% 11/15/30                | MOTOROLA SOLUTIONS INC REGD 2.30000000                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      7753000 | PA      | $7041357.63    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.4% 04/15/34                | MOTOROLA SOLUTIONS INC REGD 5.40000000                                                              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     21570000 | PA      | $22274044.37   | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 5.55% 08/15/35                | MOTOROLA SOLUTIONS INC REGD 5.55000000                                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     30330000 | PA      | $31518965.42   | 0.07%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MVW 2015-9A A1R V/R 07/15/31                  | MOUNTAIN VIEW CLO IX LTD SER 2015-9A CL A1R V/R REGD 144A P/P 5.28615000                            | CUSIP: 62432BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        49943 | PA      | $49931.71      | 0.00%             | 2031-07-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MTN 2022-LPFL A V/R 03/15/27                  | MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 5.15690000             | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14320000 | PA      | $14311087.23   | 0.03%             | 2039-03-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA  3.75% 02/15/31                | MURPHY OIL USA INC REGD 144A P/P 3.75000000                                                         | CUSIP: 626738AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        78000 | PA      | $73208.03      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GL 5% 04/01/30                | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.00000000                                                     | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5417104.14    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 4.85% 07/06/27                      | PROSUS NV REGD 144A P/P 4.85000000                                                                  | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     14400000 | PA      | $14489280.00   | 0.03%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NFAS 2025-1 A 6.351% 05/15/28                 | NFAS3 LLC SER 2025-1 CL A REGD 144A P/P 6.35100000                                                  | CUSIP: 62909DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5520000 | PA      | $5618647.92    | 0.01%             | 2031-05-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LL 4.875% 08/15/27                | NGPL PIPECO LLC REGD 144A P/P 4.87500000                                                            | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4268000 | PA      | $4284321.64    | 0.01%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUND 4.35% 09/15/30                | NLG GLOBAL FUNDING REGD 144A P/P 4.35000000                                                         | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     20365000 | PA      | $20096953.02   | 0.04%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV3 PT V/R 11/25/56                 | NLT 2021-INV3 TRUST SER 2021-INV3 CL PT V/R REGD 144A P/P 0.00000000                                | CUSIP: 62916BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15376619 | PA      | $14650802.19   | 0.03%             | 2056-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NLT 2023-1 A1 V/R 10/25/62                    | NLT 2023-1 TRUST SER 2023-1 CL A1 V/R REGD 144A P/P 3.20000000                                      | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7099011 | PA      | $6540687.84    | 0.01%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 4.45% 06/15/29                 | NRG ENERGY INC REGD 144A P/P 4.45000000                                                             | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5885000 | PA      | $5859019.49    | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NYO 2021-1290 A V/R 11/15/28                  | NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 4.96048000             | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10900000 | PA      | $10880741.88   | 0.02%             | 2038-11-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NYMT 2022-CP1 3.214% 07/25/61                 | NYMT LOAN TRUST 2022-CP1 SER 2022-CP1 CL M1 REGD 144A P/P 3.21450000                                | CUSIP: 62955VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       700000 | PA      | $611767.03     | 0.00%             | 2061-07-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-INV1 A V/R 06/25/69                 | NYMT LOAN TRUST 2024-INV1 SER 2024-INV1 CL A1 V/R REGD 144A P/P 5.37900000                          | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3792208 | PA      | $3814706.74    | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 03/08/29                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 4.30200000                                                | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      6100000 | PA      | $6107135.29    | 0.01%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 07/18/30                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 3.96000000                                                | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      5650000 | PA      | $5570662.47    | 0.01%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 11/28/35                | NATWEST GROUP PLC REGD V/R 3.03200000                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      5293000 | PA      | $4866563.32    | 0.01%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 09/30/28                | NATWEST GROUP PLC REGD V/R 5.51600000                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     10900000 | PA      | $11177370.88   | 0.02%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 09/13/29                | NATWEST GROUP PLC REGD V/R 5.80800000                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     19897000 | PA      | $20725945.24   | 0.05%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 06/01/34                | NATWEST GROUP PLC REGD V/R 6.47500000                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     14560000 | PA      | $15286798.95   | 0.03%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 08/15/30                | NATWEST GROUP PLC REGD V/R 4.96400000                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     11300000 | PA      | $11532440.77   | 0.03%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA  1.31% 11/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-HA CL A REGD 144A P/P 1.31000000          | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       499770 | PA      | $473025.98     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-FA A 2.6% 04/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F SER 2019-FA CL A2 REGD 144A P/P 2.60000000         | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       466335 | PA      | $451289.01     | 0.00%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NAVSL 2015-BA A3 V/R 05/15/27                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-BA CL A3 V/R REGD 144A P/P 5.31460000          | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3068263 | PA      | $3073084.98    | 0.01%             | 2040-07-16      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| NAVSL 2016-1A A V/R 08/25/33                  | NAVIENT STUDENT LOAN TRUST 2016-1 SER 2016-1A CL A V/R 144A P/P 4.68867000                          | CUSIP: 63940EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3496354 | PA      | $3461593.53    | 0.01%             | 2070-02-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| NAVSL 2017-3A A3 V/R 09/25/29                 | NAVIENT STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A3 V/R 144A P/P 5.03867000                         | CUSIP: 63940JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9945276 | PA      | $9994348.64    | 0.02%             | 2066-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-BA  3.61% 09/15/26                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-BA CL A2A REGD 144A P/P 3.61000000             | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        20410 | PA      | $20390.21      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-3A A3 V/R 01/25/30                 | NAVIENT STUDENT LOAN TRUST 2018-3 SER 2018-3A CL A3 V/R 144A P/P 4.78867000                         | CUSIP: 63940TAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6595395 | PA      | $6560069.02    | 0.01%             | 2067-03-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-BA  2.12% 09/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B SER 2020-BA CL A2 REGD 144A P/P 2.12000000         | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       467923 | PA      | $449387.29     | 0.00%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA  1.69% 10/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D SER 2020-DA CL A REGD 144A P/P 1.69000000          | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2293411 | PA      | $2190954.96    | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 2.4% 05/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G SER 2019-GA CL A REGD 144A P/P 2.40000000          | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       394307 | PA      | $384950.75     | 0.00%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA  2.15% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C SER 2020-CA CL A2A REGD 144A P/P 2.15000000        | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       619213 | PA      | $598250.11     | 0.00%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA  2.83% 10/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C SER 2020-CA CL B REGD 144A P/P 2.83000000          | CUSIP: 63941KAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1685000 | PA      | $1523051.45    | 0.00%             | 2068-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA  1.17% 02/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G SER 2020-GA CL A REGD 144A P/P 1.17000000          | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1588403 | PA      | $1499172.84    | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-4A A2 V/R 07/25/68                 | NAVIENT STUDENT LOAN TRUST 2019-4 SER 2019-4A CL A2 V/R 144A P/P 4.79867000                         | CUSIP: 63941WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27405871 | PA      | $27252211.29   | 0.06%             | 2068-07-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-IA  1.33% 12/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-IA CL A1A REGD 144A P/P 1.33000000        | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2596126 | PA      | $2430149.25    | 0.01%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-IA A1 V/R 12/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2020-IA CL A1B V/R REGD 144A P/P 4.86460000         | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7196876 | PA      | $7155492.67    | 0.02%             | 2069-04-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-A A 0.84% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A SER 2021-A CL A REGD 144A P/P 0.84000000           | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1505301 | PA      | $1383053.64    | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-A B 2.24% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A SER 2021-A CL B REGD 144A P/P 2.24000000           | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       460000 | PA      | $373922.82     | 0.00%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-EA  2.03% 12/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E SER 2021-EA CL B REGD 144A P/P 2.03000000          | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1680000 | PA      | $1221644.76    | 0.00%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-FA  2.12% 05/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F SER 2021-FA CL B REGD 144A P/P 2.12000000          | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3810000 | PA      | $2768173.79    | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-2A A1 V/R 02/25/33                 | NAVIENT STUDENT LOAN TRUST 2020-2 SER 2020-2A CL A1B V/R 144A P/P 4.88867000                        | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14784016 | PA      | $14905818.09   | 0.03%             | 2069-08-26      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NAVSL 2023-BA A1 V/R 01/15/31                 | NAVIENT STUDENT LOAN TRUST SER 2023-BA CL A1B V/R REGD 144A P/P 5.68385000                          | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6617263 | PA      | $6675900.84    | 0.01%             | 2072-03-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| NAVSL 2023-BA  7.23% 07/15/34                 | NAVIENT STUDENT LOAN TRUST SER 2023-BA CL B REGD 144A P/P 7.23000000                                | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10320000 | PA      | $11167141.97   | 0.02%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| NAVTR 2021-1 A V/R 11/15/28                   | NAVIGATOR AIRCRAFT ABS LTD SER 2021-1 CL A V/R REGD 144A P/P 2.77100000                             | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9698888 | PA      | $9263632.78    | 0.02%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| NSLT 2017-3A A V/R 06/25/37                   | NELNET STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A V/R 144A P/P 4.83867000                           | CUSIP: 64032KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26840782 | PA      | $26842343.89   | 0.06%             | 2066-02-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-BA A 1.42% 04/20/62                 | NELNET STUDENT LOAN TRUST 2021-B SER 2021-BA CL AFX REGD 144A P/P 1.42000000                        | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3238247 | PA      | $3070296.70    | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-BA B 2.68% 04/20/62                 | NELNET STUDENT LOAN TRUST 2021-B SER 2021-BA CL B REGD 144A P/P 2.68000000                          | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3665000 | PA      | $3292449.82    | 0.01%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NSLT 2025-1A A2 V/R 11/27/90                  | NELNET STUDENT LOAN TRUST 2025-1 SER 2025-1A CL A2 V/R 144A P/P 5.11105000                          | CUSIP: 64035EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109828000 | PA      | $109825221.35  | 0.25%             | 2090-11-27      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| NSLT 2025-CA A 4.67% 06/22/65                 | NELNET STUDENT LOAN TRUST 2025-C SER 2025-CA CL A1A REGD 144A P/P 4.67000000                        | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36792641 | PA      | $36644462.31   | 0.08%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NETAPP INC 5.5% 03/17/32                      | NETAPP INC REGD 5.50000000                                                                          | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      7740000 | PA      | $8051170.29    | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC 5.7% 03/17/35                      | NETAPP INC REGD 5.70000000                                                                          | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      7095000 | PA      | $7425236.14    | 0.02%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR V/R 07/17/36                 | NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.93163000                | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25000000 | PA      | $24958600.00   | 0.06%             | 2036-07-17      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| NCHET 2005-D M2 V/R 02/25/36                  | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-D SER 2005-D CL M2 V/R REGD 4.55121000               | CUSIP: 64352VPR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10390000 | PA      | $9467773.21    | 0.02%             | 2036-02-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| USRE 2021-1 A1 1.91% 10/20/26                 | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC SER 2021-1 CL A1 REGD 144A P/P 1.91000000                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2925000 | PA      | $2441768.06    | 0.01%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  7.414% 01/01/40                | NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 7.41400000                                              | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      1901000 | PA      | $2278429.67    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-NQM3 A V/R 11/25/64                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.46600000      | CUSIP: 647910AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25875133 | PA      | $26217571.96   | 0.06%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| NRZT 2019-RPL3 A V/R 07/25/59                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000      | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10409817 | PA      | $10091706.86   | 0.02%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NRZT 2020-NQM2 M V/R 07/25/25                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM SER 2020-NQM2 CL M1 V/R REGD 144A P/P 3.89244000       | CUSIP: 64830UAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8812000 | PA      | $8035563.22    | 0.02%             | 2060-05-24      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| NRZT 2023-NQM1 A V/R 09/25/27                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000     | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25173519 | PA      | $25453687.97   | 0.06%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| NRMLT 2024-RTL1 S/UP 03/25/39                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL1 SER 2024-RTL1 CL A1 S/UP REGD 144A P/P 6.66400000     | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8965000 | PA      | $9006536.64    | 0.02%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-RPL1 A V/R 01/25/64                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 SER 2024-RPL1 CL A V/R REGD 144A P/P 3.80000000       | CUSIP: 64832AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13321200 | PA      | $12706606.01   | 0.03%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-NQM2 A V/R 09/25/28                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2 SER 2024-NQM2 CL A1 V/R REGD 144A P/P 5.11700000      | CUSIP: 64832BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20078873 | PA      | $20133378.62   | 0.04%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 3.563% 08/01/36                | NY & PRESBYTERIAN HOSPIT REGD 3.56300000                                                            | CUSIP: 649322AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2630000 | PA      | $2333202.84    | 0.01%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE G 2.35% 07/14/26                | NEW YORK LIFE GLOBAL FDG REGD 144A P/P 2.35000000                                                   | CUSIP: 64952WCH4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $992005.48     | 0.00%             | 2026-07-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 3.55% 12/01/28                    | NEW YORK NY REGD B/E 3.55000000                                                                     | CUSIP: 64966MGQ6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      3645000 | PA      | $3616517.24    | 0.01%             | 2028-12-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 2.05% 03/01/32                    | NEW YORK NY REGD B/E 2.05000000                                                                     | CUSIP: 64966QKT6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |      2480000 | PA      | $2177972.70    | 0.00%             | 2032-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY  5.267% 05/01/27                | NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 5.26700000                                               | CUSIP: 64971MT44<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5820000 | PA      | $5908849.87    | 0.01%             | 2027-05-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY 2.8% 02/01/26                | NEW YORK CITY NY TRANSITIONAL REGD N/C B/E 2.80000000                                               | CUSIP: 64971WA75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1850000 | PA      | $1848313.73    | 0.00%             | 2026-02-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY N 3.95% 08/01/32                | NEW YORK CITY NY TRANSITIONAL REGD B/E 3.95000000                                                   | CUSIP: 64971XGH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1900000 | PA      | $1851170.38    | 0.00%             | 2032-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY T 5% 02/01/51                | NEW YORK CITY NY TRANSITIONAL REGD B/E 5.00000000                                                   | CUSIP: 64971XU97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1545000 | PA      | $1580063.93    | 0.00%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY T 5% 11/01/53                | NEW YORK CITY NY TRANSITIONAL REGD B/E 5.00000000                                                   | CUSIP: 64972JPT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      9600000 | PA      | $9864581.76    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY N 2.69% 05/01/33                | NEW YORK CITY NY TRANSITIONAL REGD B/E ETM 2.69000000                                               | CUSIP: 64972JRH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       340000 | PA      | $302530.06     | 0.00%             | 2033-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY N 2.69% 05/01/33                | NEW YORK CITY NY TRANSITIONAL REGD B/E 2.69000000                                                   | CUSIP: 64972JRV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       935000 | PA      | $829073.66     | 0.00%             | 2033-05-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DO 5.289% 03/15/33                | NEW YORK ST DORM AUTH ST PERSO REGD N/C B/E 5.28900000                                              | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |       749771 | PA      | $758435.23     | 0.00%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST THRUWA 5% 03/15/59                | NEW YORK ST THRUWAY AUTH PERSO REGD OID B/E 5.00000000                                              | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     12710000 | PA      | $13076091.21   | 0.03%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30                | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                              | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4105000 | PA      | $3775134.02    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.685% 09/01/27                | NEXTERA ENERGY CAPITAL REGD 4.68500000                                                              | CUSIP: 65339KCL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51371000 | PA      | $51981440.05   | 0.12%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 4.9% 03/15/29                | NEXTERA ENERGY CAPITAL REGD 4.90000000                                                              | CUSIP: 65339KCT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10248462.10   | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.05% 03/15/30                | NEXTERA ENERGY CAPITAL REGD 5.05000000                                                              | CUSIP: 65339KDJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000000 | PA      | $22696002.12   | 0.05%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC V/R 07/15/56                     | NISOURCE INC REGD V/R 5.75000000                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18116582.58   | 0.04%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEP 2% 03/09/26                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.00000000                                                    | CUSIP: 654740BS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14300000 | PA      | $14207184.42   | 0.03%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 2.75% 03/09/28                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.75000000                                                    | CUSIP: 654740BT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14600000 | PA      | $13872362.28   | 0.03%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 4.345% 09/17/27                | NISSAN MOTOR CO REGD 144A P/P 4.34500000                                                            | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     10500000 | PA      | $10355882.46   | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO 4.81% 09/17/30                | NISSAN MOTOR CO REGD 144A P/P 4.81000000                                                            | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     48275000 | PA      | $45499222.26   | 0.10%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NAROT 2024-B A 4.34% 11/15/27                 | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST SER 2024-B CL A3 REGD 4.34000000                         | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9100000 | PA      | $9147689.46    | 0.02%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 1.85% 09/16/26                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000                                                | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45200000 | PA      | $44104383.64   | 0.10%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 2.45% 09/15/28                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 2.45000000                                                | CUSIP: 65480CAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4439119.15    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACC 5.3% 09/13/27                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 5.30000000                                                | CUSIP: 65480CAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2202990.55    | 0.00%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO 7.5% 07/17/30                 | NISSAN MOTOR CO REGD 144A P/P 7.50000000                                                            | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      5600000 | PA      | $5876279.08    | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 8.125% 07/17/35                | NISSAN MOTOR CO REGD 144A P/P 8.12500000                                                            | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      3800000 | PA      | $4037964.93    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.172% 07/14/28                | NOMURA HOLDINGS INC REGD 2.17200000                                                                 | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     19200000 | PA      | $18273489.41   | 0.04%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 4.904% 07/01/30                | NOMURA HOLDINGS INC REGD 4.90400000                                                                 | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      4400000 | PA      | $4465735.47    | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP 5.8% 09/15/33                    | NORDSON CORP REGD 5.80000000                                                                        | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      2660000 | PA      | $2813563.93    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BA 5.094% 10/16/29                | NORINCHUKIN BANK REGD 144A P/P 5.09400000                                                           | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |      2100000 | PA      | $2140778.03    | 0.00%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  3.6% 09/15/47                | NORTHERN STATES PWR-MINN REGD 3.60000000                                                            | CUSIP: 665772CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1355640.21    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MU 3.45% 03/30/51                | NORTHWESTERN MUTUAL LIFE REGD 144A P/P 3.45000000                                                   | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      2420000 | PA      | $1687170.88    | 0.00%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-12BA  V/R 06/15/31                 | NORTHWOODS CAPITAL XII-B LTD SER 2018-12BA CL AR V/R REGD 144A P/P 4.91320000                       | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5291195 | PA      | $5288930.39    | 0.01%             | 2031-06-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| WOODS 2019-20A A V/R 10/25/38                 | NORTHWOODS CAPITAL 20 LTD SER 2019-20A CL AR2 V/R REGD 144A P/P 5.19798000                          | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5960000 | PA      | $5964642.84    | 0.01%             | 2038-10-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 B 4% 10/17/27                  | AMSR 2022-SFR3 TRUST SER 2022-SFR3 CL B REGD 144A P/P 4.00000000                                    | CUSIP: 66981YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20305000 | PA      | $20062623.28   | 0.04%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2018-EXP1 1A V/R 04/25/48                 | OBX 2018-EXP1 TRUST SER 2018-EXP1 CL 1A3 V/R REGD 144A P/P 4.00000000                               | CUSIP: 67097VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       104927 | PA      | $100108.63     | 0.00%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP 2020-18A A1R V/R 07/20/37                 | OCP CLO 2020-18 LTD SER 2020-18A CL A1R2 V/R REGD 144A P/P 5.25444000                               | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      9685000 | PA      | $9699789.00    | 0.02%             | 2037-07-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ONDK 2024-2A A 4.98% 10/18/27                 | ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2024-2A CL A REGD 144A P/P 4.98000000                  | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3425000 | PA      | $3439213.75    | 0.01%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| OHALF 2015-1A A1 V/R 10/19/38                 | OHA LOAN FUNDING 2015-1 LTD SER 2015-1A CL A1R4 V/R REGD 144A P/P 5.13444000                        | CUSIP: 67109BDN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9410000 | PA      | $9427380.27    | 0.02%             | 2038-10-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| OAKC 2015-11A A1 V/R 04/20/37                 | OHA CREDIT PARTNERS XI LTD SER 2015-11A CL A1R2 V/R REGD 144A P/P 5.34444000                        | CUSIP: 67109FAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23400000 | PA      | $23423680.80   | 0.05%             | 2037-04-20      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 1A V/R 10/25/59                 | OBX 2019-EXP3 TRUST SER 2019-EXP3 CL 1A8 V/R REGD 144A P/P 3.50000000                               | CUSIP: 67113AAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       100635 | PA      | $94568.01      | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 1A V/R 06/25/59                 | OBX 2019-EXP2 TRUST SER 2019-EXP2 CL 1A3 V/R REGD 144A P/P 4.00000000                               | CUSIP: 67113KAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       157047 | PA      | $149285.08     | 0.00%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 A1 V/R 07/25/61                 | OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.05400000                                | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3027121 | PA      | $2491243.76    | 0.01%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OCP 2023-26A AR V/R 04/17/37                  | OCP CLO 2023-26 LTD SER 2023-26A CL AR V/R REGD 144A P/P 4.96163000                                 | CUSIP: 67116HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3500000 | PA      | $3496619.00    | 0.01%             | 2037-04-17      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 A1 V/R 08/25/26                 | OBX 2022-NQM7 TRUST SER 2022-NQM7 CL A1 V/R REGD 144A P/P 5.11000000                                | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3023090 | PA      | $3020727.93    | 0.01%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM3 A1 V/R 04/25/27                 | OBX 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 5.94871000                                | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15870287 | PA      | $15867070.08   | 0.04%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| OCPA 2023-29A BR V/R 01/20/36                 | OCP AEGIS CLO 2023-29 LTD SER 2023-29A CL BR V/R REGD 144A P/P 5.43444000                           | CUSIP: 67118BAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     15500000 | PA      | $15506510.00   | 0.03%             | 2036-01-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM8 A1 V/R 09/25/63                 | OBX 2023-NQM8 TRUST SER 2023-NQM8 CL A1 V/R REGD 144A P/P 7.04500000                                | CUSIP: 67118CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4953598 | PA      | $5003270.78    | 0.01%             | 2063-09-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-BPL3 A V/R 09/25/39                 | NYMT LOAN TRUST SERIES 2024-BPL3 SER 2024-BPL3 CL A1 V/R REGD 144A P/P 5.26800000                   | CUSIP: 67119RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4895000 | PA      | $4906411.22    | 0.01%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| OCP 2024-38A A V/R 01/21/38                   | OCP CLO 2024-38 LTD SER 2024-38A CL A V/R REGD 144A P/P 5.19996000                                  | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     17110000 | PA      | $17171596.00   | 0.04%             | 2038-01-21      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-BPL2 A V/R 05/25/39                 | NYMT LOAN TRUST SERIES 2024-BPL2 SER 2024-BPL2 CL A1 V/R REGD 144A P/P 6.50900000                   | CUSIP: 67120TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8405000 | PA      | $8480546.66    | 0.02%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| NYMT 2025-R1 A S/UP 02/25/30                  | NYMT LOAN TRUST SERIES 2025-R1 SER 2025-R1 CL A S/UP REGD 144A P/P 6.38100000                       | CUSIP: 67120XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       849407 | PA      | $851673.59     | 0.00%             | 2030-02-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| OAKC 2021-10RA A V/R 07/18/37                 | OHA CREDIT FUNDING 10-R LTD SER 2021-10RA CL A1 V/R REGD 144A P/P 5.53881000                        | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14705000 | PA      | $14735439.35   | 0.03%             | 2037-07-18      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| NYC 2025-1155 5.832% 06/10/30                 | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 SER 2025-1155 CL A REGD 144A P/P 5.83290000                 | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12089000 | PA      | $12376532.03   | 0.03%             | 2042-06-10      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 A1 V/R 06/25/27                 | OBX 2023-NQM5 TRUST SER 2023-NQM5 CL A1A V/R REGD 144A P/P 6.56700000                               | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6484719 | PA      | $6517690.22    | 0.01%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CO 6.75% 03/15/33                | CHORD ENERGY CORP REGD 144A P/P 6.75000000                                                          | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       177000 | PA      | $183038.71     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP 6% 10/01/30                 | CHORD ENERGY CORP REGD 144A P/P 6.00000000                                                          | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       181000 | PA      | $183219.60     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 A1 V/R 02/25/26                 | OBX 2022-NQM2 TRUST SER 2022-NQM2 CL A1 V/R REGD 144A P/P 2.99004000                                | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32596076 | PA      | $31356596.80   | 0.07%             | 2062-01-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A V/R 02/25/60                 | OBX 2020-EXP1 TRUST SER 2020-EXP1 CL 2A1 V/R REGD 144A P/P 4.59621000                               | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       115819 | PA      | $113740.41     | 0.00%             | 2060-02-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 5.2% 08/01/29                | OCCIDENTAL PETROLEUM COR REGD 5.20000000                                                            | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2869973.65    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL I 6% 02/01/28                | OCEANEERING INTL INC REGD 6.00000000                                                                | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |        59000 | PA      | $59662.33      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL I 6% 02/01/28                | OCEANEERING INTL IN REGD SER * 6.00000000                                                           | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |        59000 | PA      | $59662.33      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-2A C 5.9% 07/20/32                  | OCTANE RECEIVABLES TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 5.90000000                           | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3895000 | PA      | $3982253.84    | 0.01%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OCT16 2013-1A A1 V/R 07/17/30                 | OCTAGON INVESTMENT PARTNERS XVI LTD SER 2013-1A CL A1R V/R REGD 144A P/P 5.16324000                 | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       141578 | PA      | $141543.03     | 0.00%             | 2030-07-17      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| OCT17 2013-1A BR V/R 01/25/31                 | OCTAGON INVESTMENT PARTNERS XVII LTD SER 2013-1A CL BR2 V/R REGD 144A P/P 5.51959000                | CUSIP: 67590GBL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1768349 | PA      | $1769178.24    | 0.00%             | 2031-01-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| OCT39 2018-3A BR V/R 10/20/30                 | OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL BR V/R REGD 144A P/P 5.68444000                   | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16550000 | PA      | $16551870.15   | 0.04%             | 2030-10-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| OAKC 2017-15A B1 V/R 04/20/37                 | OHA CREDIT PARTNERS XV LTD SER 2017-15A CL B1R V/R REGD 144A P/P 5.83444000                         | CUSIP: 67707BAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15180000 | PA      | $15197198.94   | 0.03%             | 2037-04-20      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  5.35% 04/01/35                | ONCOR ELECTRIC DELIVERY REGD 144A P/P 5.35000000                                                    | CUSIP: 68233JCZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6595000 | PA      | $6799212.46    | 0.02%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OBP 2019-OBP  2.516% 09/15/29                 | ONE BRYANT PARK TRUST 2019-OBP SER 2019-OBP CL A REGD 144A P/P 2.51641000                           | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7000000 | PA      | $6497575.00    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ONP 2021-PARK C V/R 03/15/23                  | ONE 2021-PARK MORTGAGE TRUST SER 2021-PARK CL C V/R REGD 144A P/P 4.96448000                        | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2175000 | PA      | $2166856.58    | 0.00%             | 2036-03-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| OMPT 2017-1MK 3.613% 02/10/24                 | ONE MARKET PLAZA TRUST 2017-1MKT SER 2017-1MKT CL A REGD 144A P/P 3.61390000                        | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7016681 | PA      | $6701656.04    | 0.01%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / N 3.875% 01/15/28                | 1011778 BC / NEW RED FIN REGD 144A P/P 3.87500000                                                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1430000 | PA      | $1409625.07    | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW R 4% 10/15/30                | 1011778 BC / NEW RED FIN REGD 144A P/P 4.00000000                                                   | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7001000 | PA      | $6667781.45    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW 3.5% 02/15/29                | 1011778 BC / NEW RED FIN REGD 144A P/P 3.50000000                                                   | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5610000 | PA      | $5420399.95    | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / N 5.625% 09/15/29                | 1011778 BC / NEW RED FIN REGD 144A P/P 5.62500000                                                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       298000 | PA      | $303419.43     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONYP 2020-1NYP A V/R 01/15/23                 | ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 4.81548000                  | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19192000 | PA      | $18824883.91   | 0.04%             | 2036-01-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-S1 D 5.2% 11/14/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 SER 2022-S1 CL D REGD 144A P/P 5.20000000                  | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8785000 | PA      | $8829731.46    | 0.02%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.75% 10/15/31                      | ONEOK INC REGD 4.75000000                                                                           | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2915408.98    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.5% 09/01/30                       | ONEOK INC REGD 144A P/P 6.50000000                                                                  | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      4475000 | PA      | $4797690.46    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ODART 2023-1A  7.07% 11/14/27                 | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 7.07000000              | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1145000 | PA      | $1185127.21    | 0.00%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-2A  4.89% 01/15/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 SER 2022-2A CL A REGD 144A P/P 4.89000000                   | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4489290 | PA      | $4492842.47    | 0.01%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| OMFIT 2019-2A  4.05% 05/14/28                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 SER 2019-2A CL D REGD 144A P/P 4.05000000                   | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       855000 | PA      | $823956.66     | 0.00%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OMFIT 2021-1A  2.47% 11/14/27                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 2.47000000                   | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3300000 | PA      | $3052149.21    | 0.01%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| OMFIT 2025-1A  5.79% 12/14/29                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.79000000                   | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1585000 | PA      | $1603782.25    | 0.00%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345T 2025-AOA B V/R 06/15/27                 | 1345T 2025-AOA SER 2025-AOA CL B V/R REGD 144A P/P 5.75012000                                       | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $8019065.60    | 0.02%             | 2042-06-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD 10% 04/15/32                   | 1261229 BC LTD REGD 144A P/P 10.00000000                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5085000 | PA      | $5288485.89    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG 8% 08/01/30                | ONT GAMING GTA/OTG CO-IS REGD 144A P/P 8.00000000                                                   | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       647000 | PA      | $613481.29     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP 3.875% 12/01/29                | OPEN TEXT CORP REGD 144A P/P 3.87500000                                                             | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       293000 | PA      | $278065.85     | 0.00%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP 6.9% 12/01/27                  | OPEN TEXT CORP REGD 144A P/P 6.90000000                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     13365000 | PA      | $13903814.92   | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC 4.125% 02/15/30                 | OPEN TEXT INC REGD 144A P/P 4.12500000                                                              | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       293000 | PA      | $280055.65     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OOMLT 2006-3 1A1 V/R 02/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2006-3 SER 2006-3 CL 1A1 V/R REGD 4.12621000                         | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18403855 | PA      | $12139924.61   | 0.03%             | 2037-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| OOMLT 2004-2 M1 V/R 05/25/34                  | OPTION ONE MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.64121000                          | CUSIP: 68389FFG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3407077 | PA      | $3512532.81    | 0.01%             | 2034-05-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.5% 04/15/38                     | ORACLE CORP REGD 6.50000000                                                                         | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4215000 | PA      | $4297068.58    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37                     | ORACLE CORP REGD 3.80000000                                                                         | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7780000 | PA      | $6281119.20    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 11/15/47                       | ORACLE CORP REGD 4.00000000                                                                         | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       556000 | PA      | $381800.91     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.95% 04/01/30                    | ORACLE CORP REGD 2.95000000                                                                         | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     23000000 | PA      | $21232883.09   | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                     | ORACLE CORP REGD 3.60000000                                                                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     21045000 | PA      | $13109157.15   | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51                    | ORACLE CORP REGD 3.95000000                                                                         | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8117000 | PA      | $5340657.42    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.8% 08/03/28                     | ORACLE CORP REGD 4.80000000                                                                         | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8695000 | PA      | $8738289.45    | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6% 08/03/55                       | ORACLE CORP REGD 6.00000000                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1141915.95    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.2% 09/26/35                     | ORACLE CORP REGD 5.20000000                                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     29341000 | PA      | $28111046.99   | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.875% 09/26/45                   | ORACLE CORP REGD 5.87500000                                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     12520000 | PA      | $11307110.35   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.95% 09/26/55                    | ORACLE CORP REGD 5.95000000                                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14752000 | PA      | $13070481.78   | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OOMLT 2007-4 2A2 V/R 04/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2007-4 SER 2007-4 CL 2A2 V/R REGD 4.02621000                         | CUSIP: 68403FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13347704 | PA      | $7639889.46    | 0.02%             | 2037-04-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NEW DISC 01/16/26                 | ORACLE CORP NEW DISCOUNT______  COMMERCIAL PAPER 0.00000000                                         | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | STIV             | CORP              | US        |     16200000 | PA      | $16172354.70   | 0.04%             | 2026-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LU 7.875% 10/15/29                | OREGON TOOL LUX LP REGD 144A P/P 7.87500000                                                         | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1706380 | PA      | $853190.00     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OSCAR 2024-2A  4.63% 11/10/26                 | OSCAR US FUNDING XVII LLC SER 2024-2A CL A2 REGD 144A P/P 4.63000000                                | CUSIP: 68784BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3287635 | PA      | $3287700.59    | 0.01%             | 2027-12-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OSCAR 2024-2A  4.47% 02/10/28                 | OSCAR US FUNDING XVII LLC SER 2024-2A CL A3 REGD 144A P/P 4.47000000                                | CUSIP: 68784BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2110126.07    | 0.00%             | 2029-03-12      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 5.125% 11/19/31                | OTIS WORLDWIDE CORP REGD 5.12500000                                                                 | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      4360000 | PA      | $4523121.51    | 0.01%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 5.131% 09/04/35                | OTIS WORLDWIDE CORP REGD 5.13100000                                                                 | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      3055000 | PA      | $3113197.66    | 0.01%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 5.7% 06/15/34                   | OWENS CORNING REGD 5.70000000                                                                       | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     30495000 | PA      | $32055348.34   | 0.07%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQS 2025-1M A 5.48% 09/27/32                  | OWN EQUIPMENT FUND II LLC SER 2025-1M CL A REGD 144A P/P 5.48000000                                 | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4889331 | PA      | $4917841.04    | 0.01%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OR 2025-21A B V/R 07/24/34                    | OWL ROCK CLO XXI LLC SER 2025-21A CL B V/R REGD 144A P/P 5.76541000                                 | CUSIP: 69120UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $248380.75     | 0.00%             | 2034-07-24      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| EQS 2024-2M A 5.7% 12/20/31                   | OWN EQUIPMENT FUND I LLC SER 2024-2M CL A REGD 144A P/P 5.70000000                                  | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8521503 | PA      | $8641276.87    | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQS 2025-2M A 5.42% 03/25/33                  | OWN EQUIPMENT FUND III LLC SER 2025-2M CL A REGD 144A P/P 5.42000000                                | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12880000 | PA      | $12941158.10   | 0.03%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PKAIR 2025-2 A 4.75% 03/15/43                 | PK ALIFT LOAN FUNDING 7 LP SER 2025-2 CL A REGD 144A P/P 4.75000000                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2588482 | PA      | $2593361.47    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PKAIR 2024-1  5.842% 09/15/39                 | PK ALIFT LOAN FUNDING 3 LP SER 2024-1 CL A1 REGD 144A P/P 5.84200000                                | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2200749 | PA      | $2249004.55    | 0.01%             | 2039-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/20/34                | PNC FINANCIAL SERVICES REGD V/R 6.87500000                                                          | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       178000 | PA      | $201429.60     | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 A V/R 01/25/28                 | PRPM 2024-RCF1 LLC SER 2024-RCF1 CL A1 V/R REGD 144A P/P 4.00000000                                 | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1206026 | PA      | $1192364.84    | 0.00%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC1  V/R 04/25/57                 | PRKCM 2022-AFC1 TRUST SER 2022-AFC1 CL A1A V/R REGD 144A P/P 4.10000000                             | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49554090 | PA      | $49471463.91   | 0.11%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-NQM1 A V/R 09/25/26                 | PRPM 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 5.50000000                               | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13484471 | PA      | $13440956.72   | 0.03%             | 2067-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2  S/UP 11/25/53                 | PRPM 2023-RCF2 LLC SER 2023-RCF2 CL A1 S/UP REGD 144A P/P 4.00000000                                | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       551634 | PA      | $546891.76     | 0.00%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-AFC1  V/R 02/25/28                 | PRKCM 2024-AFC1 TRUST SER 2024-AFC1 CL A1 V/R REGD 144A P/P 6.33300000                              | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3356535 | PA      | $3388954.42    | 0.01%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF1 A V/R 06/25/27                 | PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000                                 | CUSIP: 69381AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4529419 | PA      | $4494331.96    | 0.01%             | 2053-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PGA 2024-RSR2 A V/R 06/15/26                  | PGA TRUST 2024-RSR2 SER 2024-RSR2 CL A V/R REGD 144A P/P 5.64102000                                 | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21248000 | PA      | $21254576.26   | 0.05%             | 2039-06-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM3 A V/R 08/25/69                 | PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000                                     | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4660286 | PA      | $4660795.49    | 0.01%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 A1 V/R 05/25/30                   | PRPM 2025-2 LLC SER 2025-2 CL A1 V/R REGD 144A P/P 6.46900000                                       | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2647465 | PA      | $2652404.57    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF4 A V/R 08/25/55                 | PRPM 2025-RCF4 LLC SER 2025-RCF4 CL A1 V/R REGD 144A P/P 4.50000000                                 | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3408711 | PA      | $3383310.99    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-7 A1 V/R 08/25/28                   | PRPM 2025-7 LLC SER 2025-7 CL A1 V/R REGD 144A P/P 5.50300000                                       | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11508431 | PA      | $11536927.10   | 0.03%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL11  V/R 10/25/55                 | PRET 2025-NPL11 LLC SER 2025-NPL11 CL A1 V/R REGD 144A P/P 5.19330000                               | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25532519 | PA      | $25577402.70   | 0.06%             | 2055-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 A1 V/R 10/25/30                   | PRPM 2025-8 LLC SER 2025-8 CL A1 V/R REGD 144A P/P 5.38500000                                       | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12310225 | PA      | $12328295.14   | 0.03%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF5 A V/R 10/25/55                 | PRPM 2025-RCF5 LLC SER 2025-RCF5 CL A1 V/R REGD 144A P/P 4.83900000                                 | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4274040 | PA      | $4276774.97    | 0.01%             | 2055-10-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 A V/R 07/25/28                 | PRET 2025-NPL8 LLC SER 2025-NPL8 CL A1 V/R REGD 144A P/P 5.73190000                                 | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14795440 | PA      | $14829422.19   | 0.03%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL3 A V/R 04/25/55                 | PRPM 2025-RPL3 LLC SER 2025-RPL3 CL A1 V/R REGD 144A P/P 3.25000000                                 | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25651875 | PA      | $24833618.28   | 0.06%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL5 A V/R 01/25/70                 | PRET 2025-RPL5 TRUST SER 2025-RPL5 CL A1 V/R REGD 144A P/P 4.15000000                               | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16654042 | PA      | $16380410.99   | 0.04%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 A V/R 03/25/28                 | PRPM 2024-NQM1 TRUST SER 2024-NQM1 CL A1 V/R REGD 144A P/P 6.26500000                               | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1474282 | PA      | $1490881.83    | 0.00%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF2 A V/R 03/25/28                 | PRPM 2024-RCF2 LLC SER 2024-RCF2 CL A1 V/R REGD 144A P/P 3.75000000                                 | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4394355 | PA      | $4329410.62    | 0.01%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.3% 03/15/45                | PACIFIC GAS & ELECTRIC REGD 4.30000000                                                              | CUSIP: 694308HL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3980000 | PA      | $3157063.76    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 2.95% 03/01/26                | PACIFIC GAS & ELECTRIC REGD 2.95000000                                                              | CUSIP: 694308HP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4765000 | PA      | $4753119.90    | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 03/15/27                | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                              | CUSIP: 694308HS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2052000 | PA      | $2029761.55    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 12/01/27                | PACIFIC GAS & ELECTRIC REGD SER WI 3.30000000                                                       | CUSIP: 694308HW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3642054.00    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.65% 08/01/28                | PACIFIC GAS & ELECTRIC REGD 4.65000000                                                              | CUSIP: 694308JC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100719.71     | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.1% 08/01/27                | PACIFIC GAS & ELECTRIC REGD 2.10000000                                                              | CUSIP: 694308JF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17003000 | PA      | $16483574.50   | 0.04%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.5% 02/01/31                | PACIFIC GAS & ELECTRIC REGD 2.50000000                                                              | CUSIP: 694308JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15565000 | PA      | $14007888.30   | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 07/01/28                | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                              | CUSIP: 694308JK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18443500 | PA      | $18201424.64   | 0.04%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.55% 07/01/30                | PACIFIC GAS & ELECTRIC REGD 4.55000000                                                              | CUSIP: 694308JM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40402000 | PA      | $40228427.76   | 0.09%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.15% 01/01/26                | PACIFIC GAS & ELECTRIC REGD 3.15000000                                                              | CUSIP: 694308JP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6569000 | PA      | $6569000.00    | 0.01%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.25% 06/01/31                | PACIFIC GAS & ELECTRIC REGD 3.25000000                                                              | CUSIP: 694308JT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11300000 | PA      | $10514517.00   | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 3% 06/15/28                | PACIFIC GAS & ELECTRIC REGD 3.00000000                                                              | CUSIP: 694308JW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8769000 | PA      | $8502775.53    | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.2% 03/01/29                | PACIFIC GAS & ELECTRIC REGD 4.20000000                                                              | CUSIP: 694308KB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4334000 | PA      | $4306796.39    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.4% 03/01/32                | PACIFIC GAS & ELECTRIC REGD 4.40000000                                                              | CUSIP: 694308KC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11850000 | PA      | $11561243.35   | 0.03%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.45% 06/15/27                | PACIFIC GAS & ELECTRIC REGD 5.45000000                                                              | CUSIP: 694308KF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3084000 | PA      | $3135297.53    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 06/15/32                | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                              | CUSIP: 694308KG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7090000 | PA      | $7422914.50    | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.4% 06/15/33                | PACIFIC GAS & ELECTRIC REGD 6.40000000                                                              | CUSIP: 694308KM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       613000 | PA      | $661056.86     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.8% 05/15/34                | PACIFIC GAS & ELECTRIC REGD 5.80000000                                                              | CUSIP: 694308KR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3295000 | PA      | $3422079.62    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.7% 03/01/35                | PACIFIC GAS & ELECTRIC REGD 5.70000000                                                              | CUSIP: 694308KU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4729099.78    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PSBDC 1A A V/R 07/15/37                       | PALMER SQUARE BDC CLO 1 LTD SER 1A CL A V/R REGD 144A P/P 5.50454000                                | CUSIP: 696928AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23440000 | PA      | $23475089.68   | 0.05%             | 2037-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUC ZCP 04/05/32                | PANAMA INFRASTRUCTURE REGD ZCP 144A P/P 0.00000000                                                  | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |      7059000 | PA      | $5435430.00    | 0.01%             | 2032-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW 7.125% 06/01/31                | PANTHER ESCROW ISSUER REGD 144A P/P 7.12500000                                                      | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       231000 | PA      | $239373.29     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S IN 3.875% 09/15/29                | PAPA JOHN'S INTERNATIONA REGD 144A P/P 3.87500000                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      2410000 | PA      | $2285764.23    | 0.01%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAIA 2021-1A A2R V/R 01/20/34                 | PARK AVENUE INSTITUTIONAL ADVISERS CLO  SER 2021-1A CL A2R V/R REGD 144A P/P 5.53444000             | CUSIP: 70015QAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12200000 | PA      | $12193521.80   | 0.03%             | 2034-01-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| PAIA 2017-1A A1R V/R 02/14/34                 | PARK AVENUE INSTITUTIONAL ADVISERS CLO  SER 2017-1A CL A1R2 V/R REGD 144A P/P 4.92309000            | CUSIP: 70017KAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9670000 | PA      | $9667176.36    | 0.02%             | 2034-02-14      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| PAIA 2017-1A A2R V/R 02/14/34                 | PARK AVENUE INSTITUTIONAL ADVISERS CLO  SER 2017-1A CL A2R2 V/R REGD 144A P/P 5.40309000            | CUSIP: 70017KBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4800000 | PA      | $4798560.00    | 0.01%             | 2034-02-14      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PPSI 2005-WHQ4 M V/R 09/25/35                 | PARK PLACE SECURITIES INC ASSET-BACKED PASS- SER 2005-WHQ4 CL M3 V/R REGD 4.62621000                | CUSIP: 70069FMU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $7440779.20    | 0.02%             | 2035-09-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PASADENA TX IND 4.25% 02/15/53                | PASADENA TX INDEP SCH DIST REGD OID B/E PSF-GTD 4.25000000                                          | CUSIP: 702334HA4<br>LEI: 549300QY114RR4MXVU24 | Long             | DBT              | MUN               | US        |      1595000 | PA      | $1547580.81    | 0.00%             | 2053-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.1% 04/15/30                     | PAYCHEX INC REGD 5.10000000                                                                         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1338368.72    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.35% 04/15/32                    | PAYCHEX INC REGD 5.35000000                                                                         | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      7510000 | PA      | $7777255.59    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.6% 04/15/35                     | PAYCHEX INC REGD 5.60000000                                                                         | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      5875000 | PA      | $6152858.01    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNFED 2025-A  4.178% 09/15/26                 | PENFED AUTO RECEIVABLES OWNER TRUST 2025-A SER 2025-A CL A1 REGD 144A P/P 4.17800000                | CUSIP: 706916AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       820884 | PA      | $821300.04     | 0.00%             | 2026-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| PNFED 2025-A A 4.12% 05/15/27                 | PENFED AUTO RECEIVABLES OWNER TRUST 2025-A SER 2025-A CL A2 REGD 144A P/P 4.12000000                | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1001292.00    | 0.00%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOO 4.25% 08/01/29                | PERFORMANCE FOOD GROUP I REGD 144A P/P 4.25000000                                                   | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       123000 | PA      | $120254.96     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC 2.55% 03/15/31                    | REVVITY INC REGD 2.55000000                                                                         | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     11115000 | PA      | $10051287.50   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.15% 08/12/32/PEN/                | REPUBLIC OF PERU /PEN/ REGD 144A P/P 6.15000000                                                     | CUSIP: 715638BY7<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    140152000 | PA      | $44971419.67   | 0.10%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.7% 02/16/32                | PETROLEOS MEXICANOS REGD 6.70000000                                                                 | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    117412000 | PA      | $117098535.79  | 0.26%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.75% 09/21/47                | PETROLEOS MEXICANOS REGD MTN 6.75000000                                                             | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     85241000 | PA      | $70085468.15   | 0.16%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 7.69% 01/23/50                | PETROLEOS MEXICANOS REGD SER WI 7.69000000                                                          | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     17470000 | PA      | $15656546.57   | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 4.75% 05/19/33                | PFIZER INVESTMENT ENTER REGD 4.75000000                                                             | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      3490000 | PA      | $3527006.49    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.625% 11/17/29                | PHILIP MORRIS INTL INC REGD 5.62500000                                                              | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6307669.98    | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/15/30                | PHILIP MORRIS INTL INC REGD 5.12500000                                                              | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4134703.08    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS IN 5.5% 09/07/30                | PHILIP MORRIS INTL INC REGD 5.50000000                                                              | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5783137.09    | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31                | PHILIP MORRIS INTL INC REGD 5.12500000                                                              | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5699117.00    | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31                | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                             | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11156000 | PA      | $10150020.08   | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 5.1% 02/15/35                | PIEDMONT NATURAL GAS CO REGD 5.10000000                                                             | CUSIP: 720186AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20391000 | PA      | $20693441.35   | 0.05%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE  3.5% 03/01/32                | PILGRIM'S PRIDE CORP REGD 3.50000000                                                                | CUSIP: 72147KAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22241000 | PA      | $20546130.15   | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 4.25% 04/15/31                | PILGRIM'S PRIDE CORP REGD 4.25000000                                                                | CUSIP: 72147KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13635000 | PA      | $13311411.04   | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 6.25% 07/01/33                | PILGRIM'S PRIDE CORP REGD 6.25000000                                                                | CUSIP: 72147KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13265000 | PA      | $14180424.42   | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRID 6.875% 05/15/34                | PILGRIM'S PRIDE CORP REGD 6.87500000                                                                | CUSIP: 72147KAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11773000 | PA      | $13056721.68   | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAP V/R 06/10/26                | PINNACLE WEST CAPITAL REGD V/R 4.59544600                                                           | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     19700000 | PA      | $19734532.72   | 0.04%             | 2026-06-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  4.3% 01/31/43                | PLAINS ALL AMER PIPELINE REGD 4.30000000                                                            | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $705965.96     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                            | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3881000 | PA      | $3770322.30    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  3.8% 09/15/30                | PLAINS ALL AMER PIPELINE REGD 3.80000000                                                            | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11638000 | PA      | $11296756.73   | 0.03%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLNT 2019-1A  3.858% 12/05/29                 | PLANET FITNESS MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.85800000                         | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4103100 | PA      | $3928365.79    | 0.01%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| PLNT 2022-1A  4.008% 12/05/31                 | PLANET FITNESS MASTER ISSUER LLC SER 2022-1A CL A2II REGD 144A P/P 4.00800000                       | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1155000 | PA      | $1094803.83    | 0.00%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| PLNT 2024-1A  5.765% 06/05/29                 | PLANET FITNESS MASTER ISSUER LLC SER 2024-1A CL A2I REGD 144A P/P 5.76500000                        | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5154750 | PA      | $5239338.93    | 0.01%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PLNT 2025-1A  5.274% 12/05/30                 | PLANET FITNESS MASTER ISSUER LLC SER 2025-1A CL A2I REGD 144A P/P 5.27400000                        | CUSIP: 72703PAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5940000 | PA      | $5964811.38    | 0.01%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PMTLT 2024-INV1  V/R 10/25/47                 | PMT LOAN TRUST 2024-INV1 SER 2024-INV1 CL A3 V/R REGD 144A P/P 5.50000000                           | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4715207 | PA      | $4754069.80    | 0.01%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 03/18/54                | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                          | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     21925000 | PA      | $20967590.50   | 0.05%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-2A  4.47% 12/21/26                 | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 SER 2024-2A CL A2A REGD 144A P/P 4.47000000             | CUSIP: 73328NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       882464 | PA      | $882768.48     | 0.00%             | 2026-12-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-2A  4.35% 10/20/27                 | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 SER 2024-2A CL A3 REGD 144A P/P 4.35000000              | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9518898.35    | 0.02%             | 2027-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| POST 2023-1A A1R V/R 10/20/38                 | POST CLO 2023-1 LTD SER 2023-1A CL A1R V/R REGD 144A P/P 5.16010000                                 | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14310000 | PA      | $14321261.97   | 0.03%             | 2038-10-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS  4.625% 04/15/30                | POST HOLDINGS INC REGD 144A P/P 4.62500000                                                          | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       189000 | PA      | $184041.46     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 A V/R 07/25/28                 | PRET 2025-NPL7 LLC SER 2025-NPL7 CL A1 V/R REGD 144A P/P 5.65710000                                 | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11865784 | PA      | $11896561.42   | 0.03%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 A V/R 06/25/28                 | PRET 2025-NPL6 LLC SER 2025-NPL6 CL A1 V/R REGD 144A P/P 5.74370000                                 | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21033510 | PA      | $21115081.72   | 0.05%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PART 2023-1A D 6.33% 11/15/26                 | PRESTIGE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.33000000                    | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4170000 | PA      | $4165201.58    | 0.01%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| PART 2023-2A D 7.71% 07/15/27                 | PRESTIGE AUTO RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.71000000                    | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1800000 | PA      | $1806797.34    | 0.00%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 A V/R 10/25/27                 | PRET 2024-NPL7 LLC SER 2024-NPL7 CL A1 V/R REGD 144A P/P 5.92510000                                 | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4626035 | PA      | $4628878.35    | 0.01%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 A V/R 04/25/28                 | PRET 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 6.70760000                                 | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5867129 | PA      | $5902213.81    | 0.01%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| PRIME INVTS LTD 11% 05/01/30                  | PRIME INVTS LTD PARTNERSHIP    REGD 144A 11.00000000                                                | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2188240 | PA      | $2183985.10    | 0.00%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| PROG 2022-SFR 4.896% 06/17/27                 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL B REGD 144A P/P 4.89600000                    | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1775000 | PA      | $1777490.86    | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR 5.192% 06/17/27                 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL C REGD 144A P/P 5.19200000                    | CUSIP: 74332YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3215000 | PA      | $3212457.26    | 0.01%             | 2039-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.209% 07/17/26                 | PROGRESS RESIDENTIAL 2021-SFR5 TRUST SER 2021-SFR5 CL E1 REGD 144A P/P 2.20900000                   | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2185000 | PA      | $2157640.74    | 0.00%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.359% 07/17/26                 | PROGRESS RESIDENTIAL 2021-SFR5 TRUST SER 2021-SFR5 CL E2 REGD 144A P/P 2.35900000                   | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       545000 | PA      | $537718.36     | 0.00%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.425% 07/17/26                 | PROGRESS RESIDENTIAL TRUST SER 2021-SFR6 CL E1 REGD 144A P/P 2.42500000                             | CUSIP: 74333HAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2730000 | PA      | $2696133.80    | 0.01%             | 2038-07-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.525% 07/17/26                 | PROGRESS RESIDENTIAL TRUST SER 2021-SFR6 CL E2 REGD 144A P/P 2.52500000                             | CUSIP: 74333HAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1375000 | PA      | $1356957.53    | 0.00%             | 2038-07-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.591% 08/17/28                 | PROGRESS RESIDENTIAL 2021-SFR7 TRUST SER 2021-SFR7 CL E1 REGD 144A P/P 2.59100000                   | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3970000 | PA      | $3729354.08    | 0.01%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR7 2.64% 08/17/28                 | PROGRESS RESIDENTIAL 2021-SFR7 TRUST SER 2021-SFR7 CL E2 REGD 144A P/P 2.64000000                   | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1035000 | PA      | $972037.95     | 0.00%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.811% 11/17/28                 | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E1 REGD 144A P/P 2.81100000                   | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1130000 | PA      | $1059928.93    | 0.00%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR9 3.01% 11/17/28                 | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E2 REGD 144A P/P 3.01000000                   | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       615000 | PA      | $579298.70     | 0.00%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.538% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E1 REGD 144A P/P 2.53800000                         | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1815000 | PA      | $1802733.69    | 0.00%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.688% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E2 REGD 144A P/P 2.68800000                         | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1510000 | PA      | $1496757.15    | 0.00%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PROG 2023-SFR1 4.65% 03/09/28                 | PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL C REGD 144A P/P 4.65000000                    | CUSIP: 74334FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       950000 | PA      | $944093.57     | 0.00%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROG 2023-SFR1 4.65% 03/09/28                 | PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL D REGD 144A P/P 4.65000000                    | CUSIP: 74334FAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1455000 | PA      | $1442976.17    | 0.00%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 3.68% 01/21/30                      | PROSUS NV REGD 144A P/P 3.68000000                                                                  | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     37625000 | PA      | $36120865.38   | 0.08%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 3.061% 07/13/31                     | PROSUS NV REGD 144A P/P MTN 3.06100000                                                              | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $9095924.30    | 0.02%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 3.257% 01/19/27                     | PROSUS NV REGD P/P 3.25700000                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     29608000 | PA      | $29182459.02   | 0.07%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 4.193% 01/19/32                     | PROSUS NV REGD 144A P/P 4.19300000                                                                  | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $6220781.26    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 A V/R 10/25/64                 | PRPM 2024-RCF6 LLC SER 2024-RCF6 CL A1 V/R REGD 144A P/P 4.00000000                                 | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1720758 | PA      | $1696751.14    | 0.00%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF1 A V/R 02/25/55                 | PRPM 2025-RCF1 LLC SER 2025-RCF1 CL A1 V/R REGD 144A P/P 4.50000000                                 | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3853025 | PA      | $3836237.62    | 0.01%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.25% 04/01/53                | PUBLIC SERVICE COLORADO REGD 5.25000000                                                             | CUSIP: 744448CY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7443433.28    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 A1 V/R 11/25/27                   | PRPM 2024-7 LLC SER 2024-7 CL A1 V/R REGD 144A P/P 5.87000000                                       | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3749820 | PA      | $3751753.05    | 0.01%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL4 A V/R 05/25/55                 | PRPM 2025-RPL4 LLC SER 2025-RPL4 CL A1 V/R REGD 144A P/P 3.00000000                                 | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28553972 | PA      | $27151874.57   | 0.06%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 A V/R 07/25/28                 | PRPM 2024-NQM2 TRUST SER 2024-NQM2 CL A1 V/R REGD 144A P/P 6.32700000                               | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1506300 | PA      | $1525172.53    | 0.00%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35                | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                             | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1945000 | PA      | $1966030.66    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.45% 01/15/36                | PUBLIC SERVICE OKLAHOMA REGD 5.45000000                                                             | CUSIP: 744533BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13040000 | PA      | $13369672.46   | 0.03%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QTSII 2025-1A 5.778% 10/05/30                 | QTS ISSUER ABS II LLC SER 2025-1A CL B REGD 144A P/P 5.77800000                                     | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5350000 | PA      | $5187167.94    | 0.01%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.875% 03/01/31                | ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.87500000                                                   | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29710000 | PA      | $28212461.51   | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDI 6.375% 03/01/32                | QUIKRETE HOLDINGS INC REGD 144A P/P 6.37500000                                                      | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       350000 | PA      | $364308.00     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAAC 2006-RP4 M1 V/R 01/25/46                 | RAAC SERIES 2006-RP4 TRUST SER 2006-RP4 CL M1 V/R REGD 144A P/P 4.39621000                          | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3502002 | PA      | $3502839.06    | 0.01%             | 2046-01-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| RAMP 2006-RZ5 M1 V/R 08/25/46                 | RAMP SERIES 2006-RZ5 TRUST SER 2006-RZ5 CL M1 V/R REGD 4.20621000                                   | CUSIP: 749239AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14719428 | PA      | $13209810.60   | 0.03%             | 2046-08-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QS2  6.25% 01/25/37                 | RALI SERIES 2007-QS2 TRUST SER 2007-QS2 CL A4 REGD 6.25000000                                       | CUSIP: 74923CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10302217 | PA      | $8696235.93    | 0.02%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QH8 A V/R 10/25/37                  | RALI SERIES 2007-QH8 TRUST SER 2007-QH8 CL A V/R REGD 5.00700100                                    | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       648584 | PA      | $514945.06     | 0.00%             | 2037-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| RASC 2007-KS3 AI V/R 04/25/37                 | RASC SERIES 2007-KS3 TRUST SER 2007-KS3 CL AI4 V/R REGD 4.52621000                                  | CUSIP: 74924YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16052206 | PA      | $15739762.90   | 0.04%             | 2037-04-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES5 A V/R 08/25/44                 | RCKT MORTGAGE TRUST 2024-CES5 SER 2024-CES5 CL A1A V/R REGD 144A P/P 5.84600000                     | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19868895 | PA      | $20063731.36   | 0.04%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| RCO 2025-3 A1 V/R 05/25/28                    | RCO VIII MORTGAGE LLC 2025-3 SER 2025-3 CL A1 V/R REGD 144A P/P 6.43450000                          | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1484977 | PA      | $1488231.75    | 0.00%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO 2025-4 A1 V/R 10/25/30                    | RCO IX MORTGAGE LLC 2025-4 SER 2025-4 CL A1 V/R REGD 144A P/P 5.30990000                            | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17211415 | PA      | $17217919.24   | 0.04%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES8 A V/R 10/25/28                 | RCKT MORTGAGE TRUST 2024-CES8 SER 2024-CES8 CL A1A V/R REGD 144A P/P 5.48955000                     | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26066382 | PA      | $26254641.11   | 0.06%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RAPID 2024-1 A 6.55% 07/15/27                 | RFS ASSET SECURITIZATION II LLC SER 2024-1 CL A REGD 144A P/P 6.55000000                            | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7935000 | PA      | $8077874.44    | 0.02%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR 5.93% 11/13/29                 | ROCK TRUST 2024-CNTR SER 2024-CNTR CL B REGD 144A P/P 5.93035000                                    | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5309000 | PA      | $5485696.26    | 0.01%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 6.471% 11/13/29                 | ROCK TRUST 2024-CNTR SER 2024-CNTR CL C REGD 144A P/P 6.47127000                                    | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3174000 | PA      | $3300270.61    | 0.01%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| RAD 2023-18A A1R V/R 07/15/37                 | RAD CLO 18 LTD SER 2023-18A CL A1R V/R REGD 144A P/P 5.30454000                                     | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $249932.00     | 0.00%             | 2037-07-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| RAD 2024-26A A V/R 10/20/37                   | RAD CLO 26 LTD SER 2024-26A CL A V/R REGD 144A P/P 5.25444000                                       | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14850000 | PA      | $14859845.55   | 0.03%             | 2037-10-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNE 8.5% 07/15/32                | RADIOLOGY PARTNERS INC REGD 144A P/P 8.50000000                                                     | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |       172000 | PA      | $179677.65     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RALI 2006-QS9 1A3 6% 07/25/36                 | RALI SERIES 2006-QS9 TRUST SER 2006-QS9 CL 1A3 REGD 6.00000000                                      | CUSIP: 75115CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1806103 | PA      | $1457465.41    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RASC 2006-EMX6 A V/R 07/25/36                 | RASC SERIES 2006-EMX6 TRUST SER 2006-EMX6 CL A4 V/R REGD 4.38621000                                 | CUSIP: 754065AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       164630 | PA      | $146862.12     | 0.00%             | 2036-07-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| RCO 2025-2 A1 V/R 04/25/28                    | RCO IX MORTGAGE LLC 2025-2 SER 2025-2 CL A1 V/R REGD 144A P/P 6.51310000                            | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16448354 | PA      | $16501009.74   | 0.04%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.375% 03/15/32                      | RTX CORP REGD 2.37500000                                                                            | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2170000 | PA      | $1933555.76    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.15% 02/27/33                       | RTX CORP REGD 5.15000000                                                                            | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     17180000 | PA      | $17743518.95   | 0.04%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6% 03/15/31                          | RTX CORP REGD 6.00000000                                                                            | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5924334.85    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.1% 03/15/34                        | RTX CORP REGD 6.10000000                                                                            | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     33790000 | PA      | $36969456.53   | 0.08%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RCO 2025-1 A1 V/R 01/25/28                    | RCO X MORTGAGE LLC 2025-1 SER 2025-1 CL A1 V/R REGD 144A P/P 5.87500000                             | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13595964 | PA      | $13624617.88   | 0.03%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| REACH 2025-1A  5.99% 12/15/28                 | REACH ABS TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.99000000                                    | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       580000 | PA      | $590378.87     | 0.00%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| REACH 2025-2A  5.12% 09/15/28                 | REACH ABS TRUST 2025-2 SER 2025-2A CL B REGD 144A P/P 5.12000000                                    | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4145000 | PA      | $4184934.17    | 0.01%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.4% 01/15/30                | REALTY INCOME CORP REGD 3.40000000                                                                  | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4324690.00    | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROAK 2025-1A A V/R 12/20/27                   | RED OAK FUNDING MASTER TRUST SER 2025-1A CL A V/R REGD 144A P/P 5.98385000                          | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6440000 | PA      | $6444945.92    | 0.01%             | 2030-12-20      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| REG35 2025-5A A1 V/R 10/15/38                 | REGATTA 35 FUNDING LTD SER 2025-5A CL A1 V/R REGD 144A P/P 5.57476000                               | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11250000 | PA      | $11269462.50   | 0.03%             | 2038-10-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| RMIT 2024-2 A 5.11% 12/15/33                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2 SER 2024-2 CL A REGD 144A P/P 5.11000000                  | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3795000 | PA      | $3824448.06    | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RMIT 2024-2 C 5.74% 12/15/33                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2 SER 2024-2 CL C REGD 144A P/P 5.74000000                  | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       915000 | PA      | $924523.05     | 0.00%             | 2033-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP 5.976% 09/16/35                | REPSOL E&P CAP MARKETS REGD 144A P/P 5.97600000                                                     | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $7241152.83    | 0.02%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| REPS 2024-A A 5.91% 06/21/27                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.91000000                     | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5385000 | PA      | $5439538.20    | 0.01%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| REPS 2024-B A 5.42% 11/20/28                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-B SER 2024-B CL A REGD 144A P/P 5.42000000                     | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6255000 | PA      | $6373550.39    | 0.01%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| REPS 2021-A C 3.53% 06/20/26                  | REPUBLIC FINANCE ISSUANCE TRUST 2021-A SER 2021-A CL C REGD 144A P/P 3.53000000                     | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       795000 | PA      | $788772.05     | 0.00%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| RPM 2024-1A A 7.09% 03/25/26                  | RESEARCH-DRIVEN PAGAYA MOTOR TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 7.09000000                 | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       931769 | PA      | $936534.25     | 0.00%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| RAMP 2005-RS5 M5 V/R 05/25/35                 | RAMP SERIES 2005-RS5 TRUST SER 2005-RS5 CL M5 V/R REGD 4.86621000                                   | CUSIP: 76112BQA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        86741 | PA      | $89092.22      | 0.00%             | 2035-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTR 2.15% 09/01/31                | REXFORD INDUSTRIAL REALT REGD 2.15000000                                                            | CUSIP: 76169XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1135000 | PA      | $994140.20     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUND 5.05% 12/06/31                | RGA GLOBAL FUNDING REGD 144A P/P 5.05000000                                                         | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      9800000 | PA      | $9997856.90    | 0.02%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE  8.2% 04/06/28                | RIO OIL FINANCE TRUST REGD 144A P/P 8.20000000                                                      | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       237500 | PA      | $245218.75     | 0.00%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ROC 2024-RTL1 A1 V/R 04/25/27                 | ROC MORTGAGE TRUST 2024-RTL1 SER 2024-RTL1 CL A1 V/R REGD 144A P/P 5.58900000                       | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11670000 | PA      | $11783986.73   | 0.03%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.985% 03/08/34                | ROCHE HOLDINGS INC REGD 144A P/P 4.98500000                                                         | CUSIP: 771196CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23205000 | PA      | $23893420.41   | 0.05%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 2.875% 10/15/26                | ROCKETMTGE CO-ISSUER INC REGD P/P 2.87500000                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2655000 | PA      | $2616272.84    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSU 4% 10/15/33                | ROCKETMTGE CO-ISSUER INC REGD P/P 4.00000000                                                        | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29285000 | PA      | $27208579.58   | 0.06%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKT 2020-1A A1 V/R 01/20/36                 | ROCKFORD TOWER CLO 2020-1 LTD SER 2020-1A CL A1RR V/R REGD 144A P/P 4.97444000                      | CUSIP: 77341EBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13025000 | PA      | $12999405.88   | 0.03%             | 2036-01-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ROCKT 2021-1A A1 V/R 07/20/34                 | ROCKFORD TOWER CLO 2021-1 LTD SER 2021-1A CL A1 V/R REGD 144A P/P 5.31605000                        | CUSIP: 77341KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25790000 | PA      | $25799774.41   | 0.06%             | 2034-07-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| ROCKT 2019-1A B1 V/R 04/20/34                 | ROCKFORD TOWER CLO 2019-1 LTD SER 2019-1A CL B1R2 V/R REGD 144A P/P 5.48444000                      | CUSIP: 77342MBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8700000 | PA      | $8705924.70    | 0.02%             | 2034-04-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC 5.25% 02/24/35                    | ROLLINS INC REGD SER WI 5.25000000                                                                  | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      3545000 | PA      | $3616838.65    | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC 5.75% 10/15/27                | ROLLS-ROYCE PLC REGD 144A P/P 5.75000000                                                            | CUSIP: 77578JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     13800000 | PA      | $14146433.13   | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.75% 03/24/35                        | ROMANIA REGD 144A P/P 5.75000000                                                                    | CUSIP: 77586RAV2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     13234000 | PA      | $13112301.72   | 0.03%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/18/29                | NATWEST GROUP PLC REGD V/R 4.89200000                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     24817000 | PA      | $25234470.34   | 0.06%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/08/30                | NATWEST GROUP PLC REGD V/R_ 4.44500000                                                              | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4390000 | PA      | $4406450.25    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 01/27/30                | NATWEST GROUP PLC REGD V/R 5.07600000                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $6745866.01    | 0.02%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN  5.5% 04/01/28                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000                                                    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      6435000 | PA      | $6550272.66    | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 6.25% 03/15/32                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000                                                    | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      6310000 | PA      | $6529286.70    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CR 6% 02/01/33                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.00000000                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     35895000 | PA      | $36880183.50   | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.625% 09/30/31                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.62500000                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     24100000 | PA      | $24637834.64   | 0.06%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.375% 01/15/36                | ROYAL CARIBBEAN CRUISES REGD 5.37500000                                                             | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      4195000 | PA      | $4212567.61    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY 5.875% 08/01/32                | RYAN SPECIALTY REGD 144A P/P 5.87500000                                                             | CUSIP: 78351GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       474000 | PA      | $484317.98     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A  5.97% 10/20/27                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL C REGD 144A P/P 5.97000000               | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1965000 | PA      | $2021038.85    | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A 4.56% 11/20/26                 | SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A3 REGD 144A P/P 4.56000000                              | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29736723 | PA      | $29806872.15   | 0.07%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A  5.05% 12/20/29                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-2A CL C REGD 144A P/P 5.05000000               | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4400000 | PA      | $4472942.76    | 0.01%             | 2033-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 1.84% 04/15/27                | SBA TOWER TRUST REGD 144A P/P 1.84000000                                                            | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7400000 | PA      | $7168731.50    | 0.02%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUS 4.831% 10/15/29                | SBA TOWER TRUST REGD 144A P/P 4.83100000                                                            | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000000 | PA      | $11068575.10   | 0.02%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 1.25% 08/15/30                 | S&P GLOBAL INC REGD 1.25000000                                                                      | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      1992000 | PA      | $1751042.46    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SFARM 2025-1A 5.377% 11/25/30                 | SF ABS ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.37700000                                        | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21865000 | PA      | $21389086.41   | 0.05%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFO 2021-555 A V/R 05/15/28                   | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL A V/R REGD 144A P/P 5.01448000               | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4900000 | PA      | $4888442.37    | 0.01%             | 2038-05-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| SFO 2021-555 C V/R 05/15/28                   | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL C V/R REGD 144A P/P 5.66448000               | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6550000 | PA      | $6509833.44    | 0.01%             | 2038-05-15      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| SEB4P 2021-1A 4.969% 01/30/27                 | SEB FUNDING LLC SER 2021-1A CL A2 REGD 144A P/P 4.96900000                                          | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2593500 | PA      | $2590187.84    | 0.01%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A 7.386% 04/30/29                 | SEB FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 7.38600000                                          | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8440000 | PA      | $8633154.46    | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-3A  4.71% 07/20/26                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-3A CL A2 REGD 144A P/P 4.71000000              | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1383304 | PA      | $1384715.04    | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-3A  4.55% 04/20/28                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-3A CL A3 REGD 144A P/P 4.55000000              | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9562988.80    | 0.02%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A3 5.32% 12/15/28                 | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 144A P/P 5.32000000                        | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5144610 | PA      | $5162372.52    | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A4 5.21% 04/16/29                 | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A4 REGD 144A P/P 5.21000000                        | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3050000 | PA      | $3076106.17    | 0.01%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A C 5.59% 01/15/30                  | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL C REGD 144A P/P 5.59000000                         | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $203682.20     | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A D 6.04% 04/15/30                  | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL D REGD 144A P/P 6.04000000                         | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $409236.08     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-7A A5A V/R 12/15/33                 | SLM STUDENT LOAN TRUST 2003-7 SER 2003-7A CL A5A V/R P/P 5.59412000                                 | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3539391 | PA      | $3500100.17    | 0.01%             | 2033-12-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| SLMA 2005-4 A4 V/R 07/25/40                   | SLM STUDENT LOAN TRUST 2005-4 SER 2005-4 CL A4 V/R 4.74474000                                       | CUSIP: 78442GPH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6776040 | PA      | $6679385.64    | 0.01%             | 2040-07-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| SLMA 2006-10 B V/R 03/25/44                   | SLM STUDENT LOAN TRUST 2006-10 SER 2006-10 CL B V/R 4.79474000                                      | CUSIP: 78443BAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       868250 | PA      | $829651.33     | 0.00%             | 2044-03-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-B A3 V/R 03/15/33                   | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2003-B SER 2003-B CL A3 V/R REGD 5.26000000                   | CUSIP: 78443CAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       710000 | PA      | $703565.98     | 0.00%             | 2033-03-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| SLMA 2005-B A4 V/R 06/15/39                   | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-B SER 2005-B CL A4 V/R REGD 4.31481000                   | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2350237 | PA      | $2293119.70    | 0.01%             | 2039-06-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| SLMA 2007-7 A4 V/R 01/25/22                   | SLM STUDENT LOAN TRUST 2007-7 SER 2007-7 CL A4 V/R 4.90474000                                       | CUSIP: 78444EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       658148 | PA      | $651573.39     | 0.00%             | 2026-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-5 A4 V/R 07/25/23                   | SLMA 2008-5 A4 V/R 07/25/23 6.27474000                                                              | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       829168 | PA      | $834347.05     | 0.00%             | 2026-10-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-5 B V/R 07/25/73                    | SLM STUDENT LOAN TRUST 2008-5 SER 2008-5 CL B V/R 6.42474000                                        | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7350000 | PA      | $7716261.53    | 0.02%             | 2073-07-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-7 A4 V/R 07/25/23                   | SLM STUDENT LOAN TRUST 2008-7 SER 2008-7 CL A4 V/R 5.47474000                                       | CUSIP: 78445FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3220582 | PA      | $3216800.05    | 0.01%             | 2026-10-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-1 A3 V/R 01/25/21                   | SLM STUDENT LOAN TRUST 2012-1 SER 2012-1 CL A3 V/R 4.93867000                                       | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5259634 | PA      | $5201903.60    | 0.01%             | 2028-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-2 A V/R 01/25/29                    | SLM STUDENT LOAN TRUST 2012-2 SER 2012-2 CL A V/R 4.68867000                                        | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6670959 | PA      | $6556680.24    | 0.01%             | 2029-01-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-7 A3 V/R 10/25/21                   | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL A3 V/R 4.63867000                                       | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2218446 | PA      | $2148986.64    | 0.00%             | 2026-05-26      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-7 B V/R 10/25/21                    | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL B V/R 5.78867000                                        | CUSIP: 78447KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2220000 | PA      | $2133251.72    | 0.00%             | 2043-09-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| SLMA 2014-1 A3 V/R 03/25/23                   | SLM STUDENT LOAN TRUST 2014-1 SER 2014-1 CL A3 V/R 4.58867000                                       | CUSIP: 78448EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1312255 | PA      | $1280632.58    | 0.00%             | 2029-02-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| SMB 2015-C B 3.5% 03/15/26                    | SMB PRIVATE EDUCATION LOAN TRUST 2015-C SER 2015-C CL B REGD 144A P/P 3.50000000                    | CUSIP: 78448RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        77702 | PA      | $77624.92      | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION C 5.45% 05/03/28                | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.45000000                                                   | CUSIP: 78448TAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      9005000 | PA      | $9244052.13    | 0.02%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 5.3% 04/03/29                | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.30000000                                                   | CUSIP: 78448TAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      7195000 | PA      | $7391514.09    | 0.02%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 5.1% 04/01/30                | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.10000000                                                   | CUSIP: 78448TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10505000 | PA      | $10744946.91   | 0.02%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A APT 1.07% 01/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL APT1 REGD 144A P/P 1.07000000                 | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1421203 | PA      | $1304466.97    | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1A  2.434% 06/15/28                 | SLAM 2021-1 LTD SER 2021-1A CL A REGD 144A P/P 2.43400000                                           | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7116831 | PA      | $6792893.49    | 0.02%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SMB 2020-PTB A2 1.6% 09/15/54                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SER 2020-PTB CL A2A REGD 144A P/P 1.60000000              | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       818097 | PA      | $777698.75     | 0.00%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-12 A6 V/R 12/15/68                  | SLM STUDENT LOAN TRUST 2003-12 SER 2003-12 CL A6 V/R 144A P/P 5.06412000                            | CUSIP: 78449EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49171353 | PA      | $49337867.17   | 0.11%             | 2068-12-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2A 3.6% 08/15/27                  | SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL A2A REGD 144A P/P 3.60000000                  | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       630842 | PA      | $627433.43     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B B 4% 11/15/28                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL B REGD 144A P/P 4.00000000                    | CUSIP: 78449LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       910000 | PA      | $894846.50     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB 2021-D A1A 1.34% 08/15/30                 | SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1A REGD 144A P/P 1.34000000                  | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       674952 | PA      | $639112.42     | 0.00%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB 2018-A A2A 3.5% 05/17/27                  | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL A2A REGD 144A P/P 3.50000000                  | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1346019 | PA      | $1340638.01    | 0.00%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2018-A B 3.96% 08/15/28                   | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL B REGD 144A P/P 3.96000000                    | CUSIP: 78449PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       125000 | PA      | $123332.88     | 0.00%             | 2042-07-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C A2A 3.63% 10/15/27                 | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL A2A REGD 144A P/P 3.63000000                  | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1634589 | PA      | $1629007.19    | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C B 4% 12/15/28                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL B REGD 144A P/P 4.00000000                    | CUSIP: 78449QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       770000 | PA      | $757537.94     | 0.00%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB 2019-A A2A 3.44% 02/15/28                 | SMB PRIVATE EDUCATION LOAN TRUST 2019-A SER 2019-A CL A2A REGD 144A P/P 3.44000000                  | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-CBDO         | CORP              | US        |       628436 | PA      | $623954.94     | 0.00%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB 2020-A A2A 2.23% 02/15/29                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2A REGD 144A P/P 2.23000000                  | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2838978 | PA      | $2758667.59    | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D A1A 6.15% 09/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1A REGD 144A P/P 6.15000000                  | CUSIP: 78450PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7425598 | PA      | $7813585.05    | 0.02%             | 2053-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D A1B V/R 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1B V/R REGD 144A P/P 5.63385000              | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12069898 | PA      | $12268820.80   | 0.03%             | 2053-09-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D B 6.93% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL B REGD 144A P/P 6.93000000                    | CUSIP: 78450PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5009000 | PA      | $5328823.65    | 0.01%             | 2053-09-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D C 7.54% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL C REGD 144A P/P 7.54000000                    | CUSIP: 78450PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1034000 | PA      | $1095651.63    | 0.00%             | 2053-09-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D D 8.87% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL D REGD 144A P/P 8.87000000                    | CUSIP: 78450PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2110000 | PA      | $2300433.62    | 0.01%             | 2053-09-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1A  5.807% 05/15/32                 | SLAM 2025-1 LTD SER 2025-1A CL A REGD 144A P/P 5.80700000                                           | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2764765 | PA      | $2833429.54    | 0.01%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SMB 2024-E A1A 5.09% 07/15/35                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E SER 2024-E CL A1A REGD 144A P/P 5.09000000                  | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39484874 | PA      | $40097860.89   | 0.09%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 6.75% 08/01/29                   | SM ENERGY CO REGD 144A P/P 6.75000000                                                               | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        84000 | PA      | $84616.75      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 7% 08/01/32                      | SM ENERGY CO REGD 144A P/P 7.00000000                                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        86000 | PA      | $84543.90      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI A V/R 01/15/24                 | SMRT 2022-MINI SER 2022-MINI CL A V/R REGD 144A P/P 4.75100000                                      | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $5199993.24    | 0.01%             | 2039-01-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI D V/R 01/15/24                 | SMRT 2022-MINI SER 2022-MINI CL D V/R REGD 144A P/P 5.70100000                                      | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1120000 | PA      | $1116606.62    | 0.00%             | 2039-01-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| STWD 2021-LIH C V/R 11/15/26                  | STWD 2021-LIH MORTGAGE TRUST SER 2021-LIH CL C V/R REGD 144A P/P 5.82000000                         | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16200000 | PA      | $16149677.94   | 0.04%             | 2036-11-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| STWD 2021-LIH E V/R 11/15/26                  | STWD 2021-LIH MORTGAGE TRUST SER 2021-LIH CL E V/R REGD 144A P/P 6.76800000                         | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6877000 | PA      | $6868454.64    | 0.02%             | 2036-11-15      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| SOFI 2018-C BF 4.13% 06/25/27                 | SOFI PROFESSIONAL LOAN PROGRAM 2018-C TRUST SER 2018-C CL BFX REGD 144A P/P 4.13000000              | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1875000 | PA      | $1823801.25    | 0.00%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SALADO TX INDEP 4.75% 02/15/50                | SALADO TX INDEP SCH DIST REGD OID B/E PSF-GTD 4.75000000                                            | CUSIP: 793810PU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1200000 | PA      | $1228402.80    | 0.00%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRADE 2025-LOC5  V/R 10/25/55                 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2025-LOC5 CL A1B V/R REGD 144A P/P 5.75428000           | CUSIP: 79581XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14500000 | PA      | $14499949.25   | 0.03%             | 2055-10-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIA 5.1% 12/10/29                | SAMMONS FINANCIAL GLOBAL REGD 144A P/P 5.10000000                                                   | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4812968.54    | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANC 6.875% 04/15/34                | SAMMONS FINANCIAL GROUP REGD 144A P/P 6.87500000                                                    | CUSIP: 79588TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2518422.61    | 0.01%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & DISC 01/20/26                 | SAN DIEGO GAS & DISC 01/20/26 0.00000000                                                            | CUSIP: 79744KAL4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3600000 | PA      | $3591788.04    | 0.01%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/03/28                | SANTANDER UK GROUP HLDGS REGD V/R 3.82300000                                                        | CUSIP: 80281LAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4990000 | PA      | $4956959.36    | 0.01%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 06/14/27                | SANTANDER UK GROUP HLDGS REGD V/R 1.67300000                                                        | CUSIP: 80281LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3939000 | PA      | $3894969.31    | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/11/28                | SANTANDER UK GROUP HLDGS REGD V/R 2.46900000                                                        | CUSIP: 80281LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       800000 | PA      | $786216.69     | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/10/29                | SANTANDER UK GROUP HLDGS REGD V/R 6.53400000                                                        | CUSIP: 80281LAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       800000 | PA      | $835819.06     | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/11/30                | SANTANDER UK GROUP HLDGS REGD V/R 4.85800000                                                        | CUSIP: 80281LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5300000 | PA      | $5363305.96    | 0.01%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 04/15/31                | SANTANDER UK GROUP HLDGS REGD V/R 5.69400000                                                        | CUSIP: 80281LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     14600000 | PA      | $15221481.27   | 0.03%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 09/06/30                | SANTANDER HOLDINGS USA REGD V/R 5.35300000                                                          | CUSIP: 80282KBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4704981.34    | 0.01%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 03/20/31                | SANTANDER HOLDINGS USA REGD V/R 5.74100000                                                          | CUSIP: 80282KBQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7900000 | PA      | $8174778.59    | 0.02%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 D 6.28% 05/15/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL D REGD 6.28000000                       | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $412781.08     | 0.00%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SDART 2023-2 B 5.24% 04/15/26                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL B REGD 5.24000000                       | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7602452 | PA      | $7616275.32    | 0.02%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3 D 5.97% 07/17/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 5.97000000                       | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11735000 | PA      | $12082544.93   | 0.03%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SDART 2025-3 A 4.63% 01/15/27                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SER 2025-3 CL A2 REGD 4.63000000                      | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14254040 | PA      | $14297580.50   | 0.03%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A 4.62% 11/15/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL A3 REGD 4.62000000                      | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4163729 | PA      | $4170511.67    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 A 4.28% 04/15/27                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SER 2025-4 CL A2 REGD 4.28000000                      | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9200000 | PA      | $9220999.92    | 0.02%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE  5.75% 11/13/35                | SANTOS FINANCE LTD REGD 144A P/P 5.75000000                                                         | CUSIP: 803014AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1900000 | PA      | $1889444.53    | 0.00%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN O 4.75% 06/02/30                | SAUDI ARABIAN OIL CO REGD 144A P/P 4.75000000                                                       | CUSIP: 80414L2X2<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |     12000000 | PA      | $12156648.00   | 0.03%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAST 2006-1 M1 V/R 03/25/36                   | SAXON ASSET SECURITIES TRUST 2006-1 SER 2006-1 CL M1 V/R REGD 4.31121000                            | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       688131 | PA      | $683065.45     | 0.00%             | 2036-03-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| SAST 2007-2 A1 V/R 05/25/37                   | SAXON ASSET SECURITIES TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 4.04621000                            | CUSIP: 80556YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14059634 | PA      | $12793452.46   | 0.03%             | 2047-05-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SAST 2007-3 1A V/R 09/25/37                   | SAXON ASSET SECURITIES TRUST 2007-3 SER 2007-3 CL 1A V/R REGD 4.15621000                            | CUSIP: 80557BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8915319 | PA      | $8658535.03    | 0.02%             | 2037-09-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| SCCU 2025-1A A 4.67% 04/15/27                 | SCCU AUTO RECEIVABLES TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 4.67000000                       | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5919010 | PA      | $5934912.76    | 0.01%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 05/19/34                | CHARLES SCHWAB CORP REGD V/R 5.85300000                                                             | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     28500000 | PA      | $30529046.67   | 0.07%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 11/17/29                | CHARLES SCHWAB CORP REGD V/R 6.19600000                                                             | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5288215.10    | 0.01%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLIC 4.875% 04/01/28                | SCIENCE APPLICATIONS INT REGD 144A P/P 4.87500000                                                   | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       123000 | PA      | $122673.63     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLIC 5.875% 11/01/33                | SCIENCE APPLICATIONS INT REGD 144A P/P 5.87500000                                                   | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       122000 | PA      | $123676.25     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTT 2023-SF 5.909% 03/10/28                 | SCOTT TRUST 2023-SFS SER 2023-SFS CL A REGD 144A P/P 5.90975000                                     | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9025000 | PA      | $9261060.61    | 0.02%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW 3.875% 01/15/29                | SCRIPPS ESCROW II INC REGD 144A P/P 3.87500000                                                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       704000 | PA      | $647777.72     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA S 5.875% 07/15/30                | SEAGATE DATA STOR REGD 144A P/P 5.87500000                                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        93000 | PA      | $95870.54      | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA ST 8.25% 12/15/29                | SEAGATE DATA STOR REGD 144A P/P 8.25000000                                                          | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        89000 | PA      | $94378.89      | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA ST 5.75% 12/01/34                | SEAGATE DATA STOR REGD 144A P/P 5.75000000                                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        93000 | PA      | $95313.38      | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEAL 7.25% 02/15/31                | SEALED AIR/SEALED AIR US REGD 144A P/P 7.25000000                                                   | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1142000 | PA      | $1189212.56    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SABR 2004-OP1 M1 V/R 02/25/34                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2004-OP1 CL M1 V/R REGD 4.61121000                | CUSIP: 81375WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2827251 | PA      | $2820844.01    | 0.01%             | 2034-02-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| SABR 2005-HE1 M1 V/R 10/25/35                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2005-HE1 CL M1 V/R REGD 4.49121000                | CUSIP: 81375WGF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2148778 | PA      | $1779754.30    | 0.00%             | 2035-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB5 A V/R 06/25/36                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-CB5 CL A3 V/R REGD 4.12621000                | CUSIP: 81376WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3290216 | PA      | $2258603.01    | 0.01%             | 2036-06-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| SABR 2007-BR2 A2 V/R 02/25/37                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2007-BR2 CL A2 V/R REGD 4.30621000                | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3262290 | PA      | $1449265.37    | 0.00%             | 2037-02-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-2 A5 V/R 05/25/32                   | SEQUOIA MORTGAGE TRUST 2025-2 SER 2025-2 CL A5 V/R REGD 144A P/P 5.50000000                         | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16341558 | PA      | $16438299.59   | 0.04%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-HYB1 A V/R 10/25/55                 | SEQUOIA MORTGAGE TRUST 2025-HYB1 SER 2025-HYB1 CL A1A V/R REGD 144A P/P 5.06111000                  | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4790401 | PA      | $4804531.68    | 0.01%             | 2055-10-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNO 5.875% 09/01/30                | SENSATA TECHNOLOGIES BV REGD 144A P/P 5.87500000                                                    | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       630000 | PA      | $639643.96     | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH I 4.375% 02/15/30                | SENSATA TECH INC REGD 144A P/P 4.37500000                                                           | CUSIP: 81728UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       125000 | PA      | $122087.49     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOL 3.75% 02/15/31                | SENSATA TECHNOLOGIES INC REGD 144A P/P 3.75000000                                                   | CUSIP: 81728UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4536000 | PA      | $4256927.14    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-9 A2 V/R 10/20/34                   | SEQUOIA MORTGAGE TRUST 2004-9 SER 2004-9 CL A2 V/R REGD 4.97934000                                  | CUSIP: 81744FDW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       549156 | PA      | $495036.18     | 0.00%             | 2034-10-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH1 A1 V/R 07/25/33                 | SEQUOIA MORTGAGE TRUST 2017-CH1 SER 2017-CH1 CL A1 V/R REGD 144A P/P 4.00000000                     | CUSIP: 81746HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        53236 | PA      | $50582.90      | 0.00%             | 2047-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A1 V/R 12/25/47                 | SEQUOIA MORTGAGE TRUST 2017-CH2 SER 2017-CH2 CL A1 V/R REGD 144A P/P 4.00000000                     | CUSIP: 81746JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        92707 | PA      | $87155.29      | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A1 V/R 12/25/47                 | SEQUOIA MORTGAGE TRUST 2017-CH2 SER 2017-CH2 CL A19 V/R REGD 144A P/P 4.00000000                    | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        96074 | PA      | $89832.26      | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A2 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A2 V/R REGD 144A P/P 4.00000000                     | CUSIP: 81746WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        10230 | PA      | $10164.53      | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A1 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A13 V/R REGD 144A P/P 4.50000000                    | CUSIP: 81746WAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        25395 | PA      | $25294.07      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A1 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A19 V/R REGD 144A P/P 4.50000000                    | CUSIP: 81746WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        12698 | PA      | $12647.03      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A2 V/R 05/25/34                 | SEQUOIA MORTGAGE TRUST 2018-CH1 SER 2018-CH1 CL A2 V/R REGD 144A P/P 3.50000000                     | CUSIP: 81747DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        29326 | PA      | $26759.21      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A2 V/R 09/25/35                 | SEQUOIA MORTGAGE TRUST 2018-CH2 SER 2018-CH2 CL A21 V/R REGD 144A P/P 4.00000000                    | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        92915 | PA      | $86311.53      | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-4 A5 V/R 07/25/32                   | SEQUOIA MORTGAGE TRUST 2025-4 SER 2025-4 CL A5 V/R REGD 144A P/P 5.50000000                         | CUSIP: 81749MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3632002 | PA      | $3650747.79    | 0.01%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-6 A5 V/R 09/25/32                   | SEQUOIA MORTGAGE TRUST 2025-6 SER 2025-6 CL A5 V/R REGD 144A P/P 5.50000000                         | CUSIP: 81749YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14465875 | PA      | $14577755.51   | 0.03%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERV 2020-1 A 2.841% 01/30/28                 | SERVICEMASTER FUNDING LLC SER 2020-1 CL A2I REGD 144A P/P 2.84100000                                | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       606860 | PA      | $577342.62     | 0.00%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NWML 2024-3A A1 V/R 01/20/38                  | 720 EAST CLO VI LTD SER 2024-3A CL A1 V/R REGD 144A P/P 5.24444000                                  | CUSIP: 81800UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7440000 | PA      | $7452253.68    | 0.02%             | 2038-01-20      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A  5.11% 02/20/31                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-1A CL B REGD 144A P/P 5.11000000               | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1200000 | PA      | $1228000.80    | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A C 5.2% 10/20/32                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-1A CL C REGD 144A P/P 5.20000000               | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3400000 | PA      | $3468402.56    | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SHENTL 2025-1A 5.64% 12/20/30                 | SHENTEL ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.64000000                                       | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11445000 | PA      | $11548537.19   | 0.03%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHNTN 2015-1A  4.75% 11/15/27                 | SHENTON AIRCRAFT INVESTMENT I LTD SER 2015-1A CL A REGD 144A P/P 4.75000000                         | CUSIP: 82321UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1237518 | PA      | $1204728.87    | 0.00%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-2A C 7.3% 04/20/40                  | SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC SER 2023-2A CL C REGD 144A P/P 7.30000000           | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       441411 | PA      | $457868.30     | 0.00%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A B 1.34% 11/20/37                 | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL B REGD 144A P/P 1.34000000           | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       471900 | PA      | $470998.83     | 0.00%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A C 1.79% 11/20/37                 | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL C REGD 144A P/P 1.79000000           | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       130837 | PA      | $130588.27     | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-1A C 7% 08/20/30                    | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC SER 2023-1A CL C REGD 144A P/P 7.00000000           | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       364055 | PA      | $374338.14     | 0.00%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-3A C 7.12% 09/20/40                 | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC SER 2023-3A CL C REGD 144A P/P 7.12000000           | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1364322 | PA      | $1411965.56    | 0.00%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPCLO 2025-12A A V/R 10/15/38                 | SILVER POINT CLO 12 LTD SER 2025-12A CL A1 V/R REGD 144A P/P 5.28845000                             | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12925000 | PA      | $12941647.40   | 0.03%             | 2038-10-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.65% 07/15/30                | SIMON PROPERTY GROUP LP REGD 2.65000000                                                             | CUSIP: 828807DK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3540000 | PA      | $3314749.09    | 0.01%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIXST 2017-8A A1 V/R 10/20/34                 | SIXTH STREET CLO VIII LTD SER 2017-8A CL A1R2 V/R REGD 144A P/P 5.03444000                          | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14300000 | PA      | $14296053.20   | 0.03%             | 2034-10-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| SLAM 2024-1A  5.335% 09/15/31                 | SLAM LTD SER 2024-1A CL A REGD 144A P/P 5.33500000                                                  | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8613141 | PA      | $8722824.95    | 0.02%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMB 2017-B A2A 2.82% 07/15/26                 | SMB PRIVATE EDUCATION LOAN TRUST 2017-B SER 2017-B CL A2A REGD 144A P/P 2.82000000                  | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        90731 | PA      | $90471.99      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SMB 2019-B A2A 2.84% 09/15/28                 | SMB PRIVATE EDUCATION LOAN TRUST 2019-B SER 2019-B CL A2A REGD 144A P/P 2.84000000                  | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1525478 | PA      | $1499194.76    | 0.00%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SMB 2024-A A1A 5.24% 03/15/56                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SER 2024-A CL A1A REGD 144A P/P 5.24000000                  | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45476308 | PA      | $46249951.25   | 0.10%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB 2024-C A1A 5.5% 06/17/52                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-C SER 2024-C CL A1A REGD 144A P/P 5.50000000                  | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3882805 | PA      | $3983821.86    | 0.01%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB 2022-B A1A 3.94% 02/16/55                 | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000                  | CUSIP: 83206NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18239555 | PA      | $17853566.03   | 0.04%             | 2055-02-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SMB 2022-B A1B V/R 02/16/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.43385000              | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16449466 | PA      | $16595622.98   | 0.04%             | 2055-02-16      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| SMB 2023-C B 6.36% 01/15/35                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL B REGD 144A P/P 6.36000000                    | CUSIP: 83207DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3570000 | PA      | $3755777.80    | 0.01%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| SMB 2024-D A1A 5.38% 07/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000                  | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23089141 | PA      | $23556515.86   | 0.05%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB 2024-F A1A 5.06% 03/16/54                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-F SER 2024-F CL A1A REGD 144A P/P 5.06000000                  | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8322265 | PA      | $8422778.32    | 0.02%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C R 0% 03/15/55                      | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL R REGD 144A P/P 0.00000000                    | CUSIP: 83208D107<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         3060 | PA      | $36809.32      | 0.00%             | 2055-03-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SMB 2025-C A1A 4.96% 03/15/55                 | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000                  | CUSIP: 83208DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48069288 | PA      | $48280586.58   | 0.11%             | 2055-03-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C A1B V/R 03/15/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1B V/R REGD 144A P/P 5.18385000              | CUSIP: 83208DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5308857 | PA      | $5308820.52    | 0.01%             | 2055-03-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C B 5.1% 03/15/55                    | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL B REGD 144A P/P 5.10000000                    | CUSIP: 83208DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400000 | PA      | $2407073.76    | 0.01%             | 2055-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C C 4.78% 03/15/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL C REGD 144A P/P 4.78000000                    | CUSIP: 83208DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400000 | PA      | $2365719.36    | 0.01%             | 2055-03-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C D 5.26% 03/15/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL D REGD 144A P/P 5.26000000                    | CUSIP: 83208DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4700000 | PA      | $4540069.81    | 0.01%             | 2055-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS I 3% 10/15/30                | SMITHFIELD FOODS INC REGD 144A P/P 3.00000000                                                       | CUSIP: 832248BC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       925000 | PA      | $851076.08     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOO 2.625% 09/13/31                | SMITHFIELD FOODS INC REGD 144A P/P 2.62500000                                                       | CUSIP: 832248BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8850211.00    | 0.02%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC 6.875% 03/01/33                      | SNAP INC REGD 144A P/P 6.87500000                                                                   | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      2853000 | PA      | $2956407.58    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/10/34                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 6.69100000                                                   | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     18400000 | PA      | $20039356.83   | 0.04%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 10/03/36                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 5.43900000                                                   | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     29090000 | PA      | $29153246.61   | 0.07%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-3 A 4.47% 08/15/34                  | SOFI CONSUMER LOAN PROGRAM 2025-3 TRUST SER 2025-3 CL A REGD 144A P/P 4.47000000                    | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6150635 | PA      | $6168263.84    | 0.01%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-4 A 4.24% 02/25/28                  | SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST SER 2025-4 CL A REGD 144A P/P 4.24000000                    | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5754397 | PA      | $5760469.12    | 0.01%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A A V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL A V/R REGD 144A P/P 4.91000000                | CUSIP: 83407UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20586084 | PA      | $20688351.50   | 0.05%             | 2034-03-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A B V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL B V/R REGD 144A P/P 5.25000000                | CUSIP: 83407UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3796000 | PA      | $3840301.60    | 0.01%             | 2034-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A C V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL C V/R REGD 144A P/P 5.77000000                | CUSIP: 83407UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2944000 | PA      | $2985291.37    | 0.01%             | 2034-03-27      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A D V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL D V/R REGD 144A P/P 6.26000000                | CUSIP: 83407UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2177000 | PA      | $2210288.51    | 0.00%             | 2034-03-27      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A R V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL R V/R REGD 144A P/P 0.00000000                | CUSIP: 83407UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4019000 | PA      | $4861306.04    | 0.01%             | 2034-03-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SCLP 2025-C A 4.19% 10/25/34                  | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL A REGD 144A P/P 4.19000000                    | CUSIP: 83407XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30818119 | PA      | $30838748.53   | 0.07%             | 2034-10-25      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-C B 4.53% 10/25/34                  | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL B REGD 144A P/P 4.53000000                    | CUSIP: 83407XAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3787000 | PA      | $3775977.18    | 0.01%             | 2034-10-25      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-C C 4.9% 10/25/34                   | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL C REGD 144A P/P 4.90000000                    | CUSIP: 83407XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2942000 | PA      | $2936007.15    | 0.01%             | 2034-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-C D 5.2% 10/25/34                   | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL D REGD 144A P/P 5.20000000                    | CUSIP: 83407XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2170000 | PA      | $2172168.26    | 0.00%             | 2034-10-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-C R 0% 10/25/34                     | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL R REGD 144A P/P 0.00000000                    | CUSIP: 83407XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4363964 | PA      | $6053274.62    | 0.01%             | 2034-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOLRR 2021-1  2.636% 09/15/28                 | LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SER 2021-1 CL A REGD 144A P/P 2.63600000           | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      3140156 | PA      | $2995734.74    | 0.01%             | 2046-10-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| SNDPT 2018-2A A V/R 07/26/31                  | SOUND POINT CLO XX LTD SER 2018-2A CL A V/R REGD 144A P/P 5.21959000                                | CUSIP: 83611JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       103296 | PA      | $103334.37     | 0.00%             | 2031-07-26      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| SVHE 2006-OPT5 2 V/R 07/25/36                 | SOUNDVIEW HOME LOAN TRUST 2006-OPT5 SER 2006-OPT5 CL 2A4 V/R REGD 4.32621000                        | CUSIP: 83612CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19024267 | PA      | $17702355.91   | 0.04%             | 2036-07-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SO 5.875% 06/22/30                | REPUBLIC OF SOUTH AFRICA REGD SER 12Y 5.87500000                                                    | CUSIP: 836205AY0<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |      2404000 | PA      | $2488885.24    | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOU 4.85% 09/30/29                | REPUBLIC OF SOUTH AFRICA REGD SER 10Y 4.85000000                                                    | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |       958000 | PA      | $958607.87     | 0.00%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SO 5.875% 04/20/32                | REPUBLIC OF SOUTH AFRICA REGD SER 10Y 5.87500000                                                    | CUSIP: 836205BC7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |      1740000 | PA      | $1794375.00    | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.7% 06/01/27                | SOUTHERN CAL EDISON REGD SER D 4.70000000                                                           | CUSIP: 842400HQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5900000 | PA      | $5945880.11    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF E DISC 01/05/26                | SOUTHERN CALIF E DISC 01/05/26 0.00000000                                                           | CUSIP: 8424C1A57<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     17300000 | PA      | $17290327.57   | 0.04%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SO CALIF EDISO DISC 01/06/26                  | SO CALIF EDISO DISC 01/06/26 0.00000000                                                             | CUSIP: 8424C1A65<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      6700000 | PA      | $6695496.93    | 0.01%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SO CALIF EDISO DISC 01/08/26                  | SO CALIF EDISO DISC 01/08/26 0.00000000                                                             | CUSIP: 8424C1A81<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1700000 | PA      | $1698473.91    | 0.00%             | 2026-01-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SO CALIF EDISO DISC 01/15/26                  | SO CALIF EDISO DISC 01/15/26 0.00000000                                                             | CUSIP: 8424C1AF5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1300000 | PA      | $1297813.53    | 0.00%             | 2026-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 3.7% 04/30/30                     | SOUTHERN CO REGD SER A 3.70000000                                                                   | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9762667.00    | 0.02%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 01/15/51                      | SOUTHERN CO REGD V/R SER B 4.00000000                                                               | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      5675000 | PA      | $5671597.84    | 0.01%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 1.75% 03/15/28                    | SOUTHERN CO REGD SER 21-B 1.75000000                                                                | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     36048000 | PA      | $34328736.42   | 0.08%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 09/15/51                      | SOUTHERN CO REGD V/R SER 21-A 3.75000000                                                            | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     30954000 | PA      | $30515713.02   | 0.07%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 10/15/32                     | SOUTHERN CO REGD 5.70000000                                                                         | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1902000 | PA      | $2013045.32    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 03/15/34                     | SOUTHERN CO REGD 5.70000000                                                                         | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     16145000 | PA      | $16996957.93   | 0.04%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS  4.4% 05/30/47                | SOUTHERN CO GAS CAPITAL REGD 4.40000000                                                             | CUSIP: 8426EPAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1915000 | PA      | $1595529.78    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.75% 09/15/33                | SOUTHERN CO GAS CAPITAL REGD 5.75000000                                                             | CUSIP: 8426EPAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3460000 | PA      | $3666351.56    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 4.95% 09/15/34                | SOUTHERN CO GAS CAPITAL REGD 4.95000000                                                             | CUSIP: 8426EPAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4311950.35    | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL 4.8% 03/15/47                | SOUTHERN NATURAL GAS REGD 144A P/P 4.80000000                                                       | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $877671.07     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER C 4.9% 10/01/35                | SOUTHERN POWER CO REGD SER B 4.90000000                                                             | CUSIP: 843646AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3950000 | PA      | $3907435.63    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 4.1% 09/15/28                | SOUTHWESTERN ELEC POWER REGD SER M 4.10000000                                                       | CUSIP: 845437BR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9992991.70    | 0.02%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 5.3% 04/01/33                | SOUTHWESTERN ELEC POWER REGD 5.30000000                                                             | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5548221.41    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SURF 2006-BC5 A1 V/R 11/25/37                 | SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SER 2006-BC5 CL A1 V/R REGD 4.12621000           | CUSIP: 84751NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8337370 | PA      | $6711561.24    | 0.02%             | 2037-11-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| SURF 2006-BC2 A2 V/R 02/25/37                 | SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUS SER 2006-BC2 CL A2C V/R REGD 6.47770000           | CUSIP: 84751PLN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9654165 | PA      | $3067663.92    | 0.01%             | 2037-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRAND 3.875% 03/15/31                | SPECTRUM BRANDS INC REGD 144A P/P 3.87500000                                                        | CUSIP: 84762LAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1704000 | PA      | $1391693.27    | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANC 6.625% 01/15/28                | ONEMAIN FINANCE CORP REGD 6.62500000                                                                | CUSIP: 85172FAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2464356.00    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL 6.875% 11/15/28                | SPRINT CAPITAL CORP REGD 6.87500000                                                                 | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1262000 | PA      | $1354288.82    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL  8.75% 03/15/32                | SPRINT CAPITAL CORP REGD 8.75000000                                                                 | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27750000 | PA      | $33559633.72   | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRU 5.152% 03/20/28                | SPRINT SPECTRUM / SPEC I REGD 144A P/P 5.15200000                                                   | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12447450 | PA      | $12554012.99   | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLOCK INC 6.5% 05/15/32                       | BLOCK INC REGD 6.50000000                                                                           | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       236000 | PA      | $245406.96     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 5.4% 05/15/35                  | STARBUCKS CORP REGD 5.40000000                                                                      | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      3060000 | PA      | $3182441.25    | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PO 5.375% 02/12/35                | REPUBLIC OF POLAND REGD SER 10Y 5.37500000                                                          | CUSIP: 857524AH5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |      7285000 | PA      | $7551983.38    | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS 5.375% 08/15/34                | STEEL DYNAMICS INC REGD 5.37500000                                                                  | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     10885000 | PA      | $11276660.80   | 0.03%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS  5.25% 05/15/35                | STEEL DYNAMICS INC REGD 5.25000000                                                                  | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      7260000 | PA      | $7424589.57    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN  6.45% 03/18/35                | STELLANTIS FIN US INC REGD 144A P/P 6.45000000                                                      | CUSIP: 85855CAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2286921.71    | 0.01%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA  4.39% 08/20/26                 | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED  SER 2025-BA CL A1 REGD 144A P/P 4.39000000              | CUSIP: 858933AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7257100 | PA      | $7263025.66    | 0.02%             | 2026-08-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMAT 3.6% 11/15/31                | STEWART INFORMATION SERV REGD 3.60000000                                                            | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     18925000 | PA      | $16731833.98   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STRE 2024-1A A 6.27% 07/15/44                 | STREAM INNOVATIONS 2024-1 ISSUER TRUST SER 2024-1A CL A REGD 144A P/P 6.27000000                    | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       603208 | PA      | $627020.22     | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| STRE 2024-2A A 5.21% 02/15/45                 | STREAM INNOVATIONS 2024-2 ISSUER TRUST SER 2024-2A CL A REGD 144A P/P 5.21000000                    | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3203458 | PA      | $3239834.67    | 0.01%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SARM 2005-1 1A1 V/R 02/25/35                  | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES  SER 2005-1 CL 1A1 V/R REGD 4.30162500        | CUSIP: 863579KY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2684156 | PA      | $2553956.96    | 0.01%             | 2035-02-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SAIL 2004-8 M1 V/R 09/25/34                   | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SER 2004-8 CL M1 V/R REGD 4.74621000                  | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       379021 | PA      | $365551.19     | 0.00%             | 2034-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SAIL 2004-9 M2 V/R 10/25/34                   | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-9 SER 2004-9 CL M2 V/R REGD 4.94121000                  | CUSIP: 86358EMU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2781031 | PA      | $2789559.26    | 0.01%             | 2034-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| SAIL 2005-HE2 M2 V/R 07/25/35                 | STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE2 SER 2005-HE2 CL M2 V/R REGD 4.59621000              | CUSIP: 86358EVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2901685 | PA      | $2849211.01    | 0.01%             | 2035-07-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| LXS 2005-5N 3A2 V/R 11/25/35                  | LEHMAN XS TRUST SERIES 2005-5N SER 2005-5N CL 3A2 V/R REGD 4.20621000                               | CUSIP: 86359DUT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9083533 | PA      | $8515893.09    | 0.02%             | 2035-11-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| SAMI 2007-AR3 2A V/R 06/25/37                 | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR3 SER 2007-AR3 CL 2A1 V/R REGD 4.22621000     | CUSIP: 86363NAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9244226 | PA      | $8586173.83    | 0.02%             | 2047-09-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1 6.028% 07/30/29                 | SUBWAY FUNDING LLC SER 2024-1A CL A2I REGD 144A P/P 6.02800000                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19008000 | PA      | $19269232.65   | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-3 5.246% 07/30/29                 | SUBWAY FUNDING LLC SER 2024-3A CL A2I REGD 144A P/P 5.24600000                                      | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4950000 | PA      | $4932323.55    | 0.01%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE 6.5% 12/15/35                | SUBURBAN PROPANE PARTNRS REGD 144A P/P 6.50000000                                                   | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4230000 | PA      | $4230933.86    | 0.01%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNVA 2024-A A 5.3% 02/20/31                   | SUNNOVA HELIOS XIII ISSUER LLC SER 2024-A CL A REGD 144A P/P 5.30000000                             | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1046837 | PA      | $919992.26     | 0.00%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SNVA 2019-AA A 3.75% 06/20/29                 | SUNNOVA HELIOS II ISSUER LLC 2019-A SER 2019-AA CL A REGD 144A P/P 3.75000000                       | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1219883 | PA      | $1139786.11    | 0.00%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNVA 2021-1 A 2.58% 04/30/31                  | SUNNOVA SOL III ISSUER LLC SER 2021-1 CL A REGD 144A P/P 2.58000000                                 | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1002645 | PA      | $855563.44     | 0.00%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP V/R /PERP/                          | SUNOCO LP REGD V/R /PERP/ 144A P/P 7.87500000                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7890000 | PA      | $8105199.83    | 0.02%             | 2174-03-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNRN 2019-2 A 3.61% 10/30/27                 | SUNRUN ATLAS ISSUER 2019-2 LLC SER 2019-2 CL A REGD 144A P/P 3.61000000                             | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9049980 | PA      | $8724590.67    | 0.02%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SUNRN 2021-2A  2.27% 01/30/29                 | SUNRUN DEMETER ISSUER 2021-2 LLC SER 2021-2A CL A REGD 144A P/P 2.27000000                          | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1122961 | PA      | $1023785.30    | 0.00%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SWTCH 2025-1A 5.036% 03/25/30                 | SWITCH ABS ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.03600000                                    | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13460000 | PA      | $13231204.23   | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 4.85% 04/01/30                   | SYNOPSYS INC REGD 4.85000000                                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     22500000 | PA      | $22980438.90   | 0.05%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.15% 04/01/35                   | SYNOPSYS INC REGD 5.15000000                                                                        | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      9840000 | PA      | $10000839.82   | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.7% 04/01/55                    | SYNOPSYS INC REGD 5.70000000                                                                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     11540000 | PA      | $11447555.83   | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP 6.1% 04/12/34                  | TD SYNNEX CORP REGD 6.10000000                                                                      | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     11215000 | PA      | $11850451.32   | 0.03%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP 5.3% 10/10/35                  | TD SYNNEX CORP REGD 5.30000000                                                                      | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     15300000 | PA      | $15150400.12   | 0.03%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINAN 7.25% 02/02/33                | SYNCHRONY FINANCIAL REGD 7.25000000                                                                 | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       169000 | PA      | $181541.71     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 08/02/30                | SYNCHRONY FINANCIAL REGD V/R 5.93500000                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     10945000 | PA      | $11406618.07   | 0.03%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 03/06/31                | SYNCHRONY FINANCIAL REGD V/R 5.45000000                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     14275000 | PA      | $14636161.78   | 0.03%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 07/29/36                | SYNCHRONY FINANCIAL REGD V/R 6.00000000                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     13900000 | PA      | $14267529.21   | 0.03%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-22A A1 V/R 04/18/33                 | SYMPHONY CLO XXII LTD SER 2020-22A CL A1AR V/R REGD 144A P/P 5.06444000                             | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6536959 | PA      | $6533703.51    | 0.01%             | 2033-04-18      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| TCO 2024-DPM A V/R 12/15/26                   | TCO COMMERCIAL MORTGAGE TRUST 2024-DPM SER 2024-DPM CL A V/R REGD 144A P/P 4.99303000               | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4100000 | PA      | $4108887.98    | 0.01%             | 2039-12-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| TMCL 2025-1H A 6.43% 04/23/29                 | TMCL VII HOLDINGS LTD SER 2025-1H CL A REGD 144A P/P 6.43000000                                     | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     12444452 | PA      | $12497977.11   | 0.03%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                | T-MOBILE USA INC REGD SER WI 3.87500000                                                             | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74687000 | PA      | $73445323.40   | 0.16%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.25% 02/15/26                | T-MOBILE USA INC REGD 2.25000000                                                                    | CUSIP: 87264ABR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14809000 | PA      | $14775111.68   | 0.03%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.375% 04/15/29                | T-MOBILE USA INC REGD 3.37500000                                                                    | CUSIP: 87264ABV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19250000 | PA      | $18761467.53   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.5% 04/15/31                | T-MOBILE USA INC REGD 3.50000000                                                                    | CUSIP: 87264ABW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18758000 | PA      | $17933777.23   | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.55% 02/15/31                | T-MOBILE USA INC REGD 2.55000000                                                                    | CUSIP: 87264ACB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1908000 | PA      | $1743117.36    | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 2.7% 03/15/32                | T-MOBILE USA INC REGD SER WI 2.70000000                                                             | CUSIP: 87264ACQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2720000 | PA      | $2445344.74    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.2% 01/15/33                | T-MOBILE USA INC REGD 5.20000000                                                                    | CUSIP: 87264ACV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       856000 | PA      | $883516.55     | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.75% 01/15/34                | T-MOBILE USA INC REGD 5.75000000                                                                    | CUSIP: 87264ADC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10390000 | PA      | $11007334.84   | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.7% 01/15/35                | T-MOBILE USA INC REGD 4.70000000                                                                    | CUSIP: 87264ADM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12845000 | PA      | $12620033.70   | 0.03%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 4.95% 11/15/35                | T-MOBILE USA INC REGD 4.95000000                                                                    | CUSIP: 87264ADX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1590721.44    | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TMUST 2024-2A  4.25% 08/20/27                 | T-MOBILE US TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 4.25000000                                  | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6900000 | PA      | $6932799.15    | 0.02%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPGCLO 2025-1A A V/R 07/15/37                 | TPG CLO 2025-1 LTD SER 2025-1A CL A1 V/R REGD 144A P/P 5.51771000                                   | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13010000 | PA      | $13018846.80   | 0.03%             | 2037-07-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TVC 2024-RRTL1 A V/R 02/25/27                 | TVC MORTGAGE TRUST 2024-RRTL1 SER 2024-RRTL1 CL A1 V/R REGD 144A P/P 5.54500000                     | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12455000 | PA      | $12478747.95   | 0.03%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTI 4% 04/14/32                | TAKE-TWO INTERACTIVE SOF REGD 4.00000000                                                            | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      1448000 | PA      | $1403352.34    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 4.875% 02/01/31                | TARGA RESOURCES PARTNERS REGD 4.87500000                                                            | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2085000 | PA      | $2097747.11    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32                | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                       | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3880000 | PA      | $3702275.98    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 6.125% 03/15/33                | TARGA RESOURCES CORP REGD 6.12500000                                                                | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     12425000 | PA      | $13290739.46   | 0.03%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  6.5% 03/30/34                | TARGA RESOURCES CORP REGD 6.50000000                                                                | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     24725000 | PA      | $26984557.92   | 0.06%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 02/15/35                | TARGA RESOURCES CORP REGD 5.50000000                                                                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      1255000 | PA      | $1285561.31    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 5.55% 08/15/35                | TARGA RESOURCES CORP REGD 5.55000000                                                                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      6280000 | PA      | $6427646.00    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISO 5.125% 08/01/30                | TAYLOR MORRISON COMM REGD 144A P/P 5.12500000                                                       | CUSIP: 87724RAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       241000 | PA      | $242452.99     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON 5.75% 11/15/32                | TAYLOR MORRISON COMM REGD 144A P/P 5.75000000                                                       | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4372000 | PA      | $4498315.82    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & 4.9% 09/15/44                | TEACHERS INSUR & ANNUITY REGD P/P 4.90000000                                                        | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1365943.75    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR  4.27% 05/15/47                | TEACHERS INSUR & ANNUITY REGD 144A P/P 4.27000000                                                   | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       515000 | PA      | $422682.25     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TMTS 2005-6HE M6 V/R 04/25/36                 | TERWIN MORTGAGE TRUST SERIES TMTS 2005-6HE SER 2005-6HE CL M6 V/R REGD 5.04621000                   | CUSIP: 881561RE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3018137 | PA      | $3012854.66    | 0.01%             | 2036-04-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN  6.15% 02/01/36                | TEVA PHARM FIN CO LLC REGD 6.15000000                                                               | CUSIP: 88163VAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2934000 | PA      | $3080403.23    | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 3.15% 10/01/26                | TEVA PHARMACEUTICALS NE REGD 3.15000000                                                             | CUSIP: 88167AAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3115000 | PA      | $3079040.75    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTI 4.1% 10/01/46                | TEVA PHARMACEUTICALS NE REGD 4.10000000                                                             | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     46555000 | PA      | $35205104.22   | 0.08%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 6.75% 03/01/28                | TEVA PHARMACEUTICALS NE REGD SER WI 6.75000000                                                      | CUSIP: 88167AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1452951.42    | 0.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 4.75% 05/09/27                | TEVA PHARMACEUTICAL INDU REGD 4.75000000                                                            | CUSIP: 88167AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4538000 | PA      | $4549594.59    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 5.125% 05/09/29                | TEVA PHARMACEUTICALS NE REGD 5.12500000                                                             | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4885000 | PA      | $4940206.95    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 8.125% 09/15/31                | TEVA PHARMACEUTICALS NE REGD SER . 8.12500000                                                       | CUSIP: 88167AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3170000 | PA      | $3650065.09    | 0.01%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 7.875% 09/15/29                | TEVA PHARMACEUTICALS NE REGD SER .* 7.87500000                                                      | CUSIP: 88167AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6355000 | PA      | $6990677.94    | 0.02%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICA 6% 12/01/32                | TEVA PHARMACEUTICALS NE REGD 6.00000000                                                             | CUSIP: 88167AAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3400000 | PA      | $3568327.71    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TESLA 2024-B A 4.79% 04/20/26                 | TESLA AUTO LEASE TRUST 2024-B SER 2024-B CL A2A REGD 144A P/P 4.79000000                            | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1245225 | PA      | $1246113.36    | 0.00%             | 2027-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN  5.75% 12/01/30                | TEVA PHARM FIN IV REGD 5.75000000                                                                   | CUSIP: 881937AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      9534000 | PA      | $9888898.19    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3% 06/01/30                       | TEXTRON INC REGD 3.00000000                                                                         | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     23695000 | PA      | $22413527.96   | 0.05%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 6.1% 11/15/33                     | TEXTRON INC REGD 6.10000000                                                                         | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     15175000 | PA      | $16335935.30   | 0.04%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 4.95% 03/15/36                    | TEXTRON INC REGD 4.95000000                                                                         | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |       905000 | PA      | $898342.10     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAMES WAT 9.75% 10/10/27/GBP/                | THAMES WATER SUPER SEN /GBP/ REGD 144A P/P 9.75000000                                               | CUSIP: 88325AAA8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       369127 | PA      | $572182.92     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.15% 03/15/34                | WILLIAMS COMPANIES INC REGD 5.15000000                                                              | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     21805000 | PA      | $22170422.58   | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THRST 2021-1A 4.163% 07/15/27                 | THRUST ENGINE LEASING 2021 DAC SER 2021-1A CL A REGD 144A P/P 4.16300000                            | CUSIP: 88603UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4310219 | PA      | $4253607.43    | 0.01%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TIF 2024-1A A 5.48% 05/20/34                  | TIF FUNDING III LLC SER 2024-1A CL A REGD 144A P/P 5.48000000                                       | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3001531 | PA      | $3012817.91    | 0.01%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.55% 05/01/37                | TIME WARNER CABLE LLC REGD 6.55000000                                                               | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2135000 | PA      | $2178679.58    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 5.875% 11/15/40                | TIME WARNER CABLE LLC REGD 5.87500000                                                               | CUSIP: 88732JAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12025000 | PA      | $11127374.03   | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                | TIME WARNER CABLE LLC REGD 5.50000000                                                               | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3624000 | PA      | $3180616.90    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FAR 5.75% 09/30/39                | TOPAZ SOLAR FARMS LLC REGD 144A P/P 5.75000000                                                      | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2686306 | PA      | $2702289.52    | 0.01%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FA 4.875% 09/30/39                | TOPAZ SOLAR FARMS LLC REGD 144A P/P 4.87500000                                                      | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       341250 | PA      | $304139.06     | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP 5.625% 01/31/34                 | TOPBUILD CORP REGD 144A P/P 5.62500000                                                              | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      6872000 | PA      | $6951622.50    | 0.02%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-3 A2 V/R 07/25/57                   | TOWD POINT MORTGAGE TRUST 2017-3 SER 2017-3 CL A2 V/R REGD 144A P/P 3.00000000                      | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       195388 | PA      | $193231.83     | 0.00%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-3 B2 V/R 07/25/57                   | TOWD POINT MORTGAGE TRUST 2017-3 SER 2017-3 CL B2 V/R REGD 144A P/P 3.86172200                      | CUSIP: 89169DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2900000 | PA      | $2619405.28    | 0.01%             | 2057-07-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| TPMT 2015-5 B2 V/R 11/25/29                   | TOWD POINT MORTGAGE TRUST 2015-5 SER 2015-5 CL B2 V/R REGD 144A P/P 3.98505000                      | CUSIP: 89171VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $9816108.00    | 0.02%             | 2055-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-4 M2 V/R 06/25/57                   | TOWD POINT MORTGAGE TRUST 2017-4 SER 2017-4 CL M2 V/R REGD 144A P/P 3.25000000                      | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3873000 | PA      | $3442076.85    | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-3 A1 V/R 05/25/58                   | TOWD POINT MORTGAGE TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.75000000                      | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       516528 | PA      | $508931.29     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-5 A1 V/R 07/25/58                   | TOWD POINT MORTGAGE TRUST 2018-5 SER 2018-5 CL A1 V/R REGD 144A P/P 3.25000000                      | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5719384 | PA      | $5525276.80    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-5 M1 V/R 07/25/58                   | TOWD POINT MORTGAGE TRUST 2018-5 SER 2018-5 CL M1 V/R REGD 144A P/P 3.25000000                      | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2250000 | PA      | $1923787.35    | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-1 A1 V/R 11/25/28                   | TOWD POINT MORTGAGE TRUST 2019-1 SER 2019-1 CL A1 V/R REGD 144A P/P 3.75000000                      | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1157789 | PA      | $1131078.95    | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-2 M1 V/R 12/25/58                   | TOWD POINT MORTGAGE TRUST 2019-2 SER 2019-2 CL M1 V/R REGD 144A P/P 3.75000000                      | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9810000 | PA      | $8594690.11    | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-4 A1 V/R 07/25/29                   | TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000                      | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32770250 | PA      | $31612611.72   | 0.07%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-4 M1 V/R 11/25/33                   | TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL M1 V/R REGD 144A P/P 3.50000000                      | CUSIP: 89178BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1155000 | PA      | $1019751.58    | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-SJ1 M1 V/R 03/25/62                 | TOWD POINT MORTGAGE TRUST 2022-SJ1 SER 2022-SJ1 CL M1 V/R REGD 144A P/P 4.50000000                  | CUSIP: 89180GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21089000 | PA      | $20472941.81   | 0.05%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-SJ2 A1 V/R 12/25/61                 | TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000                 | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12310508 | PA      | $12018600.78   | 0.03%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES4 A V/R 09/25/28                 | TOWD POINT MORTGAGE TRUST 2024-CES4 SER 2024-CES4 CL A1 V/R REGD 144A P/P 5.12200000                | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20013541 | PA      | $20034901.78   | 0.04%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-3 A1A V/R 04/25/38                  | TOWD POINT MORTGAGE TRUST 2024-3 SER 2024-3 CL A1A V/R REGD 144A P/P 5.00463700                     | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6314631 | PA      | $6375804.39    | 0.01%             | 2065-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-4 A1A V/R 11/25/42                  | TOWD POINT MORTGAGE TRUST 2024-4 SER 2024-4 CL A1A V/R REGD 144A P/P 4.57928400                     | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15178694 | PA      | $15225561.08   | 0.03%             | 2064-10-27      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CES2 A V/R 07/25/65                 | TOWD POINT MORTGAGE TRUST 2025-CES2 SER 2025-CES2 CL A2 V/R REGD 144A P/P 5.57600000                | CUSIP: 89183KAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20377000 | PA      | $20521462.74   | 0.05%             | 2065-07-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| TAOT 2025-D A4 3.94% 09/17/29                 | TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST SER 2025-D CL A4 REGD 3.94000000                         | CUSIP: 89231GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11986000 | PA      | $11987849.44   | 0.03%             | 2031-02-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-A A3 4.83% 10/16/28                 | TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST SER 2024-A CL A3 REGD 4.83000000                         | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5049034 | PA      | $5081784.42    | 0.01%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| TAOT 2025-C A4 4.19% 06/15/29                 | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST SER 2025-C CL A4 REGD 4.19000000                         | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16000000 | PA      | $16129072.00   | 0.04%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-D A2 4.55% 06/15/26                 | TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST SER 2024-D CL A2A REGD 4.55000000                        | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3528599 | PA      | $3533431.30    | 0.01%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-D A3 4.4% 04/17/28                  | TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST SER 2024-D CL A3 REGD 4.40000000                         | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13000000 | PA      | $13090409.80   | 0.03%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRFIG 2024-1A A1 V/R 05/15/27                 | TRAFIGURA SECURITISATION FINANCE PLC SER 2024-1A CL A1 V/R REGD 144A P/P 5.38072700                 | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     17950000 | PA      | $17930344.75   | 0.04%             | 2027-11-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 08/15/76                | TRANSCANADA TRUST REGD V/R SER 16-A 5.87500000                                                      | CUSIP: 89356BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     31662000 | PA      | $31700754.29   | 0.07%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 03/15/77                | TRANSCANADA TRUST REGD V/R 5.30000000                                                               | CUSIP: 89356BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     27904000 | PA      | $27901812.33   | 0.06%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 09/15/79                | TRANSCANADA TRUST REGD V/R 5.50000000                                                               | CUSIP: 89356BAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2659000 | PA      | $2639004.59    | 0.01%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 03/07/82                | TRANSCANADA TRUST REGD V/R 5.60000000                                                               | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7038000 | PA      | $6951253.83    | 0.02%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 6.875% 12/15/30                 | TRANSDIGM INC REGD 144A P/P 6.87500000                                                              | CUSIP: 893647BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       172000 | PA      | $179999.15     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 6.375% 03/01/29                 | TRANSDIGM INC REGD 144A P/P 6.37500000                                                              | CUSIP: 893647BU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15469034.25   | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 6% 01/15/33                     | TRANSDIGM INC REGD 144A P/P 6.00000000                                                              | CUSIP: 893647BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       178000 | PA      | $182177.66     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTE 8.75% 02/15/30                | TRANSOCEAN INTERNTNL LTD REGD 144A P/P 8.75000000                                                   | CUSIP: 893830BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       888750 | PA      | $928661.99     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TIT 8.375% 02/01/28                | TRANSOCEAN TITAN FIN LTD REGD 144A P/P 8.37500000                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       653286 | PA      | $667188.95     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE 4.5% 12/01/29                | TRAVEL + LEISURE CO REGD 144A P/P 4.50000000                                                        | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      3122000 | PA      | $3055714.32    | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAH 2019-SFR1 3.198% 03/17/26                 | TRICON AMERICAN HOMES 2019-SFR1 TRUST SER 2019-SFR1 CL D REGD 144A P/P 3.19800000                   | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1270000 | PA      | $1263294.15    | 0.00%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR1 2.049% 07/17/26                 | TRICON AMERICAN HOMES 2020-SFR1 SER 2020-SFR1 CL B REGD 144A P/P 2.04900000                         | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1180000 | PA      | $1162867.93    | 0.00%             | 2038-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR1 2.548% 07/17/26                 | TRICON AMERICAN HOMES 2020-SFR1 SER 2020-SFR1 CL D REGD 144A P/P 2.54800000                         | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1220000 | PA      | $1203041.51    | 0.00%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR2  2.73% 11/17/27                 | TRICON AMERICAN HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL E1 REGD 144A P/P 2.73000000                  | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1855000 | PA      | $1763717.49    | 0.00%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 2.794% 07/17/26                 | TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.79400000                     | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1760000 | PA      | $1738587.31    | 0.00%             | 2038-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 2.894% 07/17/26                 | TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.89400000                     | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4695000 | PA      | $4636984.35    | 0.01%             | 2038-07-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC 6.1% 03/15/33                     | TRIMBLE INC REGD 6.10000000                                                                         | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     16585000 | PA      | $17857788.13   | 0.04%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CAVU 2021-2A B1 V/R 10/25/34                  | TRIMARAN CAVU 2021-2 LTD SER 2021-2A CL B1 V/R REGD 144A P/P 5.86959000                             | CUSIP: 89624UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2501860.00    | 0.01%             | 2034-10-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC 3.5% 03/01/29                | TRINET GROUP INC REGD 144A P/P 3.50000000                                                           | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       129000 | PA      | $121899.96     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP I 7.125% 08/15/31                | TRINET GROUP INC REGD 144A P/P 7.12500000                                                           | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       116000 | PA      | $119571.76     | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 A V/R 09/18/42                  | TRTX 2025-FL6 ISSUER LTD SER 2025-FL6 CL A V/R REGD 144A P/P 5.27127000                             | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8472000 | PA      | $8490535.89    | 0.02%             | 2042-09-18      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TUR 5.75% 05/11/47                | REPUBLIC OF TURKIYE REGD SER 30Y 5.75000000                                                         | CUSIP: 900123CM0<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      2800000 | PA      | $2298212.00    | 0.01%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 6.125% 10/24/28                | REPUBLIC OF TURKIYE REGD SER 11Y 6.12500000                                                         | CUSIP: 900123CQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      2700000 | PA      | $2790425.70    | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 7.625% 04/26/29                | REPUBLIC OF TURKIYE REGD SER 10Y 7.62500000                                                         | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      8600000 | PA      | $9252757.20    | 0.02%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TUR 6.95% 09/16/35                | REPUBLIC OF TURKIYE REGD 6.95000000                                                                 | CUSIP: 900123DR8<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     11170000 | PA      | $11505971.26   | 0.03%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211  3.9% 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL A1A2 REGD 144A P/P 3.90050000          | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4300000 | PA      | $4149500.00    | 0.01%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211 B V/R 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL B V/R REGD 144A P/P 4.09150000         | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4700000 | PA      | $4465000.00    | 0.01%             | 2035-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211 C V/R 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL C V/R REGD 144A P/P 4.14210000         | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6290000 | PA      | $5896875.00    | 0.01%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/12/34                     | UBS GROUP AG REGD V/R 144A P/P 5.95900000                                                           | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     30000000 | PA      | $31971004.20   | 0.07%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/08/35                     | UBS GROUP AG REGD V/R 144A P/P 5.69900000                                                           | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     15240000 | PA      | $16024327.06   | 0.04%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/13/30                     | UBS GROUP AG REGD V/R 144A P/P 5.61700000                                                           | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     51200000 | PA      | $53454475.78   | 0.12%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/09/36                     | UBS GROUP AG REGD V/R 144A P/P 5.58000000                                                           | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     19700000 | PA      | $20484991.61   | 0.05%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 11/06/33                     | UBS GROUP AG REGD V/R 144A P/P MTN 4.84400000                                                       | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6818000 | PA      | $6824541.12    | 0.02%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34                | UBER TECHNOLOGIES INC REGD 4.80000000                                                               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     19675000 | PA      | $19669304.09   | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/35                | UBER TECHNOLOGIES INC REGD 4.80000000                                                               | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      6170000 | PA      | $6137416.54    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE 10.625% 06/28/28                | US RENAL CARE INC REGD P/P 10.62500000                                                              | CUSIP: 90355YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195300 | PA      | $166493.25     | 0.00%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| USCAR 2025-1A D 5.4% 03/15/29                 | USB AUTO OWNER TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.40000000                               | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       700000 | PA      | $709676.31     | 0.00%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERN 5.25% 06/06/29                | ULTRAPAR INTERNATIONL SA REGD 144A P/P 5.25000000                                                   | CUSIP: 90401CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1396000 | PA      | $1393074.40    | 0.00%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 04/02/34                    | UNICREDIT SPA REGD V/R 144A P/P MTN 7.29600000                                                      | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     20986000 | PA      | $22501902.09   | 0.05%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/30/35                    | UNICREDIT SPA REGD V/R 144A P/P MTN 5.45900000                                                      | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     39280000 | PA      | $40038663.35   | 0.09%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/03/32                    | UNICREDIT SPA REGD V/R 144A P/P 3.12700000                                                          | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      7680000 | PA      | $7137600.61    | 0.02%             | 2032-06-03      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.15% 08/25/31                | UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000                                                     | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       444121 | PA      | $436077.98     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 202 5.875% 10/15/27                | UNITED AIR 2020-1 A PTT REGD SER 20-1 5.87500000                                                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7685318 | PA      | $7880154.21    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 3.7% 03/01/30                | UNITED AIR 2018-1 A PTT REGD SER A 3.70000000                                                       | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       416381 | PA      | $397456.11     | 0.00%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.7% 05/01/32                | UNITED AIR 2019-2 AA PTT REGD SER AA 2.70000000                                                     | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       680167 | PA      | $624243.59     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023- 5.8% 01/15/36                | UNITED AIR 2023-1 A PTT REGD 5.80000000                                                             | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26118533 | PA      | $27283325.05   | 0.06%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.9% 05/01/28                | UNITED AIR 2019-2 A PTT REGD SER A 2.90000000                                                       | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1084299 | PA      | $1038475.00    | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 4.6% 03/01/26                | UNITED AIR 2018-1 B PTT REGD SER B 4.60000000                                                       | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2361007 | PA      | $2359294.46    | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.75% 04/27/32                | UNITED MEXICAN STATES REGD 4.75000000                                                               | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      2000000 | PA      | $1948000.00    | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34                | UNITED MEXICAN STATES REGD 3.50000000                                                               | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       773000 | PA      | $668258.50     | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 4.875% 05/19/33                | UNITED MEXICAN STATES REGD 4.87500000                                                               | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      3379000 | PA      | $3243840.00    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.625% 09/22/35                | UNITED MEXICAN STATES REGD SER 10 5.62500000                                                        | CUSIP: 91087BBL3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      9386000 | PA      | $9254596.00    | 0.02%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 3.875% 02/15/31                | UNITED RENTALS NORTH AM REGD 3.87500000                                                             | CUSIP: 911363AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       191000 | PA      | $182157.72     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS  3.75% 01/15/32                | UNITED RENTALS NORTH AM REGD 3.75000000                                                             | CUSIP: 911365BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195000 | PA      | $182946.89     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 6.125% 03/15/34                | UNITED RENTALS NORTH AM REGD 144A P/P 6.12500000                                                    | CUSIP: 911365BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15905000 | PA      | $16567809.22   | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 5.375% 11/15/33                | UNITED RENTALS NORTH AM REGD 144A P/P 5.37500000                                                    | CUSIP: 911365BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33280000 | PA      | $33256439.76   | 0.07%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 10/21/33                       | US BANCORP REGD V/R 5.85000000                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       599000 | PA      | $641473.11     | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/19/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797PV3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    125000000 | PA      | $124069360.00  | 0.28%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/13/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797SF5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    250000000 | PA      | $249732360.00  | 0.56%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/20/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797SG3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     50000000 | PA      | $49911642.50   | 0.11%             | 2026-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/27/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797SH1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       174000 | PA      | $173573.53     | 0.00%             | 2026-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/03/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797SJ7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    250000000 | PA      | $249219155.00  | 0.56%             | 2026-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/24/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797SS7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       106000 | PA      | $105448.62     | 0.00%             | 2026-02-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/03/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797ST5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       593000 | PA      | $589487.60     | 0.00%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/10/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797SY4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      1198000 | PA      | $1190245.14    | 0.00%             | 2026-03-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/24/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797TA5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       424000 | PA      | $420637.97     | 0.00%             | 2026-03-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 03/31/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797TB3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       180000 | PA      | $178453.11     | 0.00%             | 2026-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 06/18/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797TD9<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     45555000 | PA      | $44815795.41   | 0.10%             | 2026-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 06/25/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797TE7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     13678000 | PA      | $13447454.03   | 0.03%             | 2026-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/07/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797TG2<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    200600000 | PA      | $198734494.22  | 0.44%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/28/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                          | CUSIP: 912797TK3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       316000 | PA      | $312408.20     | 0.00%             | 2026-04-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 02/15/40                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                           | CUSIP: 912810QF8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       301290 | PA      | $298148.03     | 0.00%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 02/15/41                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                           | CUSIP: 912810QP6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       446052 | PA      | $436529.20     | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/42                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                           | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       720490 | PA      | $560654.50     | 0.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 02/15/43                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                           | CUSIP: 912810RA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       424866 | PA      | $316042.10     | 0.00%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.375% 02/15/44                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000                                           | CUSIP: 912810RF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       698545 | PA      | $584650.84     | 0.00%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                    | UNITED STATES TREASURY BOND 2.50000000                                                              | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     49400000 | PA      | $34985234.13   | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/45                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                           | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4839520 | PA      | $3526931.11    | 0.01%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/45                      | UNITED STATES TREASURY BOND 3.00000000                                                              | CUSIP: 912810RM2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     30000000 | PA      | $23088281.40   | 0.05%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B 1.000% 2/15/46                | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                           | CUSIP: 912810RR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2748360 | PA      | $2071094.10    | 0.00%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46                   | UNITED STATES TREASURY BOND 2.25000000                                                              | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    442200000 | PA      | $291005602.67  | 0.65%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.875% 02/15/47                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000                                           | CUSIP: 912810RW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4855896 | PA      | $3499663.72    | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/47                   | UNITED STATES TREASURY BOND 2.75000000                                                              | CUSIP: 912810RZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       250000 | PA      | $178095.70     | 0.00%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                              | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     15800000 | PA      | $11757421.80   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 1% 02/15/48                           | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                           | CUSIP: 912810SB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4357287 | PA      | $3181425.17    | 0.01%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 05/15/48                  | UNITED STATES TREASURY BOND 3.12500000                                                              | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     12780000 | PA      | $9706310.19    | 0.02%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                              | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10405000 | PA      | $7704170.92    | 0.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                      | UNITED STATES TREASURY BOND 3.00000000                                                              | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     76710000 | PA      | $56507701.96   | 0.13%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 1% 02/15/49                           | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                           | CUSIP: 912810SG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7259060 | PA      | $5219996.66    | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49                  | UNITED STATES TREASURY BOND 2.87500000                                                              | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     11130000 | PA      | $7984470.68    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                   | UNITED STATES TREASURY BOND 2.25000000                                                              | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     86470000 | PA      | $54229525.61   | 0.12%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 11/15/49                  | UNITED STATES TREASURY BOND 2.37500000                                                              | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     47650000 | PA      | $30605818.48   | 0.07%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 02/15/50                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                           | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4331327 | PA      | $2491881.30    | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50                  | UNITED STATES TREASURY BOND 1.62500000                                                              | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2945800 | PA      | $1546545.00    | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                  | UNITED STATES TREASURY BOND 2.37500000                                                              | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      5194900 | PA      | $3273801.62    | 0.01%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                       | UNITED STATES TREASURY BOND 2.00000000                                                              | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     14308900 | PA      | $8196875.69    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51                  | UNITED STATES TREASURY BOND 1.87500000                                                              | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    116410800 | PA      | $64344251.37   | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                      | UNITED STATES TREASURY BOND 2.00000000                                                              | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    320895000 | PA      | $223962147.87  | 0.50%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52                   | UNITED STATES TREASURY BOND 2.25000000                                                              | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     14713200 | PA      | $8926774.31    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                   | UNITED STATES TREASURY BOND 3.25000000                                                              | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    195125000 | PA      | $162731202.15  | 0.36%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                      | UNITED STATES TREASURY BOND 4.00000000                                                              | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     73150000 | PA      | $67046546.88   | 0.15%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.5% 02/15/53                         | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.50000000                                           | CUSIP: 912810TP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     24207677 | PA      | $18867878.62   | 0.04%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53                  | UNITED STATES TREASURY BOND 4.12500000                                                              | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     37895000 | PA      | $33545956.83   | 0.07%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.250% 02/15/54                | UNITED STATES TREASURY BOND 4.25000000                                                              | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     72880000 | PA      | $65888075.00   | 0.15%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54                   | UNITED STATES TREASURY BOND 4.25000000                                                              | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     44753000 | PA      | $40463005.16   | 0.09%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54                    | UNITED STATES TREASURY BOND 4.50000000                                                              | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    124800000 | PA      | $117711749.38  | 0.26%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.375% 02/15/55                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000                                           | CUSIP: 912810UH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     57320378 | PA      | $54373698.34   | 0.12%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/45                   | UNITED STATES TREASURY BOND 4.75000000                                                              | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    197190000 | PA      | $196188645.52  | 0.44%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 05/15/55                   | UNITED STATES TREASURY BOND 4.75000000                                                              | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     19209000 | PA      | $18875843.91   | 0.04%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45                      | UNITED STATES TREASURY BOND 5.00000000                                                              | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    182487000 | PA      | $187334310.94  | 0.42%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 08/15/55                   | UNITED STATES TREASURY BOND 4.75000000                                                              | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    299559000 | PA      | $294503941.88  | 0.66%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.875% 08/15/45                  | UNITED STATES TREASURY BOND 4.87500000                                                              | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    304838000 | PA      | $307791118.12  | 0.69%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/55                  | UNITED STATES TREASURY BOND 4.62500000                                                              | CUSIP: 912810UP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    709777000 | PA      | $683825778.44  | 1.53%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/45                  | UNITED STATES TREASURY BOND 4.62500000                                                              | CUSIP: 912810UQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    510687000 | PA      | $499036952.82  | 1.12%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 07/15/29                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                           | CUSIP: 9128287D6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     44713861 | PA      | $43076803.67   | 0.10%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/26                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                           | CUSIP: 912828S50<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     56100681 | PA      | $55772163.83   | 0.12%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 01/15/31                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                           | CUSIP: 91282CBF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2001280 | PA      | $1865378.74    | 0.00%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/31                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                           | CUSIP: 91282CCM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2672670 | PA      | $2476205.61    | 0.01%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 10/15/26                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                           | CUSIP: 91282CDC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     57314036 | PA      | $56781132.39   | 0.13%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 07/15/32                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                           | CUSIP: 91282CEZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     88083090 | PA      | $82630251.70   | 0.18%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.375% 07/15/33                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000                                           | CUSIP: 91282CHP9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    106030690 | PA      | $103344089.68  | 0.23%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.75% 01/15/34                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000                                           | CUSIP: 91282CJY8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    124355950 | PA      | $123642921.58  | 0.28%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.875% 07/15/34                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.87500000                                           | CUSIP: 91282CLE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    392758095 | PA      | $394302844.01  | 0.88%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.625% 04/15/30                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000                                           | CUSIP: 91282CNB3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8285085 | PA      | $8325703.04    | 0.02%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/32                      | UNITED STATES TREASURY NOTE 4.00000000                                                              | CUSIP: 91282CNR8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    245300000 | PA      | $246583993.41  | 0.55%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 08/15/35                   | UNITED STATES TREASURY NOTE 4.25000000                                                              | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    265132000 | PA      | $267037636.26  | 0.60%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 11/15/35                      | UNITED STATES TREASURY NOTE 4.00000000                                                              | CUSIP: 91282CPJ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    503315000 | PA      | $496079846.88  | 1.11%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 11/30/30                    | UNITED STATES TREASURY NOTE 3.50000000                                                              | CUSIP: 91282CPN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    673600400 | PA      | $666811774.34  | 1.49%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 12/15/28                    | UNITED STATES TREASURY NOTE 3.50000000                                                              | CUSIP: 91282CPP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    227324000 | PA      | $227057603.55  | 0.51%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/32                  | UNITED STATES TREASURY NOTE 3.87500000                                                              | CUSIP: 91282CPQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    270920000 | PA      | $269734725.00  | 0.60%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 12/31/30                  | UNITED STATES TREASURY NOTE 3.62500000                                                              | CUSIP: 91282CPR6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1700930000 | PA      | $1692824013.97 | 3.78%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 12/31/27                  | UNITED STATES TREASURY NOTE 3.37500000                                                              | CUSIP: 91282CPS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    383610000 | PA      | $382860763.64  | 0.86%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.875% 12/15/28                | UNITEDHEALTH GROUP INC REGD 3.87500000                                                              | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1069174.53    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.625% 07/15/54                | UNITEDHEALTH GROUP INC REGD 5.62500000                                                              | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     11505000 | PA      | $11284305.34   | 0.03%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIT 2025-1A  5.877% 04/20/30                 | UNITI FIBER ABS ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.87700000                               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1600000 | PA      | $1633691.68    | 0.00%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALT 1.65% 09/01/26                | UNIVERSAL HEALTH SVCS REGD SER WI 1.65000000                                                        | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      8275000 | PA      | $8134550.16    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| USPTT 2022-2A  4.25% 06/17/30                 | UPSTART STRUCTURED PASS-THROUGH TRUST SERI SER 2022-2A CL A REGD 144A P/P 4.25000000                | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       442451 | PA      | $441353.15     | 0.00%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INT 6.947% 05/25/32                | UZBEKISTAN INTL BOND REGD 144A P/P 6.94740000                                                       | CUSIP: 91822Q2J5<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |      2610000 | PA      | $2817939.61    | 0.01%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VBTEL 2022-1A 4.288% 08/15/27                 | VB-S1 ISSUER LLC - VBTEL SER 2022-1A CL D REGD 144A P/P 4.28800000                                  | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10305000 | PA      | $10155686.73   | 0.02%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL  6.9% 02/28/32                | UZBEKISTAN INTL BOND REGD 144A P/P 6.90000000                                                       | CUSIP: 91824PAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |     14475000 | PA      | $15557071.24   | 0.03%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC 8.5% 08/15/30                    | VT TOPCO INC REGD 144A P/P 8.50000000                                                               | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1795000 | PA      | $1875150.34    | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC 0% 01/13/26                     | VW CREDIT INC 0% 01/13/26 0.00000000                                                                | CUSIP: 91842KAD8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      7200000 | PA      | $7189845.12    | 0.02%             | 2026-01-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCI 5% 01/15/32                | VZ SECURED FINANCING BV REGD 144A P/P 5.00000000                                                    | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $5882195.54    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL1 A V/R 01/25/28                 | VCAT 2025-NPL1 LLC SER 2025-NPL1 CL A1 V/R REGD 144A P/P 5.87700000                                 | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4483953 | PA      | $4499794.14    | 0.01%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| VDC 2020-2A A 1.992% 09/15/27                 | VANTAGE DATA CENTERS LLC SER 2020-2A CL A2 REGD 144A P/P 1.99200000                                 | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |      3040000 | PA      | $2894395.55    | 0.01%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| VDC 2021-1A A 2.165% 10/15/26                 | VANTAGE DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 2.16500000                          | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20075000 | PA      | $19666112.40   | 0.04%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VDC 2024-1A A2 5.1% 09/17/29                  | VANTAGE DATA CENTERS ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.10000000                          | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9375000 | PA      | $9310753.13    | 0.02%             | 2054-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 8% 11/15/32                    | VAR ENERGI ASA REGD 144A P/P 8.00000000                                                             | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1842000 | PA      | $2108160.14    | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VASA 2021-VASA B V/R 04/15/23                 | VASA TRUST 2021-VASA SER 2021-VASA CL B V/R REGD 144A P/P 5.11548000                                | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14000000 | PA      | $13568037.00   | 0.03%             | 2039-07-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| VASA 2021-VASA C V/R 04/15/23                 | VASA TRUST 2021-VASA SER 2021-VASA CL C V/R REGD 144A P/P 5.61548000                                | CUSIP: 92230AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12000000 | PA      | $11329746.00   | 0.03%             | 2039-07-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 A V/R 02/25/28                 | VCAT 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 5.88900000                                 | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10540840 | PA      | $10565309.03   | 0.02%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 9.25% 09/15/27                | REPUBLIC OF VENEZUELA REGD 0.00000000                                                               | CUSIP: 922646AS3<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      1049000 | PA      | $346170.00     | 0.00%             | 2027-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 7.5% 05/01/33                | VENTURE GLOBAL PLAQUE REGD 144A P/P 7.50000000                                                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     11560000 | PA      | $12490591.56   | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL  7.75% 05/01/35                | VENTURE GLOBAL PLAQUE REGD 144A P/P 7.75000000                                                      | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      7750000 | PA      | $8485889.47    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 6.5% 01/15/34                | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.50000000                                                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      7036000 | PA      | $7206552.85    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL  6.75% 01/15/36                | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.75000000                                                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     14176000 | PA      | $14520339.86   | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 6.125% 12/15/30                | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.12500000                                                      | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      6959000 | PA      | $7086658.89    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 6.5% 06/15/34                | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.50000000                                                      | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       856000 | PA      | $874645.95     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 4.125% 08/15/31                | VENTURE GLOBAL CALCASIEU REGD 144A P/P 4.12500000                                                   | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2418000 | PA      | $2200314.45    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 3.875% 11/01/33                | VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000                                                   | CUSIP: 92328MAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8302000 | PA      | $7118233.01    | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL L 9.5% 02/01/29                | VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000                                                     | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     38200000 | PA      | $39593421.40   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 9.875% 02/01/32                | VENTURE GLOBAL LNG INC REGD 144A P/P 9.87500000                                                     | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     16299000 | PA      | $16838047.54   | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG 7% 01/15/30                | VENTURE GLOBAL LNG INC REGD 144A P/P 7.00000000                                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $10875451.77   | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG  V/R /PERP/                | VENTURE GLOBAL LNG INC REGD V/R /PERP/ 144A P/P 9.00000000                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      8629000 | PA      | $6814586.21    | 0.02%             | 2174-03-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP 5.45% 09/18/33                   | VERALTO CORP REGD SER WI 5.45000000                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     19210000 | PA      | $20048883.03   | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.75% 01/20/31                | VERIZON COMMUNICATIONS REGD 1.75000000                                                              | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6161650.04    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31                | VERIZON COMMUNICATIONS REGD 2.55000000                                                              | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     22000000 | PA      | $20090256.12   | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICAT 5% 01/15/36                | VERIZON COMMUNICATIONS REGD 5.00000000                                                              | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6300000 | PA      | $6246517.91    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTIC 5.25% 03/15/35                | VERISK ANALYTICS INC REGD 5.25000000                                                                | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     10605000 | PA      | $10792135.19   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 A1 4.17% 08/20/27                 | VERIZON MASTER TRUST SER 2024-6 CL A1A REGD 4.17000000                                              | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     48100000 | PA      | $48393087.73   | 0.11%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-R1 A1 V/R 09/25/69                 | VERUS SECURITIZATION TRUST 2024-R1 SER 2024-R1 CL A1 V/R REGD 144A P/P 5.21800000                   | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5286158 | PA      | $5292105.93    | 0.01%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-5 A1 V/R 06/25/68                  | VERUS SECURITIZATION TRUST 2023-5 SER 2023-5 CL A1 V/R REGD 144A P/P 6.47600000                     | CUSIP: 924934AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2869011 | PA      | $2879152.85    | 0.01%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-5 A1 V/R 09/25/66                  | VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000                     | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17645978 | PA      | $15396218.14   | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-7 A1 V/R 10/25/66                  | VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 2.82900000                     | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7570397 | PA      | $6954266.48    | 0.02%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-3 A1 S/UP 02/25/67                 | VERUS SECURITIZATION TRUST 2022-3 SER 2022-3 CL A1 S/UP REGD 144A P/P 4.13000000                    | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16597616 | PA      | $15979225.27   | 0.04%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-2 A1 V/R 02/25/67                  | VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.26000000                     | CUSIP: 92538XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42231068 | PA      | $40644492.90   | 0.09%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-2 A2 V/R 02/25/67                  | VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A2 V/R REGD 144A P/P 4.26000000                     | CUSIP: 92538XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22531022 | PA      | $21529993.37   | 0.05%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-3 A1 V/R 06/25/66                  | VERUS SECURITIZATION TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.04600000                     | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5999141 | PA      | $5292510.39    | 0.01%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-7 A1 V/R 10/25/68                  | VERUS SECURITIZATION TRUST 2023-7 SER 2023-7 CL A1 V/R REGD 144A P/P 7.07000000                     | CUSIP: 92539YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9539578 | PA      | $9659797.19    | 0.02%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-INV1  V/R 03/25/69                 | VERUS SECURITIZATION TRUST 2024-INV1 SER 2024-INV1 CL A1 V/R REGD 144A P/P 6.11600000               | CUSIP: 92540FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10088674 | PA      | $10192370.17   | 0.02%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-3 A1 V/R 04/25/69                  | VERUS SECURITIZATION TRUST 2024-3 SER 2024-3 CL A1 V/R REGD 144A P/P 6.33800000                     | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3875495 | PA      | $3918983.62    | 0.01%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-8 A1 V/R 10/25/69                  | VERUS SECURITIZATION TRUST 2024-8 SER 2024-8 CL A1 V/R REGD 144A P/P 5.36400000                     | CUSIP: 92540PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3564999 | PA      | $3583655.29    | 0.01%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 3.75% 02/15/27                | VICI PROPERTIES / NOTE REGD 144A P/P 3.75000000                                                     | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4966930.25    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 4.125% 08/15/30                | VICI PROPERTIES / NOTE REGD 144A P/P 4.12500000                                                     | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11350000 | PA      | $11005929.06   | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 09/01/26                | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                     | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5004875.20    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 5.75% 02/01/27                | VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000                                                     | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1216000 | PA      | $1229647.96    | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 01/15/28                | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                     | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5010041.75    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 3.875% 02/15/29                | VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000                                                     | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1094000 | PA      | $1072734.73    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.125% 11/15/31                | VICI PROPERTIES LP REGD 5.12500000                                                                  | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7550000 | PA      | $7648380.65    | 0.02%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.625% 04/01/35                | VICI PROPERTIES LP REGD 5.62500000                                                                  | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8300000 | PA      | $8475867.79    | 0.02%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES 5.875% 10/15/33                | VIKING CRUISES LTD REGD 144A P/P 5.87500000                                                         | CUSIP: 92676XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27602000 | PA      | $28028809.73   | 0.06%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PAR 5.7% 08/01/35                | VIPER ENERGY PARTNERS LL REGD 5.70000000                                                            | CUSIP: 92764MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45070000 | PA      | $45995287.10   | 0.10%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 5.7% 12/30/34                | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.70000000                                                   | CUSIP: 92840VAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3135000 | PA      | $3235827.87    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIO 5.25% 10/15/35                | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.25000000                                                   | CUSIP: 92840VAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4495000 | PA      | $4480574.56    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 1.4% 08/15/26                      | VMWARE LLC REGD 1.40000000                                                                          | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     17859000 | PA      | $17595124.88   | 0.04%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 2.2% 08/15/31                      | VMWARE LLC REGD 2.20000000                                                                          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     12716000 | PA      | $11298859.78   | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PL V/R 04/04/79                | VODAFONE GROUP PLC REGD V/R 7.00000000                                                              | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     15000000 | PA      | $15889685.70   | 0.04%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINA 4.75% 07/15/31                | VMED O2 UK FINAN REGD 144A P/P 4.75000000                                                           | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2073000 | PA      | $1913821.59    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.3% 03/22/27                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.30000000                                                   | CUSIP: 928668CF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000000 | PA      | $25306876.50   | 0.06%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 5.65% 03/25/32                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.65000000                                                   | CUSIP: 928668CR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1084107.05    | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.8% 03/27/35                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.80000000                                                   | CUSIP: 928668CS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1990000 | PA      | $2061064.01    | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VALET 2023-2 A 5.48% 06/21/27                 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A3 REGD 5.48000000                         | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5658030 | PA      | $5728407.00    | 0.01%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| VFIN 2024-1A  5.935% 06/15/37                 | VOLOFIN FINANCE DESIGNATED ACTIVITY CO SER 2024-1A CL A REGD 144A P/P 5.93500000                    | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5449113 | PA      | $5552789.23    | 0.01%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC 7.375% 11/01/30                 | VOLTAGRID LLC REGD 144A P/P 7.37500000                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |       243000 | PA      | $240751.21     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VFET 2024-1A A 4.56% 05/15/26                 | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 SER 2024-1A CL A2 REGD 144A P/P 4.56000000              | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8274599 | PA      | $8287688.28    | 0.02%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| WFRBS 2014-C2 4.378% 05/15/24                 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C20 SER 2014-C20 CL B REGD 4.37800000                          | CUSIP: 92890FAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1514952 | PA      | $1311676.04    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VTR 2025-STEM C V/R 10/13/29                  | VTR COMMERCIAL MORTGAGE TRUST 2025-STEM SER 2025-STEM CL C V/R REGD 144A P/P 5.86130000             | CUSIP: 92890YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13945000 | PA      | $13984964.98   | 0.03%             | 2039-10-13      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A D 7.29% 04/17/28                 | VSTRONG AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL D REGD 144A P/P 7.29000000                      | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $315489.51     | 0.00%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| INGIM 2013-2A A1 V/R 04/25/31                 | VOYA CLO 2013-2 LTD SER 2013-2A CL A1R V/R REGD 144A P/P 5.08959000                                 | CUSIP: 92916WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       121956 | PA      | $121939.26     | 0.00%             | 2031-04-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| VOYA 2020-1A BRR V/R 07/16/34                 | VOYA CLO 2020-1 LTD SER 2020-1A CL BRR V/R REGD 144A P/P 5.44363000                                 | CUSIP: 92918EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13000000 | PA      | $13008294.00   | 0.03%             | 2034-07-16      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION 8.5% 05/09/26                | VOYAGER AVIATION HOLD REGD P/P 0.00000000                                                           | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |        29781 | PA      | $1198.58       | 0.00%             | 2026-05-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT  9.25% 07/01/32                | VOYAGER PARENT LLC REGD 144A P/P 9.25000000                                                         | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      1610000 | PA      | $1708404.81    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR11 A V/R 08/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR11 CL A1A V/R REGD 4.48621000       | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       883931 | PA      | $887033.33     | 0.00%             | 2045-08-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR13 A V/R 10/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR13 CL A1A1 V/R REGD 4.42621000      | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1179453 | PA      | $1146689.38    | 0.00%             | 2045-10-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR15 A V/R 11/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR15 CL A1A1 V/R REGD 4.36621000      | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2330027 | PA      | $2202738.20    | 0.00%             | 2045-11-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR2 1A V/R 01/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005 SER 2005-AR2 CL 1A1A V/R REGD 4.50621000        | CUSIP: 92922FC97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2479726 | PA      | $2535468.49    | 0.01%             | 2045-01-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| WAMU 2006-AR1 2A V/R 01/25/46                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006 SER 2006-AR1 CL 2A1A V/R REGD 5.09927000        | CUSIP: 92925CCE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15180675 | PA      | $14717161.53   | 0.03%             | 2046-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-HY1 4A V/R 02/25/37                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY1 SER 2007-HY1 CL 4A1 V/R REGD 4.17289700     | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4911299 | PA      | $4421674.84    | 0.01%             | 2037-02-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| WFRBS 2013-C15 B V/R 08/15/23                 | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 SER 2013-C15 CL B V/R REGD 4.14506000                      | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1376258 | PA      | $1325997.08    | 0.00%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-OA5 1A V/R 06/25/47                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-OA5 SER 2007-OA5 CL 1A V/R REGD 4.77927000      | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6963211 | PA      | $5981171.40    | 0.01%             | 2047-06-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| WMALT 2007-2 2A 5.5% 04/25/37                 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2007-2 CL 2A1 REGD 5.50000000        | CUSIP: 93936HAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3786809 | PA      | $3728294.74    | 0.01%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WATR 2025-2 A 4.79% 10/17/33                  | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL A REGD 144A P/P 4.79000000                                 | CUSIP: 94260AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26184853 | PA      | $26184853.47   | 0.06%             | 2050-09-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| WATR 2025-2 B 5.04% 10/17/33                  | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL B REGD 144A P/P 5.04000000                                 | CUSIP: 94260AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7399000 | PA      | $7399000.00    | 0.02%             | 2050-09-16      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| WATR 2025-2 C 5.24% 10/17/33                  | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL C REGD 144A P/P 5.24000000                                 | CUSIP: 94260AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4900000 | PA      | $4900000.00    | 0.01%             | 2050-09-16      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| WATR 2025-2 D 6.16% 10/17/33                  | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL D REGD 144A P/P 6.16000000                                 | CUSIP: 94260AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5100000 | PA      | $5100000.00    | 0.01%             | 2050-09-16      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| WATR 2025-2 R 0% 10/17/33                     | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL R REGD 144A P/P 0.00000000                                 | CUSIP: 94260AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4148007 | PA      | $7397792.61    | 0.02%             | 2050-09-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 A 5.25% 06/18/33                  | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL A REGD 144A P/P 5.25000000                                 | CUSIP: 942611AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22731793 | PA      | $22731793.29   | 0.05%             | 2050-06-17      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 B 5.56% 06/18/33                  | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL B REGD 144A P/P 5.56000000                                 | CUSIP: 942611AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5300000 | PA      | $5300000.00    | 0.01%             | 2050-06-17      | Fixed         | 5.56%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 C 5.81% 06/18/33                  | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL C REGD 144A P/P 5.81000000                                 | CUSIP: 942611AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3300000 | PA      | $3300000.00    | 0.01%             | 2050-06-17      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 D 6.77% 06/18/33                  | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL D REGD 144A P/P 6.77000000                                 | CUSIP: 942611AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5800000 | PA      | $5800000.00    | 0.01%             | 2050-06-17      | Fixed         | 6.77%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 R 0% 06/18/33                     | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL R REGD 144A P/P 0.00000000                                 | CUSIP: 942611AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3616665 | PA      | $6412383.20    | 0.01%             | 2050-06-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WAAV 2019-1 A 3.597% 09/15/27                 | WAVE 2019-1 LLC SER 2019-1 CL A REGD 144A P/P 3.59700000                                            | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       337389 | PA      | $331346.45     | 0.00%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INT 6.75% 10/15/33                | WEATHERFORD INTERNATIONA REGD 144A P/P 6.75000000                                                   | CUSIP: 947075AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       178000 | PA      | $182291.94     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-SVEN B V/R 06/10/29                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2024-SVEN CL B V/R REGD 144A P/P 6.26321000               | CUSIP: 949937AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11010000 | PA      | $11451016.56   | 0.03%             | 2037-06-10      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C36 3.419% 11/15/59                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 SER 2016-C36 CL AS REGD 3.41900000                   | CUSIP: 95000MBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4341000 | PA      | $4268788.33    | 0.01%             | 2059-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/17/27                | WELLS FARGO & COMPANY REGD V/R MTN 3.19600000                                                       | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13648000 | PA      | $13593204.92   | 0.03%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/30/30                | WELLS FARGO & COMPANY REGD V/R MTN 2.87900000                                                       | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     16340000 | PA      | $15544127.45   | 0.03%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31                | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                       | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8149000 | PA      | $7611040.09    | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/02/28                | WELLS FARGO & COMPANY REGD V/R MTN 2.39300000                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      6030000 | PA      | $5891876.58    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33                | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                       | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4411000 | PA      | $4116948.75    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/24/28                | WELLS FARGO & COMPANY REGD V/R MTN 3.52600000                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     12380000 | PA      | $12299517.62   | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/28                | WELLS FARGO & COMPANY REGD V/R MTN 4.80800000                                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $20223945.00   | 0.05%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/33                | WELLS FARGO & COMPANY REGD V/R MTN 4.89700000                                                       | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7979000 | PA      | $8103112.07    | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34                | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                           | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4494000 | PA      | $4675702.04    | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29                | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                       | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3650000 | PA      | $3780950.54    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/35                | WELLS FARGO & COMPANY REGD V/R 5.49900000                                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2565000 | PA      | $2676244.51    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7710000 | PA      | $7869586.44    | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 4.99631800                                                       | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     18600000 | PA      | $18702239.18   | 0.04%             | 2028-04-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 12/03/35                | WELLS FARGO & COMPANY REGD V/R 5.21100000                                                           | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3725000 | PA      | $3805202.90    | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/31                | WELLS FARGO & COMPANY REGD V/R 5.24400000                                                           | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     26765000 | PA      | $27715690.92   | 0.06%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/28                | WELLS FARGO & COMPANY REGD V/R MTN SER W 4.90000000                                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15126275.40   | 0.03%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/36                | WELLS FARGO & COMPANY REGD V/R 5.60500000                                                           | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20250000 | PA      | $21224263.34   | 0.05%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/31                | WELLS FARGO & COMPANY REGD V/R 5.15000000                                                           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1274770.87    | 0.00%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 09/15/36                | WELLS FARGO & COMPANY REGD V/R 4.89200000                                                           | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8470000 | PA      | $8443548.19    | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| WFCM 2020-C55 2.725% 12/15/30                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 SER 2020-C55 CL A5 REGD 2.72500000                   | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $4873198.20    | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL 4.75% 02/15/26                | WESTERN DIGITAL CORP REGD 4.75000000                                                                | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      1870000 | PA      | $1871430.55    | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL 2.85% 02/01/29                | WESTERN DIGITAL CORP REGD 2.85000000                                                                | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      4080000 | PA      | $3904928.02    | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WEFUN 2025-1 C 5.34% 01/16/29                 | WESTERN FUNDING AUTO LOAN TRUST 2025-1 SER 2025-1 CL C REGD 144A P/P 5.34000000                     | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2126628.21    | 0.00%             | 2035-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.45% 04/01/44                | WESTERN MIDSTREAM OPERAT REGD 5.45000000                                                            | CUSIP: 958254AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1144288.73    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.3% 03/01/48                | WESTERN MIDSTREAM OPERAT REGD 5.30000000                                                            | CUSIP: 958254AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5089000 | PA      | $4387912.80    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.5% 08/15/48                | WESTERN MIDSTREAM OPERAT REGD 5.50000000                                                            | CUSIP: 958254AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       940000 | PA      | $826924.31     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.25% 02/01/50                | WESTERN MIDSTREAM OPERAT REGD 5.25000000                                                            | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2011717.85    | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30                | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                            | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1738932.28    | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.15% 04/01/33                | WESTERN MIDSTREAM OPERAT REGD 6.15000000                                                            | CUSIP: 958667AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13915000 | PA      | $14734103.27   | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.35% 01/15/29                | WESTERN MIDSTREAM OPERAT REGD 6.35000000                                                            | CUSIP: 958667AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7405000 | PA      | $7792570.22    | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.5% 12/15/35                | WESTERN MIDSTREAM OPERAT REGD 5.50000000                                                            | CUSIP: 958667AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5378000 | PA      | $5349400.93    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-2A  7.01% 11/15/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.01000000              | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5285000 | PA      | $5410332.19    | 0.01%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-4A  7.19% 11/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.19000000              | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9020000 | PA      | $9325492.07    | 0.02%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-3A  6.47% 03/15/29                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 6.47000000              | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5675000 | PA      | $5803445.68    | 0.01%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-2A 4.642% 07/15/26                 | WESTLAKE AUTOMOBILE___________  RECEIVABLES TRUST 2025-2 SER 2025-2A CL A1 REGD 144A P/P 4.64200000 | CUSIP: 96041KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6524694 | PA      | $6526947.84    | 0.01%             | 2026-07-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-1A  6.79% 02/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.79000000              | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2480000 | PA      | $2536540.03    | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A  5.91% 04/15/30                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 5.91000000              | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400000 | PA      | $2450632.08    | 0.01%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  4.82% 09/15/27                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2A REGD 144A P/P 4.82000000            | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5595960 | PA      | $5602985.01    | 0.01%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  4.71% 04/17/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL A3 REGD 144A P/P 4.71000000             | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6600000 | PA      | $6621144.42    | 0.01%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  5.21% 04/15/30                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 144A P/P 5.21000000              | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6605000 | PA      | $6686924.46    | 0.01%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-1A  5.54% 01/15/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.54000000              | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3554037.55    | 0.01%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 04/15/30                   | WEYERHAEUSER CO REGD 4.00000000                                                                     | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      9630000 | PA      | $9497824.11    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFLF 2024-3A A1 4.8% 05/18/28                 | WHEELS FLEET LEASE FUNDING 1 LLC SER 2024-3A CL A1 REGD 144A P/P 4.80000000                         | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |      2715250 | PA      | $2743893.31    | 0.01%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELIN 5.7% 09/30/31                | WHISTLER PIPELINE LLC REGD 144A P/P 5.70000000                                                      | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      3640000 | PA      | $3777609.18    | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELI 5.95% 09/30/34                | WHISTLER PIPELINE LLC REGD 144A P/P 5.95000000                                                      | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      4065000 | PA      | $4203513.70    | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.35% 05/15/33                | WILLIS NORTH AMERICA INC REGD 5.35000000                                                            | CUSIP: 970648AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2890000 | PA      | $2980331.81    | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.15% 03/15/36                | WILLIS NORTH AMERICA INC REGD 5.15000000                                                            | CUSIP: 970648AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3532000 | PA      | $3532289.52    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTF 2021-A  3.104% 05/15/29                 | WILLIS ENGINE STRUCTURED TRUST VI SER 2021-A CL A REGD 144A P/P 3.10400000                          | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2014903 | PA      | $1903709.11    | 0.00%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTF 2023-A A 8% 10/15/29                    | WILLIS ENGINE STRUCTURED TRUST VII SER 2023-A CL A REGD 144A P/P 8.00000000                         | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6906090 | PA      | $7099662.75    | 0.02%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WSTOP 2024-1A 5.858% 12/05/31                 | WINGSTOP FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 5.85800000                                     | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4935000 | PA      | $5070658.71    | 0.01%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWE 5.375% 03/30/34                | WISCONSIN POWER & LIGHT REGD 5.37500000                                                             | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4610000 | PA      | $4752571.03    | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO S 5% 04/01/32                | WOM CHILE HOLDCO SPA REGD P/P CONVERTIBLE 5.00000000                                                | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       779166 | PA      | $714093.88     | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE 5.1% 09/12/34                | WOODSIDE FINANCE LTD REGD 5.10000000                                                                | CUSIP: 980236AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      4000000 | PA      | $3951996.92    | 0.01%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WFNMT 2024-A A 5.47% 04/15/27                 | WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST SER 2024-A CL A REGD 5.47000000                    | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10900000 | PA      | $11115188.89   | 0.02%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WOART 2022-D A 5.61% 02/15/28                 | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D SER 2022-D CL A3 REGD 5.61000000                           | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       336806 | PA      | $338160.50     | 0.00%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LL 7.75% 10/15/30                | WULF COMPUTE LLC REGD 144A P/P 7.75000000                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       239000 | PA      | $246229.37     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                       | XBP GLOBAL HOLDINGS INC 0.00000000                                                                  | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |         1688 | NS      | $11495.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YEOMAN CAP S A                                | YEOMAN CAP S A 0.00000000                                                                           | CUSIP: 985923101<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       397308 | NS      | $2781156.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM  BRANDS INC 4.75% 01/15/30                | YUM  BRANDS INC REGD 144A P/P 4.75000000                                                            | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       750000 | PA      | $750596.25     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM  BRANDS IN 3.625% 03/15/31                | YUM  BRANDS INC REGD 3.62500000                                                                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       194000 | PA      | $183512.67     | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM  BRANDS IN 4.625% 01/31/32                | YUM  BRANDS INC REGD 4.62500000                                                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       187000 | PA      | $183258.90     | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL 6.875% 04/14/28                 | ZF NA CAPITAL REGD 144A P/P 6.87500000                                                              | CUSIP: 98877DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       240000 | PA      | $244897.31     | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL 6.75% 04/23/30                  | ZF NA CAPITAL REGD 144A P/P 6.75000000                                                              | CUSIP: 98877DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5065000 | PA      | $5005088.60    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL 6.875% 04/23/32                 | ZF NA CAPITAL REGD 144A P/P 6.87500000                                                              | CUSIP: 98877DAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7660000 | PA      | $7490984.40    | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLD 9.25% 03/09/30                | ZAYO GROUP HOLDINGS INC REGD P/P 9.25000000                                                         | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       875411 | PA      | $831640.45     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGI 6.5% 06/01/32                | ZEBRA TECHNOLOGIES CORP REGD 144A P/P 6.50000000                                                    | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |       230000 | PA      | $237756.52     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 7.65% 04/21/25/               | REPUBLIC OF VENEZUELA REGD/ 7.65000000                                                              | CUSIP: P97497TZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       534000 | PA      | $149520.00     | 0.00%             | 2026-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 6% 12/09/20/               | REPUBLIC OF VENEZUELA REGD 0.00000000                                                               | CUSIP: P97475AG5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |        30000 | PA      | $7875.00       | 0.00%             | 2049-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENE KI 5.106% 03/15/34/GBP/                | GREENE KING FINANCE PLC /GBP/ REGD SER A4 5.10600000                                                | CUSIP: G4158GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       323690 | PA      | $433443.71     | 0.00%             | 2034-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NGATE 2006- V/R 12/01/50 /GBP/                | NEWGATE FUNDING PLC SER 2006-2 CL A3A V/R REGD REG S /GBP/ 4.27543000                               | CUSIP: G64849AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      2513933 | PA      | $3380570.79    | 0.01%             | 2050-12-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GRIF 1 A V/R 08/28/39 /EUR/                   | GRIFONAS FINANCE NO 1 PLC SER 1 CL A V/R REGD REG S /EUR/ 2.34400000                                | CUSIP: G4180AAA2<br>LEI: 2138001BQMIKJQ4HNR60 | Long             | ABS-CBDO         | CORP              | GB        |      1494337 | PA      | $1727049.15    | 0.00%             | 2039-08-28      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLE V/R 12/15/30                | MITCHELLS & BUTLERS FINA REGD V/R SER A3N 4.48281000                                                | CUSIP: G6160KAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3588046 | PA      | $3427456.04    | 0.01%             | 2030-12-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| MANSD 2007- V/R 04/15/47 /GBP/                | MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL A2 V/R REGD REG S /GBP/ 4.28237000                      | CUSIP: G5807QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      2027903 | PA      | $2716733.46    | 0.01%             | 2047-04-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| MANSD 2007- V/R 04/15/49 /GBP/                | MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL M1 V/R REGD REG S /GBP/ 4.40237000                      | CUSIP: G5807QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      3221750 | PA      | $4188689.83    | 0.01%             | 2049-04-15      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VEN 5.5% 04/12/37 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 5.50000000                                                            | CUSIP: P7807HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      2500000 | PA      | $578750.00     | 0.00%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UROPA 2007- V/R 10/10/40 /EUR/                | UROPA SECURITIES PLC SER 2007-1 CL A3B V/R REGD REG S /EUR/ 2.21900000                              | CUSIP: G92958AA8<br>LEI: 213800IVU1GPPZBQ4446 | Long             | ABS-CBDO         | CORP              | GB        |       567188 | PA      | $663345.62     | 0.00%             | 2040-10-10      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 6.9% 08/12/37/PEN/                | REPUBLIC OF PERU /PEN/ REGD P/P 6.90000000                                                          | CUSIP: 715638AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       340000 | PA      | $105667.96     | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ESAIL 2007- V/R 09/13/45 /GBP/                | EUROSAIL-UK 2007-5NP PLC SER 2007-5X CL A1A V/R REGD REG S /GBP/ 4.87721000                         | CUSIP: G3299ZAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      4405548 | PA      | $5691175.09    | 0.01%             | 2045-09-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ESAIL 2007- V/R 09/13/45 /GBP/                | EUROSAIL-UK 2007-6NC PLC SER 2007-6NCX CL A3A V/R REGD REG S /GBP/ 4.78002000                       | CUSIP: G329A0AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |        68538 | PA      | $91642.04      | 0.00%             | 2045-09-13      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENE 7% 3/31/38/OFAC FAIL/        | REPUBLIC OF VENEZUELA REGD/OFAC FAIL/ 0.00000000                                                    | CUSIP: P97475AJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       187000 | PA      | $54697.50      | 0.00%             | 2038-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LGATE 2008- V/R 01/01/61 /GBP/                | LUDGATE FUNDING PLC SER 2008-W1X CL A1 V/R REGD REG S /GBP/ 4.70543000                              | CUSIP: G571A3BB0<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-CBDO         | CORP              | GB        |       220608 | PA      | $295040.55     | 0.00%             | 2061-01-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 9% 05/07/23/               | REPUBLIC OF VENEZUELA REGD REG S/ 0.00000000                                                        | CUSIP: P17625AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       110000 | PA      | $30800.00      | 0.00%             | 2049-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 9.25% 05/07/28/               | REPUBLIC OF VENEZUELA REGD REG S/ 9.25000000                                                        | CUSIP: P17625AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       420000 | PA      | $132300.00     | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BAA F 6.45% 12/10/31/GBP/                     | BAA FUNDING LTD /GBP/_________  REGD REG S EMTN 6.45000000                                          | CUSIP: G4R1K3AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3420000 | PA      | $4953520.37    | 0.01%             | 2031-12-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.95% 08/12/31/PEN/                | REPUBLIC OF PERU /PEN/ REGD REG S 6.95000000                                                        | CUSIP: 715638BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     64395000 | PA      | $21289386.27   | 0.05%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 11/18/38/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                                 | CUSIP: P6625CAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    586900000 | PA      | $30544221.74   | 0.07%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 7.75% 04/13/20/                | REPUBLIC OF VE 7.75% 04/13/20 7.75000000                                                            | CUSIP: P97475AN0<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       100000 | PA      | $26500.00      | 0.00%             | 2099-10-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 05/31/29/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                                 | CUSIP: P9767G6N6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     43200000 | PA      | $2418984.09    | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 8.25% 10/13/24/               | REPUBLIC OF VENEZUELA REGD/ 8.25000000                                                              | CUSIP: P97475AP5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      7294000 | PA      | $2042320.00    | 0.00%             | 2026-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.95% 08/12/31/PEN/                | REPUBLIC OF PERU /PEN/ REGD P/P 6.95000000                                                          | CUSIP: 715638BD3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     26220000 | PA      | $8668494.57    | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 6.95% 08/12/31/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.95000000                                                            | CUSIP: P87324BH4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      4154000 | PA      | $1373338.16    | 0.00%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 11.95% 08/05/31                | REPUBLIC OF VENEZUELA REGD REG S 0.00000000                                                         | CUSIP: P17625AD9<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      3200000 | PA      | $1040000.00    | 0.00%             | 2031-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 11.75% 10/21/26                | REPUBLIC OF VENEZUELA REGD 0.00000000                                                               | CUSIP: P17625AE7<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       120000 | PA      | $39000.00      | 0.00%             | 2026-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 9% 11/17/21 /              | PETROLEOS DE VENEZUELA S REGD 9.00000000                                                            | CUSIP: P7807HAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |       200000 | PA      | $50700.00      | 0.00%             | 2026-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY S/UP 04/02/32                  | MORGAN STANLEY REGD S/UP REG S P/P EMTN 0.00000000                                                  | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14800000 | PA      | $10844569.46   | 0.02%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SBERBANK (SB C 5.125% 10/29/22/OFAC FAIL/     | SBERBANK (SB CAP SA REGD REG S/OFAC FAIL/ 5.12500000                                                | CUSIP: L8084DAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1300000 | PA      | $65000.00      | 0.00%             | 2049-10-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 7% 02/28/31/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER R213 7.00000000                                             | CUSIP: S69124NF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    657000000 | PA      | $38726123.49   | 0.09%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERA 5.875% 09/16/43                | RUSSIAN FEDERATION REGD 5.87500000                                                                  | CUSIP: X74359AC8<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      2600000 | PA      | $1785492.70    | 0.00%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GO 2.75% 12/22/26/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/D 2.75000000                                              | CUSIP: X3R52SBX1<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   3593160000 | PA      | $10656986.80   | 0.02%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JS 4.375% 09/26/27                | QAZAQGAZ NC JSC REGD REG S 4.37500000                                                               | CUSIP: Y4S6FLAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |       600000 | PA      | $598067.12     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 4% 11/30/28/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000                                                        | CUSIP: P4R07XQE9<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |      5459763 | PA      | $301653.59     | 0.00%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 5.25% 06/23/47                | RUSSIAN FEDERATION REGD REG S 5.25000000                                                            | CUSIP: X5424XBQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      4000000 | PA      | $2497030.20    | 0.01%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CA 4.95% 03/23/27                | GAZPROM (GAZ CAPITAL SA) REGD REG S 4.95000000                                                      | CUSIP: L4191BCA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     20900000 | PA      | $17242500.00   | 0.04%             | 2027-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA O 8.5% 03/15/28/UYU/                | REPUBLICA ORIENT URUGUAY /UYU/ REGD REG S 8.50000000                                                | CUSIP: P80557BV5<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |    337165000 | PA      | $8779513.90    | 0.02%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGE 6.5% 11/28/27                | REPUBLIC OF NIGERIA REGD REG S EMTN 6.50000000                                                      | CUSIP: V342A3BX1<br>LEI: N/A                  | Long             | DBT              | USGA              | NG        |      4961000 | PA      | $5025066.35    | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 5.25% 06/23/47                | RUSSIAN FEDERATION REGD 144A P/P 5.25000000                                                         | CUSIP: X5424XBP2<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |       200000 | PA      | $124851.51     | 0.00%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 6.15% 08/12/32/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.15000000                                                            | CUSIP: P6S32DDY6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      5276000 | PA      | $1692942.02    | 0.00%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF 6.875% 12/05/27                | ISLAMIC REP OF PAKISTAN REGD REG S 6.87500000                                                       | CUSIP: Y2835JAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | PK        |      5763000 | PA      | $5803671.57    | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 8.5% 01/31/37/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2037 8.50000000                                             | CUSIP: S69124TY1<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    486000000 | PA      | $29065075.63   | 0.06%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NA 5.375% 04/24/30                | KAZMUNAYGAS NATIONAL CO REGD REG S EMTN 5.37500000                                                  | CUSIP: Y44709AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |      2346000 | PA      | $2395796.92    | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 5.94% 02/12/29/PEN/                | BONOS DE TESORERIA /PEN/ REGD 5.94000000                                                            | CUSIP: P6S32DET6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      9770000 | PA      | $3043734.16    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BONOS TESOR 4.7% 09/01/30/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 4.70000000                                                         | CUSIP: P9T38EAW8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |    880000000 | PA      | $975889.17     | 0.00%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HOLDINGS LTD /HKD/                | TIMES CHINA HOLDINGS LTD /HKD/ 0.00000000                                                           | CUSIP: G8904A100<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1936230 | NS      | $25503.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 8% 01/31/30/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000                                             | CUSIP: S69124VP7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    154100000 | PA      | $9496836.00    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 6% 11/15/26                | PETROLEOS DE VENEZUELA S REGD 6.00000000                                                            | CUSIP: P7807HAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      4600000 | PA      | $1092500.00    | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZ 5.375% 02/20/29                | REPUBLIC OF UZBEKISTAN REGD REG S EMTN 5.37500000                                                   | CUSIP: Y000WRAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |       285000 | PA      | $286059.21     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS G 6.45% 11/07/24                | CIFI HOLDINGS GROUP REGD 0.00000000                                                                 | CUSIP: G2140AAU1<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |       660000 | PA      | $58297.80      | 0.00%             | 2026-11-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 5.4% 08/12/34/PEN/                | REPUBLIC OF PERU /PEN/ REGD REG S 5.40000000                                                        | CUSIP: P78024AG4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    131780000 | PA      | $39045279.34   | 0.09%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATI 5.1% 03/28/35                | RUSSIAN FEDERATION REGD REG S 5.10000000                                                            | CUSIP: X5424XCG1<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |       200000 | PA      | $139913.83     | 0.00%             | 2035-03-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STICHTING AK  S/UP /PERP//EUR/                | STICHTING AK RABOBANK /EUR/ REGD S/UP /PERP/ SER * 6.50000000                                       | CUSIP: N22634XZ2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      3676300 | PA      | $4882383.76    | 0.01%             | 2170-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE  1.625% 07/17/29/EUR/                | WESTLAKE CORP /EUR/ REGD 1.62500000                                                                 | CUSIP: 960413AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2025000 | PA      | $2249789.36    | 0.01%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESO 10% 01/01/31/BRL/                | NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000                                            | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |     86213000 | PA      | $13816360.00   | 0.03%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NETFLIX I 4.625% 05/15/29/EUR/                | NETFLIX INC /EUR/ REGD 4.62500000                                                                   | CUSIP: U74079AS0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2850616.07    | 0.01%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC NAT 3.7% 09/24/29/AUD/                | PACIFIC NATIONAL FINANCE /AUD/ REGD MTN 3.70000000                                                  | CUSIP: Q72457AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     10410000 | PA      | $6389815.73    | 0.01%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA ZCP 07/30/26/EUR/                | WORLDLINE SA/FRANCE /EUR/ REGD ZCP REG S CONVERTIBLE 0.00000000                                     | CUSIP: F9867TAJ2<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      6569299 | PA      | $7519493.43    | 0.02%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROU 6% 07/16/25                | CIFI HOLDINGS GROUP REGD 0.00000000                                                                 | CUSIP: G2140AAV9<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |      1755000 | PA      | $175500.00     | 0.00%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAE 5.875% 03/30/31                | ENERGEAN ISRAEL FINANCE REGD 5.87500000                                                             | CUSIP: M4R2A7AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      6495000 | PA      | $6281988.29    | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAE 5.375% 03/30/28                | ENERGEAN ISRAEL FINANCE REGD 5.37500000                                                             | CUSIP: M4R2A7AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      4950000 | PA      | $4881962.25    | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATI 3.5% 04/14/33                | KAZMUNAYGAS NATIONAL CO REGD 3.50000000                                                             | CUSIP: Y44709AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |       351000 | PA      | $317078.32     | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 2% 12/09/49/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 2.00000000                                           | CUSIP: F4065QLG3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $4010584.75    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L MEDIAPRO 0% 08/14/29 /EUR/                | T/L MEDIAPRO (SUBCALIDORA 2    SARL)   REGD  /EUR/ 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      8100000 | PA      | $9519119.93    | 0.02%             | 2029-08-14      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.985% 07/13/33/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.98500000                                                          | CUSIP: N7163RAV5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      4100000 | PA      | $4199337.52    | 0.01%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP 2% 11/20/37/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 2.00000000                                                    | CUSIP: Q9194YLD4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     16650000 | PA      | $7609182.04    | 0.02%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH 1% 01/15/32/EUR/                | DIGITAL DUTCH FINCO BV /EUR/ REGD REG S 1.00000000                                                  | CUSIP: N2639BAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2684000 | PA      | $2697494.15    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS  7.75% 11/23/34/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000                                                 | CUSIP: P4R07XEY8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    275400000 | PA      | $14184227.91   | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AURIZON NET 6.1% 09/12/31/AUD/                | AURIZON NETWORK PTY LTD /AUD/ REGD REG S MTN 6.10000000                                             | CUSIP: Q0695RAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      4670000 | PA      | $3159127.23    | 0.01%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF 5.8% 09/30/27                | ARAB REPUBLIC OF EGYPT REGD 5.80000000                                                              | CUSIP: M1487WDM4<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |     10633000 | PA      | $10742947.03   | 0.02%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ  3% 06/29/27                | GAZPROM PJSC (GAZ FN) REGD REG S 3.00000000                                                         | CUSIP: G3768BAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $8050000.00    | 0.02%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATL GAS T 4.25% 04/05/30/EUR/                | NATL GAS TRANSMISSION /EUR/ REGD REG S EMTN 4.25000000                                              | CUSIP: G6374SAA4<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      7110000 | PA      | $8698064.99    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 3% 12/03/26/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 3.00000000                                                        | CUSIP: P4R07XU61<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |       346652 | PA      | $19202.66      | 0.00%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN ME 4.875% 07/15/28/GBP/                | VIRGIN MEDIA VENDOR FIN /GBP/ REGD 4.87500000                                                       | CUSIP: G9434YAA3<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |      8820000 | PA      | $11574421.86   | 0.03%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL SW 1.375% 10/07/30/EUR/                | GLOBAL SWITCH FINANCE /EUR/ REGD REG S EMTN 1.37500000                                              | CUSIP: N3582CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5130000 | PA      | $5638222.08    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TENNET NET 4.75% 10/28/42/EUR/                | TENNET NET BV /EUR/ REGD REG S EMTN 4.75000000                                                      | CUSIP: N85094UL7<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |      6285000 | PA      | $7908287.97    | 0.02%             | 2042-10-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PA 4.875% 03/17/31/EUR/                | GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000                                                           | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2813159.53    | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS 3% 03/27/33                | SINO-OCEAN GP HLDS LTD REGD 144A P/P MTN 3.00000000                                                 | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | CN        |      1576579 | PA      | $157657.90     | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLD ZCP 03/27/27                | SINO-OCEAN GP HLDS LTD REGD ZCP 144A P/P CONVERTIBLE 0.00000000                                     | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | CN        |      3896445 | PA      | $29223.34      | 0.00%             | 2027-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORI 8% 10/29/35/UYU/                | REPUBLICA ORIENT URUGUAY /UYU/ REGD 8.00000000                                                      | CUSIP: 760942BJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |    196708000 | PA      | $5186018.27    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTA 5.375% 05/29/27/EUR/                | UZBEKISTAN INTL BOND /EUR/ REGD 144A P/P 5.37500000                                                 | CUSIP: Y000WRAM0<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |     11060000 | PA      | $13285351.27   | 0.03%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO  4.85% 12/14/26                | LOGAN GROUP CO LTD REGD 0.00000000                                                                  | CUSIP: G5631SAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      2995000 | PA      | $282668.10     | 0.00%             | 2026-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.625% 03/01/29                | ROCKETMTGE CO-ISSUER INC REGD REG S 3.62500000                                                      | CUSIP: U7468CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4385000 | PA      | $4235285.58    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRON V/R /PERP//EUR/                | VEOLIA ENVIRONNEMENT SA /EUR/ REGD V/R /PERP/ REG S SER . 2.50000000                                | CUSIP: F9686QVU9<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1016566.27    | 0.00%             | 2174-04-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA  9.75% 07/20/33/UYU/                | REPUBLICA ORIENT URUGUAY /UYU/ REGD 9.75000000                                                      | CUSIP: 760942BF8<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |    335125000 | PA      | $9593387.53    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW  1.125% 10/08/30/EUR/                | HEATHROW FUNDING LTD /EUR/ REGD REG S EMTN 1.12500000                                               | CUSIP: G4R1K3AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1775000 | PA      | $1899191.01    | 0.00%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN 3.875% 10/22/30                | COUNTRY GARDEN HLDGS REGD 0.00000000                                                                | CUSIP: G24524BK8<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $28125.00      | 0.00%             | 2030-10-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF C 5% 09/19/32/EUR/                | REPUBLIC OF COLOMBIA /EUR/ REGD 5.00000000                                                          | CUSIP: P28714AT3<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      4900000 | PA      | $5512405.60    | 0.01%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  5.625% 02/19/36/EUR/                | REPUBLIC OF COLOMBIA /EUR/ REGD 5.62500000                                                          | CUSIP: P28714AS5<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      5800000 | PA      | $6380162.43    | 0.01%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUCI SECOND IN 4.375% 09/10/27                | SUCI SECOND INVEST CO REGD REG S 4.37500000                                                         | CUSIP: G85444AD2<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $6008140.62    | 0.01%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBE 3.7% 11/25/30                | REPUBLIC OF UZBEKISTAN REGD REG S EMTN 3.70000000                                                   | CUSIP: Y000WRAD0<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |      3005000 | PA      | $2791066.03    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 4% 08/24/34/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000                                                        | CUSIP: P4R07X5G7<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |      1819921 | PA      | $96511.65      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORER 6% 04/01/33/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 6.00000000                                                         | CUSIP: P3718SBL1<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |   1790000000 | PA      | $2100891.39    | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW  3.875% 01/16/36/EUR/                | HEATHROW FUNDING LTD /EUR/ REGD REG S EMTN 3.87500000                                               | CUSIP: G4R1K8AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       690000 | PA      | $799397.68     | 0.00%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE 4% 01/16/40/EUR/                      | E.ON SE /EUR/ REGD REG S EMTN 4.00000000                                                            | CUSIP: D2T8J8DT0<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      1280000 | PA      | $1492469.40    | 0.00%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AURIZON NET 2.9% 09/02/30/AUD/                | AURIZON NETWORK PTY LTD /AUD/ REGD REG S MTN 2.90000000                                             | CUSIP: Q0695RAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      2180000 | PA      | $1290224.26    | 0.00%             | 2030-09-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (G 2.95% 01/27/29                | GAZPROM PJSC (GAZ FN) REGD 144A P/P 2.95000000                                                      | CUSIP: G3768BAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     28600000 | PA      | $21021000.00   | 0.05%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 6% 05/16/24                | PETROLEOS DE VENEZUELA S REGD 6.00000000                                                            | CUSIP: P7807HAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      2312000 | PA      | $536384.00     | 0.00%             | 2026-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN H 3.3% 01/12/31                | COUNTRY GARDEN HLDGS REGD 0.00000000                                                                | CUSIP: G24524BM4<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      4895000 | PA      | $458906.25     | 0.00%             | 2031-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN H 2.7% 07/12/26                | COUNTRY GARDEN HLDGS REGD 0.00000000                                                                | CUSIP: G24524BN2<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |       500000 | PA      | $46875.00      | 0.00%             | 2026-07-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAK 6% 04/08/26                | ISLAMIC REP OF PAKISTAN REGD REG S EMTN 6.00000000                                                  | CUSIP: Y2835JAH1<br>LEI: N/A                  | Long             | DBT              | USGA              | PK        |      9438000 | PA      | $9414036.92    | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU 2.375% 03/31/34/GBP/                | DWR CYMRU FINANCING UK /GBP/ REGD REG S EMTN 2.37500000                                             | CUSIP: G2885RAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1945000 | PA      | $1990407.87    | 0.00%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBE 3.9% 10/19/31                | REPUBLIC OF UZBEKISTAN REGD REG S 3.90000000                                                        | CUSIP: Y000WRAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |      4869000 | PA      | $4497326.59    | 0.01%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOV 9.5% 10/21/26/HUF/                | HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/H 9.50000000                                              | CUSIP: X51627ZX2<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   2996300000 | PA      | $9386370.13    | 0.02%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE T 11% 08/22/29/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 11.00000000                                                   | CUSIP: P6S337KA2<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 119700800000 | PA      | $29931154.59   | 0.07%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IMPERIAL B 1.75% 03/18/33/EUR/                | IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 1.75000000                                           | CUSIP: N4R48AAA7<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      2114000 | PA      | $2152161.65    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU 3.75% 04/30/44/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.75000000                                            | CUSIP: F7686GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1410613.49    | 0.00%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS G 4.45% 08/17/26                | CIFI HOLDINGS GROUP REGD 0.00000000                                                                 | CUSIP: G2140ABA4<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |       300000 | PA      | $27375.00      | 0.00%             | 2026-08-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.125% 09/24/31/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.12500000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |     12100000 | PA      | $14542064.79   | 0.03%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUEZ 2.875% 05/24/34/EUR/                     | SUEZ /EUR/ REGD REG S EMTN 2.87500000                                                               | CUSIP: F9155XNG6<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $10014682.96   | 0.02%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 6.5% 11/26/38/EUR/                | REPUBLIC OF COLOMBIA /EUR/ REGD 6.50000000                                                          | CUSIP: P28714AV8<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      8100000 | PA      | $9199087.12    | 0.02%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 5.75% 11/26/34/EUR/                | REPUBLIC OF COLOMBIA /EUR/ REGD 5.75000000                                                          | CUSIP: P28714AW6<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      9200000 | PA      | $10470066.85   | 0.02%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 08/19/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 5Y 42.56000000                                           | CUSIP: M8T85TTS1<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      3500000 | PA      | $82603.33      | 0.00%             | 2026-08-19      | Variable      | 42.56%                | No            |                  2 | On Loan: No      |
| DYNO NOBEL  5.4% 11/08/32/AUD/                | DYNO NOBEL LTD /AUD/ REGD MTN 5.40000000                                                            | CUSIP: Q3311AAB3<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |      3780000 | PA      | $2462091.34    | 0.01%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TITULOS D 13.25% 02/09/33/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 13.25000000                                                   | CUSIP: P6S32JW71<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 104490700000 | PA      | $27761894.88   | 0.06%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| ROMANIA 7.125% 01/17/33                       | ROMANIA REGD REG S 7.12500000                                                                       | CUSIP: X7360WCQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      2580000 | PA      | $2804312.48    | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BONOS DE TE 7.3% 08/12/33/PEN/                | BONOS DE TESORERIA /PEN/ REGD 7.30000000                                                            | CUSIP: P6S32DFH1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     94500000 | PA      | $32047795.04   | 0.07%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EUROGRID  3.279% 09/05/31/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 3.27900000                                                      | CUSIP: D25727AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $2116946.11    | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.375% 01/30/34                       | ROMANIA REGD REG S 6.37500000                                                                       | CUSIP: X7360WCT7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     15134000 | PA      | $15764156.76   | 0.04%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.375% 03/22/31/EUR/                  | ROMANIA /EUR/ REGD 144A P/P MTN 5.37500000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |      9290000 | PA      | $11358603.73   | 0.03%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 5.125% 02/02/33                   | CODELCO INC REGD REG S 5.12500000                                                                   | CUSIP: P3143NBP8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      3000000 | PA      | $3014745.00    | 0.01%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SARTORIUS 4.875% 09/14/35/EUR/                | SARTORIUS FINANCE BV /EUR/ REGD REG S 4.87500000                                                    | CUSIP: N7750FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5200000 | PA      | $6457955.69    | 0.01%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 4.75% 02/20/37/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000                                                | CUSIP: Q6715QNE3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     33080000 | PA      | $20741004.98   | 0.05%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED UTI 3.75% 05/23/34/EUR/                | UNITED UTILITIES WAT FIN /EUR/ REGD REG S EMTN 3.75000000                                           | CUSIP: G929RZBK1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2526000 | PA      | $2954127.28    | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN- 4.75% 03/27/34/EUR/                | CBRE OPEN-ENDED FUNDS /EUR/ REGD REG S EMTN 4.75000000                                              | CUSIP: L1302WAC3<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      7480000 | PA      | $9153365.23    | 0.02%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TR 5% 07/21/37/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.00000000                                                      | CUSIP: Q7943QKS7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     33080000 | PA      | $20972581.56   | 0.05%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 7.5% 05/26/33/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.50000000                                                 | CUSIP: P4R07XU53<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     29200000 | PA      | $1508151.83    | 0.00%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOUR ZCP 07/01/26/BRL/                | LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000                                            | CUSIP: P8T60NLM1<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    891900000 | PA      | $152438713.94  | 0.34%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN  5.1% 02/25/29/EUR/                | UZBEKISTAN INTL BOND /EUR/ REGD REG S 5.10000000                                                    | CUSIP: Y000WRAQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |      4585000 | PA      | $5568249.11    | 0.01%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELIA GROU 3.875% 06/11/31/EUR/                | ELIA GROUP SA/NV /EUR/ REGD REG S 3.87500000                                                        | CUSIP: B3S09JAB7<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      2400000 | PA      | $2869680.31    | 0.01%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 5.25% 02/24/38/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 5.25000000                                                | CUSIP: Q6715QTG2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     17860000 | PA      | $11581208.80   | 0.03%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S 7.87500000                                       | CUSIP: N93695UE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4600000 | PA      | $6230230.25    | 0.01%             | 2174-09-06      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| DAVIDE CA 2.375% 01/17/29/EUR/                | DAVIDE CAMPARI-MILANO SP /EUR/ REGD REG S CONVERTIBLE 2.37500000                                    | CUSIP: N24565AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      4200000 | PA      | $4807384.88    | 0.01%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LA FRANCA 3.375% 11/21/33/EUR/                | LA FRANCAISE DES JEUX SA /EUR/ REGD REG S 3.37500000                                                | CUSIP: F55896AC2<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $7148144.57    | 0.02%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEATHROW FU 4.5% 07/11/33/EUR/                | HEATHROW FUNDING LTD /EUR/ REGD REG S EMTN 4.50000000                                               | CUSIP: G4R1K3BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1715000 | PA      | $2119962.36    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE 6.375% 11/18/34/GBP/                | YORKSHIRE WATER FINANCE /GBP/ REGD REG S EMTN 6.37500000                                            | CUSIP: G98590AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7658000 | PA      | $10671780.78   | 0.02%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE  4.25% 06/11/34/EUR/                | MOLNLYCKE HOLDING AB /EUR/ REGD REG S EMTN 4.25000000                                               | CUSIP: W5659GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1495000 | PA      | $1798711.88    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDICORP  10.1% 12/15/43/PEN/                | CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000                                                 | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     11700000 | PA      | $3759483.50    | 0.01%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| INTESA SANPAOL 6.625% 06/20/33                | INTESA SANPAOLO SPA REGD REG S 6.62500000                                                           | CUSIP: T5R13TNZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     20000000 | PA      | $22044463.00   | 0.05%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA 7.5% 05/01/30/EUR/                 | GRIFOLS SA /EUR/ REGD REG S P/P 7.50000000                                                          | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      4246000 | PA      | $5240926.52    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T/L EURO PARFUMS 0% 09/01/28                  | T/L EURO PARFUMS FZE REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370321 | PA      | $362914.74     | 0.00%             | 2028-09-01      | Variable      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| ROMANIA 6.25% 09/10/34/EUR/                   | ROMANIA /EUR/ REGD 144A P/P 6.25000000                                                              | CUSIP: X7360WDK5<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     27000000 | PA      | $33317233.57   | 0.07%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GATWICK F 3.625% 10/16/33/EUR/                | GATWICK FUNDING LIMITED /EUR/ REGD REG S EMTN 3.62500000                                            | CUSIP: G3899VAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      1100000 | PA      | $1278448.14    | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 4.75% 06/17/44/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.75000000                                           | CUSIP: F2893TBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $4198228.46    | 0.01%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE 36% 08/12/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 36.00000000                                               | CUSIP: M8T85VGT8<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |    858485000 | PA      | $20148792.96   | 0.05%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| AMCOR UK F 3.75% 02/20/33/EUR/                | AMCOR UK FINANCE PLC /EUR/ REGD 3.75000000                                                          | CUSIP: 0234EVAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5065000 | PA      | $5890131.51    | 0.01%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK  3.75% 07/18/35/EUR/                | BLACKROCK INC /EUR/ REGD 3.75000000                                                                 | CUSIP: 09290DAL5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     10040000 | PA      | $11929053.40   | 0.03%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY I 4.25% 07/23/32/EUR/                | WP CAREY INC /EUR/ REGD 4.25000000                                                                  | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      4105000 | PA      | $4950773.95    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE 37% 02/18/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 37.00000000                                               | CUSIP: M8T85VDM6<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |    911720000 | PA      | $21250890.26   | 0.05%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| DIGITAL D 3.875% 03/15/35/EUR/                | DIGITAL DUTCH FINCO BV /EUR/ REGD REG S 3.87500000                                                  | CUSIP: N2639EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1644000 | PA      | $1883474.41    | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TITULOS D 11.75% 01/24/35/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 11.75000000                                                   | CUSIP: P6S337RP2<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 113898000000 | PA      | $28034855.63   | 0.06%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLD ZCP 07/21/26                | SHIMAO GROUP HOLDINGS LT REGD ZCP 144A P/P CONVERTIBLE 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     19663939 | PA      | $550590.29     | 0.00%             | 2026-07-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESOR 5.8% 10/01/29/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 5.80000000                                                         | CUSIP: P3719CKX9<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |   4335000000 | PA      | $5016692.75    | 0.01%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED ME 4.625% 05/04/33/EUR/                | UNITED MEXICAN STATES /EUR/ REGD 4.62500000                                                         | CUSIP: P9767HGK9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      9300000 | PA      | $11142614.79   | 0.02%             | 2033-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG 4.2% 09/30/32                | TIMES CHINA HLDG LTD REGD 144A P/P 4.20000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CN        |      2802369 | PA      | $39794.68      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG L 4% 03/30/29                | TIMES CHINA HLDG LTD REGD 144A P/P 4.00000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CN        |       755681 | PA      | $11863.16      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG  ZCP 03/30/27                | TIMES CHINA HLDG LTD REGD ZCP 144A P/P CONVERTIBLE 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CN        |       689558 | PA      | $5934.74       | 0.00%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOUR ZCP 04/01/26/BRL/                | LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000                                            | CUSIP: P8T60NQH7<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    957400000 | PA      | $168998354.08  | 0.38%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDICORP C 9.7% 03/05/45/PEN/                | CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000                                             | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     13000000 | PA      | $4070839.90    | 0.01%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 05/17/28/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 42.56000000                                           | CUSIP: M8T85VFU6<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |    798500000 | PA      | $18575608.08   | 0.04%             | 2028-05-17      | Variable      | 42.56%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 09/06/28/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 41.72000000                                           | CUSIP: M8T85VHJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     51400000 | PA      | $1194527.28    | 0.00%             | 2028-09-06      | Variable      | 41.72%                | No            |                  2 | On Loan: No      |
| VOLKSWAGE 3.875% 11/19/31/EUR/                | VOLKSWAGEN FINANCIAL SER /EUR/ REGD REG S 3.87500000                                                | CUSIP: D9452YAD7<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      7100000 | PA      | $8411085.49    | 0.02%             | 2031-11-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX E 3.625% 11/22/34/EUR/                | EQUINIX EU 2 FINANCING C /EUR/ REGD 3.62500000                                                      | CUSIP: 29390XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7300000 | PA      | $8293890.45    | 0.02%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 5.108% 06/13/29/AUD/                | VOLKSWAGEN FIN SERV AUST /AUD/ REGD MTN 5.10800000                                                  | CUSIP: Q94829SW1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5300000 | PA      | $3492848.99    | 0.01%             | 2029-06-13      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.75% 07/11/39/EUR/                   | ROMANIA /EUR/ REGD 144A P/P 6.75000000                                                              | CUSIP: X7360WDN9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     17400000 | PA      | $21346106.57   | 0.05%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.625% 05/07/45/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.62500000                                           | CUSIP: F2893TBV7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $7738905.05    | 0.02%             | 2045-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.875% 07/11/32/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.87500000                                                              | CUSIP: X7360WDM1<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     33800000 | PA      | $41465425.40   | 0.09%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.625% 05/16/36                       | ROMANIA REGD 6.62500000                                                                             | CUSIP: X73648AA9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     16666000 | PA      | $17367573.11   | 0.04%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 5.25% 08/13/38/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000                                                      | CUSIP: Q7944UJA8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     25565000 | PA      | $16401743.11   | 0.04%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 05/20/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 42.56000000                                           | CUSIP: M8T85TW32<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      4700000 | PA      | $110705.47     | 0.00%             | 2026-05-20      | Variable      | 42.56%                | No            |                  2 | On Loan: No      |
| ALPHABET IN 3.5% 11/06/38/EUR/                | ALPHABET INC /EUR/ REGD 3.50000000                                                                  | CUSIP: 02079KBE6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4070000 | PA      | $4623381.37    | 0.01%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TITULOS D 12.75% 11/28/40/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 12.75000000                                                   | CUSIP: P6S337JZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 120709900000 | PA      | $31891376.83   | 0.07%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| T/L HILTON GARDEN 0% 05/31/29                 | T/L HILTON GARDEN INN WAIKIKI  REGD 0.00000000                                                      | CUSIP: BYD3CW2A7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4548649 | PA      | $4532728.38    | 0.01%             | 2029-05-31      | Variable      | 7.17%                 | Yes           |                  3 | On Loan: No      |
| REPUBLIC OF S 9% 01/31/40/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2040 9.00000000                                             | CUSIP: S69124WH4<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |   1113810000 | PA      | $67357051.06   | 0.15%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  8.875% 02/28/35/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2035 8.87500000                                             | CUSIP: S69124WF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    883700000 | PA      | $55522888.08   | 0.12%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GREENE KI 4.064% 03/15/35/GBP/                | GREENE KING FINANCE PLC /GBP/ REGD REG S SER A6 4.06430000                                          | CUSIP: G415ACAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2492235 | PA      | $3188502.00    | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BONOS TESORER 5% 03/01/35/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 5.00000000                                                         | CUSIP: P9T38EAP3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |    420000000 | PA      | $463713.87     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USD 3.54000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -5490000 | PA      | $-5490000.00   | -0.01%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLL ISDA V/R 12/31/49                   | ASH COLLATERAL ISDA BOS VARIABLE 3.54000000                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |       -20000 | PA      | $-20000.00     | -0.00%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL ISDA V/R 12/31/49             | CASH COLLATERAL ISDA BPS USD 3.54000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -4800000 | PA      | $-4800000.00   | -0.01%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL CME FOB USD                   | CASH COLLATERAL CME FOB USD 3.54000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |       594000 | PA      | $594000.00     | 0.00%             | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL LCH GSC USD                   | CASH COLLATERAL LCH GSC USD 3.54000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |       145000 | PA      | $145000.00     | 0.00%             | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USD 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -8150000 | PA      | $-8150000.00   | -0.02%            | 2049-12-31      | Variable      | 0.00%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL ISDA JPM USD                  | CASH COLLATERAL ISDA JPM USD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -1463000 | PA      | $-1463000.00   | -0.00%            | 2049-12-31      | Variable      | 0.00%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL ISDA FBF                      | CASH COLLATERAL ISDA FBF 3.54000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -8088000 | PA      | $-8088000.00   | -0.02%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL ISDA MYC 3.54000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |      -298000 | PA      | $-298000.00    | -0.00%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL CME MZF USD                   | CASH COLLATERAL CME MZF USD REGD 3.54000000                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -1720000 | PA      | $-1720000.00   | -0.00%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL BOS USD                       | CASH COLLATERAL BOS USD 3.54000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -5420000 | PA      | $-5420000.00   | -0.01%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| LUXCO3 SHARES /EUR/                           | LUXCO3 SHARES /EUR/ 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        51547 | NS      | $907822.41     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                         | WINDSTREAM PARENT INC 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        11321 | NS      | $71424.19      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMSURG EQUITY                                 | AMSURG EQUITY 0.00000000                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        90873 | NS      | $4081106.43    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ELECTRICI 5.636% 08/28/35/AUD/                | ELECTRICITE DE FRANCE SA /AUD/ REGD MTN 5.63600000                                                  | CUSIP: F2893TCD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2590000 | PA      | $1679971.06    | 0.00%             | 2035-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AQUE 2024-8 V/R 01/15/39 /EUR/                | AQUEDUCT EUROPEAN CLO 8 DAC SER 2024-8A CL BR V/R REGD 144A P/P /EUR/ 4.11300000                    | CUSIP: G0442MAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4550000 | PA      | $5352277.19    | 0.01%             | 2039-01-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| ARESE 17A B V/R 01/15/40 /EUR/                | ARES EUROPEAN CLO XVII DAC SER 17A CL BR V/R REGD 144A P/P /EUR/ 4.01800000                         | CUSIP: G04583AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     12500000 | PA      | $14689999.89   | 0.03%             | 2040-01-15      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| FICLO 2023- V/R 10/15/39 /EUR/                | FIDELITY GRAND HARBOUR CLO 2023-2 DAC SER 2023-2A CL B1R V/R REGD 144A P/P /EUR/ 3.83960000         | CUSIP: G34415AM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     10035000 | PA      | $11731088.25   | 0.03%             | 2039-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| FLUTTER T 6.125% 06/04/31/GBP/                | FLUTTER TREASURY DAC /GBP/ REGD REG S 6.12500000                                                    | CUSIP: G35906AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3460000 | PA      | $4696506.52    | 0.01%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD V/R 09/15/26/EUR/                | KONA SPC LTD /EUR/ REGD V/R 144A P/P 5.71800000                                                     | CUSIP: G5312JAA1<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      1900000 | PA      | $2252727.56    | 0.01%             | 2026-09-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO  4.25% 07/12/25                | LOGAN GROUP CO LTD REGD REG S 0.00000000                                                            | CUSIP: G5631SAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      2205000 | PA      | $206718.75     | 0.00%             | 2026-07-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCAR TURK ENRG 7.23% 03/17/26                | SOCAR TURK ENRG FUNDING REGD REG S 7.23000000                                                       | CUSIP: G84641AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3400000 | PA      | $3397041.12    | 0.01%             | 2026-03-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| STRA 2024-1 V/R 06/20/60 /GBP/                | STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL A V/R REGD 144A P/P /GBP/ 4.87640000            | CUSIP: G85317AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     28905238 | PA      | $39051883.28   | 0.09%             | 2060-06-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| STRA 2024-1 V/R 06/20/60 /GBP/                | STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL B V/R REGD 144A P/P /GBP/ 5.47640000            | CUSIP: G85317AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     19600000 | PA      | $26436859.87   | 0.06%             | 2060-06-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| VFUND 1A A V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL A V/R REGD 144A P/P /GBP/ 4.97470000                                   | CUSIP: G931Z3AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     44284469 | PA      | $59686920.77   | 0.13%             | 2066-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| VFUND 1A B V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL B V/R REGD 144A P/P /GBP/ 5.47470000                                   | CUSIP: G931Z3AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      5135000 | PA      | $6933503.78    | 0.02%             | 2066-05-16      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VFUND 1A C V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL C V/R REGD 144A P/P /GBP/ 5.97470000                                   | CUSIP: G931Z3AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      5358000 | PA      | $7232275.42    | 0.02%             | 2066-05-16      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| VFUND 1A D V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL D V/R REGD 144A P/P /GBP/ 6.98697000                                   | CUSIP: G931Z3AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      2768000 | PA      | $3737255.71    | 0.01%             | 2066-05-16      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| VFUND 1A RC 0% 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL RC REGD 144A P/P /GBP/ 0.00000000                                      | CUSIP: G931Z3AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |         8642 | PA      | $286609.88     | 0.00%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VFUND 1A F V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL F V/R REGD 144A P/P /GBP/ 9.47470000                                   | CUSIP: G931Z3AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |       982000 | PA      | $1326119.80    | 0.00%             | 2066-05-16      | Variable      | 9.47%                 | No            |                  2 | On Loan: No      |
| VFUND 1A R 0% 02/16/29 /GBP/                  | VALLEY FUNDING PLC SER 1A CL R REGD 144A P/P /GBP/ 0.00000000                                       | CUSIP: G931Z3AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |       407070 | PA      | $520214.45     | 0.00%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VFUND 1A Z 0% 02/16/29 /GBP/                  | VALLEY FUNDING PLC SER 1A CL Z REGD 144A P/P /GBP/ 0.00000000                                       | CUSIP: G931Z3AH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      7993000 | PA      | $8960915.28    | 0.02%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VFUND 1A E V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL E V/R REGD 144A P/P /GBP/ 7.97470000                                   | CUSIP: G931Z3AK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      1786000 | PA      | $2412027.20    | 0.01%             | 2066-05-16      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| SES S A RTS 12/31/49                          | SES S A RIGHTS EXPIRE 12/31/49 0.00000000                                                           | CUSIP: L8176HAF7<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       159290 | NS      | $2402571.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L VISTRA OPERAT ZCP 12/20/30                | T/L VISTRA OPERATIONS CO LLC ZCP TERM LOAN 0.00000000                                               | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2781344 | PA      | $2794221.54    | 0.01%             | 2030-12-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| T/L LEALAND FINA 0% 12/30/27                  | T/L LEALAND FINANCE COMPANY    B V REGD 0.00000000                                                  | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       726135 | PA      | $557911.56     | 0.00%             | 2027-12-30      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| T/L LEALAND FINAN 0% 06/30/27                 | T/L LEALAND FINANCE COMPANY  B V REGD 0.00000000                                                    | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       148837 | PA      | $123534.49     | 0.00%             | 2027-06-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| T/L ADMI CORP 0% 12/23/27                     | T/L ADMI CORP_________________  (AKA ASPEN DENTAL) REGD 0.00000000                                  | CUSIP: 00709LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       698850 | PA      | $659539.65     | 0.00%             | 2027-12-23      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| T/L PERATON CORP 0% 02/01/2028                | T/L PERATON CORP REGD 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1972118 | PA      | $1827384.15    | 0.00%             | 2028-02-01      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| T/L CCRR PARE 0% 03/06/28                     | T/L CCRR PARENT INC REGD 0.00000000                                                                 | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       614955 | PA      | $164500.35     | 0.00%             | 2028-03-06      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| T/L ARCHES BUYER 0% 12/06/27                  | T/L ARCHES BUYER INC REGD 0.00000000                                                                | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       249056 | PA      | $249399.23     | 0.00%             | 2027-12-06      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| T/L KFC HOLDING 0% 03/15/2028                 | T/L KFC HOLDING CO AKA YUM BRANDS REGD 0.00000000                                                   | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1116408 | PA      | $1118150.09    | 0.00%             | 2028-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| T/L BW GAS & CONV 0% 3/31/28                  | T/L BW GAS & CONVENIENCE       HOLDINGS LLC REGD 0.00000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       498695 | PA      | $497033.87     | 0.00%             | 2028-03-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L FIRST BRANDS 0% 03/30/27                  | T/L FIRST BRANDS GROUP LLC     REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       391424 | PA      | $794.59        | 0.00%             | 2027-03-30      | Variable      | 10.99%                | No            |                  2 | On Loan: No      |
| T/L MAJORDRIVE 00.00% 06/01/28                | T/L MAJORDRIVE HOLDINGS IV LLC REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       477573 | PA      | $432203.61     | 0.00%             | 2028-06-01      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| T/L BCPE NORTH STA 0% 06/09/28                | T/L BCPE NORTH STAR US HOLDCO 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1526559 | PA      | $1518285.20    | 0.00%             | 2028-06-09      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 1/22/29                    | T/L ASURION LLC REGD 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       975596 | PA      | $956083.59     | 0.00%             | 2029-01-22      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| T/L PELICAN PRO 0% 12/29/28                   | T/L PELICAN PRODUCTS INC       REGD 0.00000000                                                      | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2473803 | PA      | $2229515.36    | 0.00%             | 2028-12-29      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| T/L CAST & CREW 0% 12/29/2028                 | T/L CAST & CREW PAYROLL LLC    REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1540280 | PA      | $900293.82     | 0.00%             | 2028-12-29      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| T/L ELEMENT MAT 0% 7/6/29                     | T/L ELEMENT MATERIALS          TECHNOLOGY GROUP US HOLDINGS   INC REGD 0.00000000                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297946 | PA      | $299808.64     | 0.00%             | 2029-07-06      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| T/L BARRACUDA NET 0%  08/15/29                | T/L BARRACUDA NETWORKS INC    REGD 0.00000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       711576 | PA      | $574377.15     | 0.00%             | 2029-08-15      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| T/L SYNIVERSE HOL 0% 05/10/29                 | T/L SYNIVERSE HOLDINGS INC     REGD 0.00000000                                                      | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       281502 | PA      | $270342.87     | 0.00%             | 2029-05-10      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| T/L MATIV HOLDINGS 0% 05/06/27                | T/L MATIV HOLDINGS INC REGD 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764235 | PA      | $748949.83     | 0.00%             | 2027-05-06      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK PRO 0% 08/20/27                | T/L HEALTHPEAK PROPERTIES      INC REGD 0.00000000                                                  | CUSIP: 42250UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3419352 | PA      | $3376610.52    | 0.01%             | 2027-08-20      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK PRO 0% 02/22/27                | T/L HEALTHPEAK PROPERTIES      INC REGD 0.00000000                                                  | CUSIP: 42250UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3419352 | PA      | $3376610.52    | 0.01%             | 2027-02-22      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| T/L INGENOVIS HEA ZCP 03/06/28                | T/L INGENOVIS HEALTH INC REGD ZCP TERM LOAN 0.00000000                                              | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1264918 | PA      | $335203.26     | 0.00%             | 2028-03-06      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FINAN 0% 10/31/27                  | T/L ALTICE FINANCING S.A. 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       634305 | PA      | $467349.88     | 0.00%             | 2027-10-31      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| T/L TWITTER INC 0.00% 10/27/29                | T/L TWITTER INC 0.00000000                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1460411 | PA      | $1433291.28    | 0.00%             | 2029-10-27      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| T/L SCUR-ALP 0% 03/29/30                      | T/L SCUR-ALPHA 1503 GMBH REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      7977298 | PA      | $7387536.12    | 0.02%             | 2030-03-29      | Variable      | 9.34%                 | No            |                  2 | On Loan: No      |
| T/L MH SUB I LLC 0% 05/03/28                  | T/L MH SUB I LLC MICRO HOLDING CORP REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1419887 | PA      | $1316945.36    | 0.00%             | 2028-05-03      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| T/L AVOLON TLB BOR 0% 06/08/28                | T/L AVOLON TLB BORROWER 1 (US) LLC REGD 0.00000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5566691 | PA      | $5596138.39    | 0.01%             | 2028-06-08      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| T/L US RENAL 0% 06/28/2028                    | T/L US RENAL REGD 0.00000000                                                                        | CUSIP: 90290PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       933769 | PA      | $876285.75     | 0.00%             | 2028-06-28      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| T/L SYNEOS HEALTH 0% 09/19/30                 | T/L SYNEOS HEALTH INC (AKA INC RESEARCH HOLDINGS INC) REGD 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       506866 | PA      | $507261.04     | 0.00%             | 2030-09-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T/L BAUSCH + LOMB 0% 09/29/28                 | T/L BAUSCH + LOMB CORPORATION  REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |       708531 | PA      | $708531.07     | 0.00%             | 2028-09-29      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| T/L FINASTRA USA 0% 09/13/2029                | T/L FINASTRA USA INC REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       693658 | PA      | $695392.00     | 0.00%             | 2029-09-13      | Variable      | 10.97%                | No            |                  2 | On Loan: No      |
| T/L ACTION ENVIRON 0% 10/24/30                | T/L ACTION ENVIRONMENTAL GROUP INC THE REGD 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       906182 | PA      | $906752.98     | 0.00%             | 2030-10-24      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T/L HILTON WORLDW ZCP 11/09/30                | T/L HILTON WORLDWIDE FINANCE REGD ZCP TERM LOAN 0.00000000                                          | CUSIP: 43289DAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6280462 | PA      | $6315883.49    | 0.01%             | 2030-11-08      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| T/L XEROX CORPORAT 0% 11/17/29                | T/L XEROX CORPORATION REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4099452 | PA      | $3494782.87    | 0.01%             | 2029-11-17      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 02/28/31                 | T/L TRANSDIGM INC ZCP REGD     TERM LOAN 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36284458 | PA      | $36407825.43   | 0.08%             | 2031-02-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| T/L AMSURG LLC 0% 07/20/26                    | T/L AMSURG LLC REGD 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2742255 | PA      | $2742254.96    | 0.01%             | 2026-07-20      | Variable      | 11.86%                | No            |                  3 | On Loan: No      |
| T/L AMSURG LLC 0.0% 11/03/2028                | T/L AMSURG LLC 2024 B 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      9861408 | PA      | $10157250.66   | 0.02%             | 2028-11-03      | Variable      | 11.86%                | No            |                  3 | On Loan: No      |
| T/L WEC US LTD 0% 01/17/31                    | T/L WEC US HOLDINGS LTD        TERM LOAN/ ZCP 0.00000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1162197 | PA      | $1163731.22    | 0.00%             | 2031-01-27      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| T/L ENSEMBLE RCM  ZCP 08/03/29                | T/L ENSEMBLE RCM LLC REGD ZCP TERM LOAN 0.00000000                                                  | CUSIP: 29359BAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       628305 | PA      | $631025.72     | 0.00%             | 2029-08-03      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| T/L CALPINE CORPOR 0% 12/16/27                | T/L CALPINE CORPORATION REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2222391 | PA      | $2221590.88    | 0.00%             | 2027-12-16      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| T/L CALPINE CORPO 0% 01/31/31                 | T/L CALPINE CORPORATION REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2946263 | PA      | $2945938.80    | 0.01%             | 2031-01-31      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| T/L POSEIDON 0% 03/13/30/EUR/                 | T/L POSEIDON BIDCO REGD /EUR/ 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     15000000 | PA      | $6056451.92    | 0.01%             | 2030-03-13      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| T/L STUBHUB HOLDC ZCP 03/15/30                | T/L STUBHUB HOLDCO SUB LLC REGD ZCP TERM LOAN 0.00000000                                            | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      1234839 | PA      | $1221971.49    | 0.00%             | 2030-03-15      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| T/L STATION CASINO 0% 03/14/31                | T/L STATION CASINOS LLC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       624548 | PA      | $626190.26     | 0.00%             | 2031-03-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| T/L DELIVERY HERO 0% 12/12/29                 | T/L DELIVERY HERO SE REGD 0.00000000                                                                | CUSIP: D2007ZAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3510278 | PA      | $3515402.53    | 0.01%             | 2029-12-12      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK OP ZCP 03/01/29                | T/L HEALTHPEAK OP LLC REGD ZCP TERM LOAN 0.00000000                                                 | CUSIP: 42250UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6900991 | PA      | $6780223.41    | 0.02%             | 2029-03-01      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| T/L ADVANTAGE SALE 0% 10/28/27                | T/L ADVANTAGE SALES &          MARKETING INC REGD TERM LOAN 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1431097 | PA      | $1184948.13    | 0.00%             | 2027-10-28      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| T/L UNITED NATURA ZCP 05/01/31                | T/L UNITED NATURAL FOODS INC REGD ZCP TERM LOAN 0.00000000                                          | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |      1282891 | PA      | $1288343.02    | 0.00%             | 2031-05-01      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| T/L TTF HOLDINGS 0% 07/18/31                  | T/L TTF HOLDINGS LLC REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2603764 | PA      | $2089520.66    | 0.00%             | 2031-07-18      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| T/L 1011778 B 0% 09/20/30                     | T/L 1011778 B.C. UNLIMITED     LIABILITY COMPANY REGD 0.00000000                                    | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1408577 | PA      | $1409013.41    | 0.00%             | 2030-09-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE  0% 07/01/31                    | T/L MODIVCARE  INC REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4626981 | PA      | $1758252.86    | 0.00%             | 2031-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L JAZZ PHARM 0% 05/05/28                    | T/L JAZZ PHARMACEUTICALS       PUBLIC LIMITED COMPANY         REGD /TERM LOAN 0.00000000            | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      1401778 | PA      | $1407034.33    | 0.00%             | 2028-05-05      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| T/L TRIPADVISOR 0% 07/08/31                   | T/L TRIPADVISOR  INC REGD 0.00000000                                                                | CUSIP: 89677NAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1109889 | PA      | $1066880.76    | 0.00%             | 2031-07-08      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| T/L RESEARCH NOW G 0% 07/15/28                | T/L RESEARCH NOW GROUP LLC     REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276861 | PA      | $274230.48     | 0.00%             | 2028-07-15      | Variable      | 9.14%                 | No            |                  2 | On Loan: No      |
| T/L PLANO HOLDCO 0% 10/02/31                  | T/L PLANO HOLDCO INC REGD ZCP/TERM LOAN 0.00000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       447750 | PA      | $433198.13     | 0.00%             | 2031-10-02      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| T/L SHOWTIME ACQ 0% 08/16/31                  | T/L SHOWTIME ACQUISITION LLC   0% 0.00000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1297219 | PA      | $1277760.94    | 0.00%             | 2031-08-16      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| T/L HDI AEROSPACE 0% 09/19/31                 | T/L HDI AEROSPACE INTERMEDIATE HOLDING III CORPORATION 0% 0.00000000                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1437775 | PA      | $1443166.66    | 0.00%             | 2031-09-19      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| T/L ALPHA GENERAT ZCP 09/30/31                | T/L ALPHA GENERATION LLC REGD ZCP TERM LOAN 0.00000000                                              | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |      2604345 | PA      | $2611116.23    | 0.01%             | 2031-09-30      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| T/L INVITATION HOM 0% 09/09/28                | T/L INVITATION HOMES OPERATING PARTNERSHIP LP 0% 0.00000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10003165 | PA      | $9978157.57    | 0.02%             | 2028-09-09      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| T/L DAVE & BUST 0% 11/01/2031                 | T/L DAVE & BUSTER'S INC        REGD 0.00000000                                                      | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1519281 | PA      | $1350731.84    | 0.00%             | 2031-11-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| T/L SUNBELT TRANS 0% 10/16/31                 | T/L SUNBELT TRANSFORMER        SUNBELT SOLOMON TLB 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1188000 | PA      | $1197658.44    | 0.00%             | 2031-10-16      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| T/L BALCAN INN 00.00% 10/18/31                | T/L BALCAN INNOVATIONS INC 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |       929188 | PA      | $724766.33     | 0.00%             | 2031-10-18      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| T/L CORNERSTONE 0% 10/28/31                   | T/L CORNERSTONE GENERATION     LLC  REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       570525 | PA      | $575009.64     | 0.00%             | 2031-10-28      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| T/L PROJECT ALPHA 0% 10/26/30                 | T/L PROJECT ALPHA INTERMEDIATE HOLDING INC REGD 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2913254 | PA      | $2906815.67    | 0.01%             | 2030-10-26      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T/L SOPHOS HOL 0% 03/05/27                    | T/L SOPHOS HOLDINGS LLC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2105935 | PA      | $2105597.57    | 0.00%             | 2027-03-05      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| T/L SABRE INC 0% 11/15/2029/                  | T/L SABRE INC REGD 0.00000000                                                                       | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       597125 | PA      | $525470.31     | 0.00%             | 2029-11-15      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| T/L CHARTER COMMU 0% 12/15/31                 | T/L CHARTER COMMUNICATIONS     OPERATING LLC REGD 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2586807 | PA      | $2588255.20    | 0.01%             | 2031-12-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| T/L GUGGENHEI 0% 11/26/31                     | T/L GUGGENHEIM PARTNERS        INVESTMENT MANAGEMENT HOLDINGS LLC REGD 0.00000000                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       637676 | PA      | $639748.38     | 0.00%             | 2031-11-26      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L RENAISSANCE 0.00% 04/05/30                | T/L RENAISSANCE HOLDING CORP 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3465654 | PA      | $3018654.21    | 0.01%             | 2030-04-05      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| T/L JANE STREET G ZCP 12/15/31                | T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000                                             | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      4450178 | PA      | $4425924.54    | 0.01%             | 2031-12-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| T/L AI AQUA MERGER 0% 07/31/28                | T/L AI AQUA MERGER SUB INC 0.00000000                                                               | CUSIP: 00132UAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       663528 | PA      | $664742.11     | 0.00%             | 2028-07-31      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| T/L MH SUB I 0% 12/31/31                      | T/L MH SUB I LLC   REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1865264 | PA      | $1591014.54    | 0.00%             | 2031-12-31      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| T/L FLUTTER FINA 0% 11/30/30/                 | T/L FLUTTER FINANCING B V      REGD 0.00000000                                                      | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1760079 | PA      | $1757139.87    | 0.00%             | 2030-11-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| TECHNIMARK HOLDING 0% 12/16/30                | TECHNIMARK HOLDINGS LLC 2024   TERM LOAN 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1840092 | PA      | $1822262.00    | 0.00%             | 2030-12-16      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| T/L ABG INTERM 00.00% 12/21/28                | T/L ABG INTERMEDIATE HOLDINGS  2 LLC 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1163576 | PA      | $1164308.70    | 0.00%             | 2028-12-21      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| T/L RED VENTURES 0% 03/03/30                  | T/L RED VENTURES LLC (NEW      IMAGITAS INC) 0.00000000                                             | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1443938 | PA      | $1383480.34    | 0.00%             | 2030-03-03      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| T/L PLANVIEW PARE 0% 12/17/27                 | T/L PLANVIEW PARENT INC REGD 0.00000000                                                             | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       792319 | PA      | $757900.70     | 0.00%             | 2027-12-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L MCAFEE CORP 0% 03/01/29                   | T/L MCAFEE CORP  REGD 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       299628 | PA      | $275565.06     | 0.00%             | 2029-03-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| T/L KELSO IND 0% 12/30/2029                   | T/L KELSO INDUSTRIES LLC REGD 0.00000000                                                            | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1348383 | PA      | $1345012.31    | 0.00%             | 2029-12-30      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| T/L FRONTIER COMM  0% 07/01/31                | T/L FRONTIER COMMUNICATIONS 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       677061 | PA      | $676004.77     | 0.00%             | 2031-07-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| T/L MERCURY AGGREG 0% 04/03/26                | T/L MERCURY AGGREGATOR L P     REGD 0.00000000                                                      | CUSIP: BCGCCQEW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1141591 | PA      | $62221.61      | 0.00%             | 2026-04-03      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| T/L MERCURY AGGREG 0% 04/03/26                | T/L MERCURY AGGREGATOR L P     REGD 0.00000000                                                      | CUSIP: BCGCELV04<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       614948 | PA      | $33517.31      | 0.00%             | 2026-04-03      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| T/L MODIVCARE INC 0% 01/09/26                 | T/L MODIVCARE INC.REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2398617 | PA      | $911474.49     | 0.00%             | 2030-01-09      | Variable      | 13.44%                | No            |                  2 | On Loan: No      |
| T/L BOOST NEWCO B ZCP 01/31/31                | T/L BOOST NEWCO BORROWER LLC REGD ZCP TERM LOAN 0.00000000                                          | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1423261 | PA      | $1424157.59    | 0.00%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L GENESYS    00.00% 01/30/32                | T/L GENESYS CLOUD SERVICES     HOLDINGS II  LLC 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       819741 | PA      | $817183.35     | 0.00%             | 2032-01-30      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| T/L AMWINS GROUP  ZCP 01/30/32                | T/L AMWINS GROUP INC REGD ZCP TERM LOAN 0.00000000                                                  | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1463892 | PA      | $1467551.65    | 0.00%             | 2032-01-30      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| T/L EOC BORROWER  ZCP 03/24/28                | T/L EOC BORROWER LLC REGD ZCP TERM LOAN 0.00000000                                                  | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       651895 | PA      | $651895.20     | 0.00%             | 2028-03-24      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| T/L BLACKHAWK NETW 0% 03/12/29                | T/L BLACKHAWK NETWORK          HOLDINGS INC REGD 0.00000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1393459 | PA      | $1398684.87    | 0.00%             | 2029-03-12      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T/L TRITON WATER 0% 03/31/2028                | T/L TRITON WATER HOLDINGS      REGD 0.00000000                                                      | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       313080 | PA      | $313838.03     | 0.00%             | 2028-03-31      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L DTI HOLDCO 00.00% 04/26/29                | T/L DTI HOLDCO INC. 0.00000000                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823233 | PA      | $1695934.72    | 0.00%             | 2029-04-26      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| T/L TWITTER INC 0% 02/14/30/                  | T/L TWITTER INC REGD 0.00000000                                                                     | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1291843 | PA      | $1286301.38    | 0.00%             | 2030-02-14      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| T/L DK CROWN HOL 0% 02/25/32                  | T/L DK CROWN HOLDINGS INC REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1493492 | PA      | $1493223.36    | 0.00%             | 2032-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| T/L IQVIA INC 00.00% 01/02/31                 | T/L IQVIA INC 0.00000000                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2096828 | PA      | $2108632.85    | 0.00%             | 2031-01-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| T/L BCPE EMPIRE    0% 12/11/30                | T/L BCPE EMPIRE HOLDINGS INC   FACILITY TERM LOAN B 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326947 | PA      | $322997.29     | 0.00%             | 2030-12-11      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| T/L OREGON TOOL 0% 10/15/29                   | T/L OREGON TOOL LUX LP REGD 0.00000000                                                              | CUSIP: L7266PAC9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |        57275 | PA      | $58205.30      | 0.00%             | 2029-10-15      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| T/L ASP BLADE HO 0% 10/15/29                  | T/L ASP BLADE HOLDINGS INC     REGD 0.00000000                                                      | CUSIP: L7266PAE5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1957837 | PA      | $1401811.03    | 0.00%             | 2029-10-15      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| T/L PEER HOLDING 0% 07/01/31                  | T/L PEER HOLDING III B V REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      2504369 | PA      | $2513234.44    | 0.01%             | 2031-07-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L MAGNITE INC 0% 02/06/31                   | T/L MAGNITE INC REGD 0.00000000                                                                     | CUSIP: 55955NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1640207 | PA      | $1634055.88    | 0.00%             | 2031-02-06      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| T/L POTOMAC ENERGY 0% 03/14/32                | T/L POTOMAC ENERGY CENTER LLC  REGD 0.00000000                                                      | CUSIP: 73767TAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       730663 | PA      | $736143.33     | 0.00%             | 2032-03-14      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| T/L REPUBLIC 0% 03/05/27/EUR/                 | T/L REPUBLIC OF PANAMA REGD    /EUR/ 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PA        |     28600000 | PA      | $33610719.76   | 0.08%             | 2027-03-05      | Variable      | 3.85%                 | No            |                  3 | On Loan: No      |
| T/L EAGLEVIEW 00.00% 08/14/28                 | T/L EAGLEVIEW TECHNOLOGY       CORPORTION 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2021591 | PA      | $1942000.55    | 0.00%             | 2028-08-14      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| T/L NAKED JUICE 0% 01/24/29                   | T/L NAKED JUICE LLC REGD 0.00000000                                                                 | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6703587 | PA      | $6655387.80    | 0.01%             | 2029-01-24      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| T/L NAKED JUICE 0.00% 01/24/29                | T/L NAKED JUICE LLC ZCP 0.00000000                                                                  | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1574393 | PA      | $1035163.70    | 0.00%             | 2029-01-24      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| T/L BAKED JUICE 0.00% 01/24/30                | T/L NAKED JUICE LLC ZCP 0.00000000                                                                  | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       347158 | PA      | $88237.15      | 0.00%             | 2030-01-24      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| T/L VOYAGER PARENT 0% 05/09/32                | T/L VOYAGER PARENT LLC         REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2334538 | PA      | $2333323.66    | 0.01%             | 2032-05-09      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| T/L ANTYLIA SCIENT 0% 05/14/32                | T/L ANTYLIA SCIENTIFIC REGD 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1132815 | PA      | $1122619.85    | 0.00%             | 2032-05-14      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| T/L SVF II FINCO 0% 04/25/29                  | T/L SVF II FINCO (CAYMAN) LP - SOFTBANK VISION FUND II B1     TRANCHE SOFR 0% 0.00000000            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |     20747932 | PA      | $20866195.20   | 0.05%             | 2029-04-25      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| T/L SVF II FINCO 0% 04/25/29                  | T/L SVF II FINCO (CAYMAN) LP - SOFTBANK VISION FUND II B2     TRANCHE SOFR 0% 0.00000000            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      2655165 | PA      | $2670299.60    | 0.01%             | 2029-04-25      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| T/L ENVALIOR 0% 04/01/30 /EUR/                | T/L ENVALIOR FINANCE GMBH REGD /EUR/ 0.00000000                                                     | CUSIP: D255LZAB1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      4100000 | PA      | $4681816.96    | 0.01%             | 2030-04-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| T/L CLEANOVA MI 0.00% 05/22/32                | T/L CLEANOVA MIDCO LIMITED 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       764412 | PA      | $764412.32     | 0.00%             | 2032-05-22      | Variable      | 8.48%                 | No            |                  2 | On Loan: No      |
| T/L FIRST EAGLE 0% 06/06/32                   | T/L FIRST EAGLE INVESTMENT     MANAGEMENT LLC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       751768 | PA      | $750188.82     | 0.00%             | 2032-06-06      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| T/L FIRST EAGLE 0% 06/06/32                   | T/L FIRST EAGLE INVESTMENT     MANAGEMENT LLC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       128351 | PA      | $128081.01     | 0.00%             | 2032-06-06      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L ALBION FIN 00.00% 05/30/31                | T/L ALBION FINANCING 3 SARL 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1492500 | PA      | $1499962.50    | 0.00%             | 2031-05-30      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| T/L KUEHG CORP 0% 06/12/30                    | T/L KUEHG CORP REGD 0.00000000                                                                      | CUSIP: 50118YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       730508 | PA      | $707555.50     | 0.00%             | 2030-06-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L LSF12 CROWN US 0% 12/02/31                | T/L LSF12 CROWN US COMMERCIAL  BIDCO LLC REGD 0.00000000                                            | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1024782 | PA      | $1030223.29    | 0.00%             | 2031-12-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| T/L BACH FINANCE 0% 01/09/32                  | T/L BACH FINANCE LIMITED 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      1103595 | PA      | $1106353.79    | 0.00%             | 2032-01-09      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| T/L C&S WHOLESALE 0% 08/06/30                 | T/L C&S WHOLESALE GROCERS INC. 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2389996 | PA      | $2330246.26    | 0.01%             | 2030-08-06      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| T/L ENTAIN HOLDING 0% 07/30/32                | T/L ENTAIN HOLDINGS            (GIBRALTAR) LIMITEDREGD TERM   LOAN 0.00000000                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GI        |      3404492 | PA      | $3375178.94    | 0.01%             | 2032-07-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L ABILENE DC 00.00% 06/09/28                | T/L ABILENE DC 7 LLC 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34124508 | PA      | $34124508.14   | 0.08%             | 2028-06-09      | Variable      | 2.28%                 | No            |                  3 | On Loan: No      |
| T/L ABILENE DC 00.00% 06/09/28                | T/L ABILENE DC 4 LLC 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33751542 | PA      | $33751542.11   | 0.08%             | 2028-06-09      | Variable      | 4.33%                 | No            |                  3 | On Loan: No      |
| T/L HEARTLAND 0% 08/07/32                     | T/L HEARTLAND DENTAL LLC       REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2163783 | PA      | $2171161.10    | 0.00%             | 2032-08-07      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| T/L ABILENE DC 00.00% 06/09/28                | T/L ABILENE DC 5 LLC 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33323950 | PA      | $33323949.74   | 0.07%             | 2028-06-09      | Variable      | 3.19%                 | No            |                  3 | On Loan: No      |
| T/L QUIDELORTHO CO 0% 08/13/32                | T/L QUIDELORTHO CORPORATION    REGD TERM LOAN 0.00000000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1967012 | PA      | $1964553.18    | 0.00%             | 2032-08-13      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM 0% 08/13/32                     | T/L TRANSDIGM INC  REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2176930 | PA      | $2185550.84    | 0.00%             | 2032-08-13      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE INC 0% 02/22/26                 | T/L MODIVCARE INC REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1122382 | PA      | $415281.34     | 0.00%             | 2026-02-22      | Variable      | 10.73%                | No            |                  2 | On Loan: No      |
| T/L MODIVCARE INC 0% 2/22/2026                | T/L MODIVCARE INC REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       598001 | PA      | $221260.37     | 0.00%             | 2026-02-22      | Variable      | 10.82%                | No            |                  2 | On Loan: No      |
| T/L SOUTH FIELD 0% 08/29/31                   | T/L SOUTH FIELD ENERGY LLC     REGD 0.00000000                                                      | CUSIP: 83783XAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       730513 | PA      | $735078.24     | 0.00%             | 2031-08-29      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L SOUTH FIELD 0% 08/29/31                   | T/L SOUTH FIELD ENERGY LLC     REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44023 | PA      | $44298.04      | 0.00%             | 2031-08-29      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 3/22/30                  | T/L TRANSDIGM INC 0.00000000                                                                        | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2541195 | PA      | $2548081.33    | 0.01%             | 2030-03-22      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| T/L TACALA INVES 0% 01/31/31                  | T/L TACALA INVESTMENT CORP.    REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2470270 | PA      | $2485264.50    | 0.01%             | 2031-01-31      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| T/L SKYMILES IP LT 0% 10/20/27                | T/L SKYMILES IP LTD REGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      2363774 | PA      | $2380320.14    | 0.01%             | 2027-10-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| T/L PEER HOLDING 0% 09/25/32                  | T/L PEER HOLDING III B.V. 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324377 | PA      | $2326306.33    | 0.01%             | 2032-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L CELSIUS HOLDI 0% 04/01/32                 | T/L CELSIUS HOLDINGS INC REGD 0.00000000                                                            | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       941939 | PA      | $947119.56     | 0.00%             | 2032-04-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L ZAYO GROUP HOL 0% 03/25/30                | T/L ZAYO GROUP HOLDINGS INC 0.00000000                                                              | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       979950 | PA      | $927375.47     | 0.00%             | 2030-03-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| T/L ZIGGO FINAN 0% 01/31/2033                 | T/L ZIGGO FINANCING            PARTNERSHIP REGD 0.00000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569188 | PA      | $1557418.82    | 0.00%             | 2033-01-31      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FRA 00.00% 05/31/31                | T/L ALTICE FRANCE S.A. 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |        76232 | PA      | $89427.61      | 0.00%             | 2031-05-31      | Variable      | 8.89%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FRA 0% 05/31/31                    | T/L ALTICE FRANCE S.A. REGD 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      6688895 | PA      | $6679129.65    | 0.01%             | 2031-05-31      | Variable      | 10.86%                | No            |                  2 | On Loan: No      |
| T/L FIRST BRAND 0.00% 06/29/26                | T/L FIRST BRANDS GROUP LLC 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       126632 | PA      | $1456.27       | 0.00%             | 2026-06-29      | Variable      | 10.84%                | No            |                  2 | On Loan: No      |
| T/L OPAL US LLC 0.00% 04/28/32                | T/L OPAL US LLC 0.00000000                                                                          | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1093153 | PA      | $1098957.89    | 0.00%             | 2032-04-28      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| T/L RAISING CANES 0% 10/25/32                 | T/L RAISING CANES RESTAURANTS  LLC REGD 0.00000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574556 | PA      | $1577516.63    | 0.00%             | 2032-10-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| T/L BRADYPLUS HO 0% 12/13/32                  | T/L BRADYPLUS HOLDINGS LLC     REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4392607 | PA      | $4341344.91    | 0.01%             | 2032-12-13      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| T/L SONARSOURCE 0.00% 12/31/49                | T/L SONARSOURCE FINANCING LLC  0% 0.00000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585207 | PA      | $1565391.75    | 0.00%             | 2049-12-31      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| T/L SABRE GLBL 0% 07/30/29                    | T/L SABRE GLBL INC REGD 0.00000000                                                                  | CUSIP: 78571YBM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        18993 | PA      | $16904.14      | 0.00%             | 2029-07-30      | Variable      | 10.07%                | No            |                  2 | On Loan: No      |
| DPF 2022-1  V/R 01/28/27 /EUR/                | DUTCH PROPERTY FINANCE 2022-1 BV SER 2022-1 CL A V/R REGD REG S /EUR/ 2.82200000                    | CUSIP: N2819YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |      7199534 | PA      | $8468236.17    | 0.02%             | 2059-10-28      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN 5.125% 05/07/29                | MONG DUONG FIN HLDGS BV REGD 5.12500000                                                             | CUSIP: N6000DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | VN        |            0 | PA      | $0.01          | 0.00%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 9% 05/07/23/               | REPUBLIC OF VENEZUELA REGD 9.00000000                                                               | CUSIP: P17625AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      7405000 | PA      | $2073400.00    | 0.00%             | 2049-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE C 3.875% 07/11/31                | CEMEX SAB DE CV REGD REG S 3.87500000                                                               | CUSIP: P2253TJR1<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     11915000 | PA      | $11409277.36   | 0.03%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 3.7% 10/07/33                | REPUBLIC OF GUATEMALA REGD REG S 3.70000000                                                         | CUSIP: P5015VAM8<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      2000000 | PA      | $1787000.00    | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 6.6% 06/13/36                | REPUBLIC OF GUATEMALA REGD REG S 6.60000000                                                         | CUSIP: P5015VAQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      1200000 | PA      | $1289400.00    | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUA 6.25% 08/15/36                | REPUBLIC OF GUATEMALA REGD REG S 6.25000000                                                         | CUSIP: P5015VAU0<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      8750000 | PA      | $9143750.00    | 0.02%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE V 5.375% 04/12/27                | PETROLEOS DE VENEZUELA S REGD 5.37500000                                                            | CUSIP: P7807HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      2052000 | PA      | $476064.00     | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VE 9.75% 05/17/35 /              | PETROLEOS DE VENEZUELA S REGD 0.00000000                                                            | CUSIP: P7807HAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |       830000 | PA      | $213725.00     | 0.00%             | 2035-05-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC /PFD/                   | WINDSTREAM PARENT INC         /PREFERRED/ 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |           72 | NS      | $72220.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTH AFRICA ZCP 04/22/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VSK0<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    241100000 | PA      | $14264874.41   | 0.03%             | 2026-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 05/06/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VSM6<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    121700000 | PA      | $7181791.56    | 0.02%             | 2026-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 05/13/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VSN4<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |     54600000 | PA      | $3217878.10    | 0.01%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 05/20/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VSP9<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    136500000 | PA      | $8034220.94    | 0.02%             | 2026-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 07/22/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VSY0<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    317100000 | PA      | $18445905.19   | 0.04%             | 2026-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 08/05/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VTA1<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    219700000 | PA      | $12746651.98   | 0.03%             | 2026-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 08/19/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VTC7<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    156300000 | PA      | $9044527.72    | 0.02%             | 2026-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 10/28/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VTN3<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |     21200000 | PA      | $1210491.17    | 0.00%             | 2026-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 11/04/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VTP8<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |      5100000 | PA      | $290805.02     | 0.00%             | 2026-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 11/18/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                            | CUSIP: S3242VTR4<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    272100000 | PA      | $15472795.62   | 0.03%             | 2026-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2026 JPM LONG                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $392.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US00206RHW51 01.000 SP 06/20/2026 GOLDUS33XXX FIXED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $10432.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2026 MSCSUS33XXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $3575.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZEB4 01.000 SP 12/20/2026 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $157110.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2026 CHASUS33XXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $1845.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2027 MSCSUS33XXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $3809.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 MSCSUS33XXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-672.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 GSILGB2XXXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-1419.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 06/20/2026 GOLDUS33XXX FIXED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $209670.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 CHASUS33XXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-298.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFC1 01.000 SP 12/20/2027 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $19747.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRZH6 05.000 SP 12/20/2027 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $51813.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 GSILGB2XXXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-2216.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 MSCSUS33XXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-2770.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 BNPAFRPPXXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-1662.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2028 MSCSUS33XXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $3810.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFD9 01.000 SP 06/20/2028 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $6040.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRZI4 05.000 SP 06/20/2028 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $107647.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US00206RHW51 01.000 SP 06/20/2028 GOLDUS33XXX FIXED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $18531.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFE7 01.000 SP 12/20/2028 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $19414.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2028 MSCSUS33XXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $14875.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2028 GSILGB2XXXX LONG                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $2704.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRZP8 05.000 BP 12/20/2028 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $37553.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFF4 01.000 SP 06/20/2029 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $2133.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFG2 01.000 SP 12/20/2029 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $469.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD3 05.000 SP 12/20/2029 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $2437023.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFH0 01.000 NA 06/20/2030 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-488.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD4 05.000 SP 06/20/2030 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $841810.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US097023CY98 01.000 SP 12/20/2030 GOLDUS33XXX FIXED                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $74324.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFI8 01.000 SP 12/20/2030 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-5209.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD5 05.000 SP 12/20/2030 GOLDUS33XXX FIXED                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $19973443.78   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CXT 2I667KMH8 05.000 SP 12/20/2030 BNPAFRPPXXX LONG                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $2452813.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CXT 2I667KMH8 05.000 SP 12/20/2030 BOFAUS6NGFX LONG                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $4740534.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CXT 2I667KMH8 05.000 SP 12/20/2030 CHASUS33XXX LONG                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $2311305.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS NA 04.750 SP 07/06/2026 DUB LONG                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $28086.14      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                           | CDS NA 04.850 SP 07/06/2026 DUB LONG                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $58092.34      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                           | IRS RER6MP00.50 06/17/50 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $5015300.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.83 12/09/52 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $23935381.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP02.75 06/21/53 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $22199281.17   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR01.50 06/17/50 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $37332963.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR01.25 12/16/50 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $24641811.56   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP02.25 03/12/50 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $1076797.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.25 12/20/53 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $19967001.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 06/20/54 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $10260344.57   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R10.3275PBZDIOVRA 01/04/27 GOLD FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-6460957.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.75PNF3F 06/19/29 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |            1 | NC      | $1159671.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 12/18/54 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $15202537.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.15 11/15/53 GOLD FLOAT                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $29517224.81   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.17 11/15/53 GOLD FLOAT                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $18147085.37   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.15 11/15/53 GOLD FLOAT                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $8481770.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.25 03/19/55 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $18113181.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.25 03/19/55 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $16098771.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.02PMXIB 12/17/29 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $204296.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.99PMXIB 12/18/29 GOLD FIXED                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $148068.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.13PMXIB 12/27/29 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $323780.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.15PMXIB 12/31/29 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $315594.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.00PJI3M 01/03/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $135618.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.00PJI3M 01/06/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $135502.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.01PJI3M 01/07/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $133004.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.03PJI3M 01/07/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $134944.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.05PJI3M 01/07/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $137127.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.05PJI3M 01/07/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $137612.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.06PJI3M 01/08/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $421121.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.08PJI3M 01/08/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $198625.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.20PJI3M 01/10/31 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $771250.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.10PMXIB 03/13/30 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $861056.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 09/17/55 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $8676189.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.75 09/17/35 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $546187.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.50PBW6M 06/18/35 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-402344.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.2914PBZDIOVRA 01/02/29 GOLD FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-120102.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.9271PBZDIOVRA 01/04/27 GOLD FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-183279.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R14.0087PBZDIOVRA 01/04/27 GOLD FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-91468.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.3537PBZDIOVRA 01/02/29 GOLD FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-115257.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.75 09/17/32 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-2007443.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P03.00RER6M 03/18/56 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $-469285.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.75PSO/N 09/17/30 GOLDUS33XXX FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $1080008.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP04.00 09/17/35 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-35007.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP04.50 09/17/55 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-6137.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 12/17/30 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-408736.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.75 12/17/32 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-912977.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 12/17/35 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $91389.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.97 11/15/53 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $1441391.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.08 11/15/53 GOLDUS33XXX FLOAT                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $1987587.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.2% 11/28/33                | INTESA SANPAOLO SPA REGD REG S 7.20000000                                                           | CUSIP: T5R13TXR6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1258348.74    | 0.00%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/10/33                | CVS PASS-THROUGH TRUST REGD 5.77300000                                                              | CUSIP: U15149AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1538825 | PA      | $1568915.87    | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE 9.75% 01/06/27                | RIO OIL FINANCE TRUST REGD REG S 9.75000000                                                         | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        53666 | PA      | $55222.80      | 0.00%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PAR WT EX 08/01/35                 | WINDSTREAM PARENT INC_________  WARRANTS EXP 08/01/35 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         2205 | NS      | $13899.44      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MVM ENERGETIKA Z 6.5% 03/13/31                | MVM ENERGETIKA ZRT REGD REG S 6.50000000                                                            | CUSIP: X5T03SAD9<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      1200000 | PA      | $1265112.52    | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO 6.875% 11/09/28                 | NPC UKRENERGO REGD REG S 0.00000000                                                                 | CUSIP: X6S5XWAA1<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |       400000 | PA      | $340282.54     | 0.00%             | 2028-11-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.75% 03/24/35                        | ROMANIA REGD REG S 5.75000000                                                                       | CUSIP: X7360WDA7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1926000 | PA      | $1908288.74    | 0.00%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERA 5.625% 04/04/42                | RUSSIAN FEDERATION REGD 5.62500000                                                                  | CUSIP: X74344DS2<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      1200000 | PA      | $834828.77     | 0.00%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Bridge Builder Trust

**Signature:** Aaron Masek

**Name of Signer:** Aaron Masek

**Title:** Principal Financial Officer