# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001410368-26-020013
**Filing Date:** 2026-2
**Character Count:** 214969
**Document Hash:** 1e122a81f11992f9beb66d37d812f95e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020013.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 26689802

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

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

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

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

## Series and Classes Contracts Data

### State Street(R) DoubleLine(R) Short Duration Total Return Tactical ETF (Series ID: S000052162)

| Class ID   | Class Name                                                             | Ticker Symbol   |
|:---|:---|:---|
| C000164160 | State Street(R) DoubleLine(R) Short Duration Total Return Tactical ETF | STOT            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

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

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

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

- **b. EDGAR series identifier (if any):** S000052162

- **c. LEI of Series:** 549300JKQUMR3G362R19

**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:** $337447037.01

**Total Liabilities:** $2327031.57

**Net Assets:** $335120005.44

**Delayed Delivery Securities:** $2204777.62

**Cash Not Reported:** $3004.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -630.93000000 | **1-Year:** -10606.63000000 | **5-Year:** -24221.26000000 | **10-Year:** -8688.45000000 | **30-Year:** -3759.54000000

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

- **3-Month:** -95.84000000 | **1-Year:** -1028.91000000 | **5-Year:** -4931.42000000 | **10-Year:** -1239.07000000 | **30-Year:** -99.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164160 | 0.37%                | 0.44%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $29150.19                | $-83181.40                                 |
| Month 2  | $130266.12               | $44912.77                                  |
| Month 3  | $13727.06                | $-180318.47                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A10 Securitization                              | A10 2025-FL6 Issuer LLC                                                        | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $439309.64    | 0.13%             | 2042-05-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                  | ACHV ABS TRUST 2024-2PL                                                        | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52189 | PA      | $52427.04     | 0.02%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                  | ACHV ABS TRUST 2024-2PL                                                        | CUSIP: 00092HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188441 | PA      | $189751.58    | 0.06%             | 2031-10-27      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                  | ACHV ABS Trust 2024-3AL                                                        | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201482 | PA      | $203014.52    | 0.06%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                       | Acrec 2025 Fl 3 LLC                                                            | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $209998.95    | 0.06%             | 2042-08-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                         | Corebridge Global Funding                                                      | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    391000 | PA      | $394413.43    | 0.12%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                | APi Group DE Inc 2025 Term Loan                                                | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |    135652 | PA      | $136315.51    | 0.04%             | 2029-01-03      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE10 Ltd                                                           | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $319525.54    | 0.10%             | 2029-12-17      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                     | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    241000 | PA      | $248251.69    | 0.07%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACREC 2021-FL1 Ltd.                             | ACREC 2021-FL1 Ltd                                                             | CUSIP: 00500RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     84499 | PA      | $84499.37     | 0.03%             | 2036-10-16      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                      | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    371000 | PA      | $384215.02    | 0.11%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                             | Affirm Master Trust                                                            | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201469.52    | 0.06%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                             | Affirm Master Trust                                                            | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201163.04    | 0.06%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                      | Affirm Asset Securitization Trust 2025-X1                                      | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142397 | PA      | $142658.71    | 0.04%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                        | Agree LP                                                                       | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    344000 | PA      | $321953.04    | 0.10%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                 | Aligned Data Centers Issuer LLC                                                | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $490802.87    | 0.15%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                 | Allegro CLO XV Ltd                                                             | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $998216.00    | 0.30%             | 2038-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                        | ALLISON TRANSMISSION INC 2025 INCREMENTAL TERM LOAN B                          | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |     85000 | PA      | $85549.10     | 0.03%             | 2032-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust              | Alternative Loan Trust 2006-41CB                                               | CUSIP: 02149CAC5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    222222 | PA      | $110163.02    | 0.03%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                | Altria Group Inc                                                               | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     98000 | PA      | $103403.72    | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                | Altria Group Inc                                                               | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    187000 | PA      | $188279.08    | 0.06%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                         | American Electric Power Co Inc                                                 | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    833000 | PA      | $858814.67    | 0.26%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                            | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1043790.08   | 0.31%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                           | American Homes 4 Rent LP                                                       | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    210000 | PA      | $210495.60    | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                            | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1237000 | PA      | $1263409.95   | 0.38%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                             | Elevance Health Inc                                                            | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    399000 | PA      | $411265.26    | 0.12%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC           | Prime Security Services Borrower LLC 2025 Incremental Term Loan B              | CUSIP: 03765VAQ3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    308446 | PA      | $308040.51    | 0.09%             | 2032-03-07      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                   | AppLovin Corp                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    383000 | PA      | $392843.10    | 0.12%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                         | Essential Utilities Inc                                                        | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9803.80      | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                            | ARAMARK SERVICES INC 2025 TERM LOAN                                            | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    114277 | PA      | $114812.51    | 0.03%             | 2030-06-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                         | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    141380 | PA      | $141384.97    | 0.04%             | 2037-01-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes       | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                         | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $449815.95    | 0.13%             | 2043-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage securities trust     | Arbor Multifamily Mortgage Securities Trust 2021-MF2                           | CUSIP: 03881VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139000 | PA      | $137422.07    | 0.04%             | 2054-06-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2023-CRE8 LLC                                                            | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    210710 | PA      | $210528.14    | 0.06%             | 2041-08-17      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2025-CRE11                                                               | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $380409.06    | 0.11%             | 2043-07-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                 | AREIT 2022-CRE6 Trust                                                          | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    214199 | PA      | $213766.58    | 0.06%             | 2037-01-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                           | Arrow Electronics Inc                                                          | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    487000 | PA      | $498098.73    | 0.15%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                          | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    422000 | PA      | $421911.38    | 0.13%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                           | Athene Global Funding                                                          | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    729000 | PA      | $735502.68    | 0.22%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                           | Atlassian Corp                                                                 | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303478.30    | 0.09%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust                  | Avant Credit Card Master Trust 2025-1                                          | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    627000 | PA      | $628604.46    | 0.19%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2025-REV1                                            | CUSIP: 05352BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $753596.09    | 0.22%             | 2034-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2025-REV1                                            | CUSIP: 05352BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250334.65    | 0.07%             | 2034-05-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                       | Avant Loans Funding Trust 2024-REV1                                            | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252985.78    | 0.08%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                             | Avery Dennison Corp                                                            | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60315.11     | 0.02%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                          | Aviation Capital Group LLC                                                     | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96521.91     | 0.03%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                          | Aviation Capital Group LLC                                                     | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    775000 | PA      | $775651.00    | 0.23%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    290000 | PA      | $302322.10    | 0.09%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                        | Avolon Holdings Funding Ltd                                                    | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    715000 | PA      | $734290.70    | 0.22%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2022-FL11 LLC                                                              | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    246890 | PA      | $246881.68    | 0.07%             | 2039-03-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                | BAT Capital Corp                                                               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23482.77     | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                            | BAT International Finance PLC                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    293000 | PA      | $307494.71    | 0.09%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC     | Barclays Commercial Mortgage Trust 2019-C3                                     | CUSIP: 05550MAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306339 | PA      | $303339.00    | 0.09%             | 2052-05-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2024-FL13 LLC                                                              | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $300746.10    | 0.09%             | 2039-09-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL15 LLC                                                              | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $450544.50    | 0.13%             | 2043-03-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC     | BBCMS Mortgage Trust 2025-5C38                                                 | CUSIP: 05556RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4860000 | PA      | $300398.06    | 0.09%             | 2058-11-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                         | BDS 2025-FL16 LLC                                                              | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340000 | PA      | $340103.97    | 0.10%             | 2043-07-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2021-FL1 Ltd                                                              | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    139061 | PA      | $138728.59    | 0.04%             | 2038-08-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                       | BPR Trust 2021-TY                                                              | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192000 | PA      | $191920.61    | 0.06%             | 2038-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                             | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229106 | PA      | $228159.66    | 0.07%             | 2030-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                              | BSPRT 2022-FL8 Issuer Ltd                                                      | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     43630 | PA      | $43632.88     | 0.01%             | 2037-02-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-VIEW                                                             | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269000 | PA      | $268674.06    | 0.08%             | 2036-06-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-LBA                                                              | CUSIP: 05609BBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300508 | PA      | $299901.44    | 0.09%             | 2036-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-21M                                          | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53851 | PA      | $53738.09     | 0.02%             | 2036-10-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                        | BXMT 2021-FL4 Ltd                                                              | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82481 | PA      | $82287.77     | 0.02%             | 2038-05-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-XL2                                          | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203122 | PA      | $202821.44    | 0.06%             | 2038-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-XL2                                          | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252000 | PA      | $251492.86    | 0.08%             | 2038-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX 2021-LBA3 Mortgage Trust                                                    | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $209291.70    | 0.06%             | 2036-10-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-ACNT                                         | CUSIP: 05609QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257453 | PA      | $256924.26    | 0.08%             | 2038-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-BXMF                                                             | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214868 | PA      | $214240.40    | 0.06%             | 2026-10-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-BXMF                                                             | CUSIP: 05609RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250679 | PA      | $250306.69    | 0.07%             | 2026-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-MF                                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199227 | PA      | $199227.20    | 0.06%             | 2039-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-XL5                                          | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316316 | PA      | $316148.85    | 0.09%             | 2041-03-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                        | BRSP 2024-FL2 Ltd                                                              | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    219000 | PA      | $218999.88    | 0.07%             | 2037-08-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-C11 Mortgage Trust                                                    | CUSIP: 05613XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2053097 | PA      | $156123.73    | 0.05%             | 2058-02-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                   | BLP Commercial Mortgage Trust 2024-IND2                                        | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214164 | PA      | $214140.29    | 0.06%             | 2041-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                | Bain Capital Credit CLO 2022-6 Ltd                                             | CUSIP: 05685LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500900.00    | 0.15%             | 2038-01-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2017-BNK6                                                                 | CUSIP: 060352AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826880 | PA      | $6719.96      | 0.00%             | 2060-07-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                           | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    211000 | PA      | $210603.32    | 0.06%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                           | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    626000 | PA      | $637581.00    | 0.19%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2023-5YR2                                                                | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421000 | PA      | $442559.84    | 0.13%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bank                                            | BANK 2020-BNK26                                                                | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1238919 | PA      | $46558.98     | 0.01%             | 2063-03-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2024-5YR10                                                               | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $200649.52    | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 2025-5YR18                                                               | CUSIP: 06604CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6870000 | PA      | $311272.83    | 0.09%             | 2058-12-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank5                                           | BANK5 Trust 2025-5YR13                                                         | CUSIP: 06650CAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7595511 | PA      | $297792.64    | 0.09%             | 2058-01-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                    | Barclays Mortgage Loan Trust 2025-NQM3                                         | CUSIP: 06745VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1816176 | PA      | $1829220.23   | 0.55%             | 2065-05-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC     | BBCMS Mortgage Trust 2025-C32                                                  | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2435771 | PA      | $195269.58    | 0.06%             | 2062-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC     | BBCMS Mortgage Trust 2025-5C34                                                 | CUSIP: 07337BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5298705 | PA      | $231120.03    | 0.07%             | 2058-05-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC     | BBCMS Mortgage Trust 2025-C35                                                  | CUSIP: 07337DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239935 | PA      | $241542.81    | 0.07%             | 2058-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2019-B15 Mortgage Trust                                              | CUSIP: 08160KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3781237 | PA      | $95460.21     | 0.03%             | 2072-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B6 Mortgage Trust                                               | CUSIP: 08162CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147191 | PA      | $146685.01    | 0.04%             | 2051-10-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2018-B1 Mortgage Trust                                               | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1414963 | PA      | $10877.50     | 0.00%             | 2051-01-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2019-B14 Mortgage Trust                                              | CUSIP: 08162YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273705 | PA      | $266159.38    | 0.08%             | 2062-12-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V18 Mortgage Trust                                              | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8226068 | PA      | $433288.13    | 0.13%             | 2058-10-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners CLO XXXII Ltd                                          | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.30%             | 2038-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                 | Benefit Street Partners CLO 46 Ltd                                             | CUSIP: 08186HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.60%             | 2039-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-V17 Mortgage Trust                                              | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4580000 | PA      | $282305.70    | 0.08%             | 2058-09-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2025-B41 Mortgage Trust                                              | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119392 | PA      | $119457.61    | 0.04%             | 2068-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                      | Biogen Inc                                                                     | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    634000 | PA      | $654224.60    | 0.20%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                | Black Hills Corp                                                               | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259880.40    | 0.08%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                          | Boardwalk Pipelines LP                                                         | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    203000 | PA      | $203720.65    | 0.06%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C12 Mortgage Trust                                                   | CUSIP: 09663VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7195476 | PA      | $425728.08    | 0.13%             | 2058-10-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                              | BMO 2025-5C13 Mortgage Trust                                                   | CUSIP: 09664JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10089000 | PA      | $515738.58    | 0.15%             | 2058-12-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO I Ltd                         | Bridge Street CLO V Ltd                                                        | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999220.00    | 0.30%             | 2038-04-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO I Ltd                         | Bridge Street CLO I Ltd                                                        | CUSIP: 10805YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001800.00   | 0.30%             | 2037-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                   | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    258000 | PA      | $259710.54    | 0.08%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                              | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91270.27     | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                               | Brown & Brown Inc                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90059.10     | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                          | Bunge Ltd Finance Corp                                                         | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    307000 | PA      | $307184.20    | 0.09%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corporation   | Burlington Coat Factory Warehouse Corporation 2024 Term Loan B                 | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    123658 | PA      | $124070.23    | 0.04%             | 2031-09-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2022-LBA6                                                             | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $319550.89    | 0.10%             | 2039-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2025-BCAT                                         | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210823 | PA      | $210636.99    | 0.06%             | 2042-08-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-SDMF                                                             | CUSIP: 12434CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269113 | PA      | $267808.96    | 0.08%             | 2034-09-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-LGCY                                                             | CUSIP: 12434DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $209133.70    | 0.06%             | 2036-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2021-RISE                                                             | CUSIP: 12434EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194426 | PA      | $194018.62    | 0.06%             | 2036-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2021-CIP                                          | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219911 | PA      | $219612.33    | 0.07%             | 2038-12-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CEDR TRUST                                      | CEDR Commercial Mortgage Trust 2022-SNAI                                       | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196308.64    | 0.06%             | 2039-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                 | CFCRE Commercial Mortgage Trust 2016-C7                                        | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $267292.74    | 0.08%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2020-III Ltd                                                      | CUSIP: 12560EAW6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999200.00    | 0.30%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2021-V Ltd                                                        | CUSIP: 12565EAJ0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002637.00   | 0.30%             | 2038-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                | CIFC Funding 2022-IV Ltd                                                       | CUSIP: 12567WAL3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1049055.00   | 0.31%             | 2035-07-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                 | CSAIL 2017-C8 Commercial Mortgage Trust                                        | CUSIP: 12595BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229390 | PA      | $2328.15      | 0.00%             | 2050-06-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                 | CSAIL 2017-CX9 Commercial Mortgage Trust                                       | CUSIP: 12595FAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892418 | PA      | $4950.87      | 0.00%             | 2050-09-15      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                 | CSAIL 2017-CX10 Commercial Mortgage Trust                                      | CUSIP: 12595JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692827 | PA      | $7238.17      | 0.00%             | 2050-11-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                              | CNA Financial Corp                                                             | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97017.06     | 0.03%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CPI Holdco B LLC                                | CPI Holdco B LLC 2024 Term Loan                                                | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    238177 | PA      | $238954.44    | 0.07%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                | CPI HOLDCO B LLC 2025 FUNGIBLE Add-On TERM LOAN                                | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10000 | PA      | $10032.65     | 0.00%             | 2031-05-19      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                             | COMM 2016-787S Mortgage Trust                                                  | CUSIP: 12635WAA5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299297.37    | 0.09%             | 2036-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                              | Coterra Energy Inc                                                             | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30903.90     | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                              | Coterra Energy Inc                                                             | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18051.12     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                             | Calpine Corporation 2024 Term Loan B10                                         | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    112435 | PA      | $112553.94    | 0.03%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                          | Canadian Imperial Bank of Commerce                                             | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    968000 | PA      | $971707.44    | 0.29%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                        | Canadian Pacific Railway Co                                                    | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    739000 | PA      | $755878.76    | 0.23%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                             | Cardinal Health Inc                                                            | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    303000 | PA      | $311796.09    | 0.09%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | CARLYLE US CLO 2017-3 Ltd                                                      | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501600.00    | 0.15%             | 2037-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                | Carlyle US CLO 2023-3 Ltd                                                      | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999200.00    | 0.30%             | 2038-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2021-N4                                         | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1003875 | PA      | $982397.73    | 0.29%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                  | CarVal CLO IX-C Ltd                                                            | CUSIP: 14688HAA0<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500529.00    | 0.15%             | 2037-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2024-P3                                         | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301576.67    | 0.09%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation             | Six Flags Entertainment Corporation 2024 Term Loan B                           | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |    113723 | PA      | $112608.81    | 0.03%             | 2031-05-01      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                          | CenterPoint Energy Inc                                                         | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    189000 | PA      | $195809.67    | 0.06%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                          | Chase Auto Owner Trust 2024-5                                                  | CUSIP: 16144QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $528723.54    | 0.16%             | 2030-03-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                        | Cheniere Energy Partners LP                                                    | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    633000 | PA      | $634880.01    | 0.19%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust             | Citigroup Commercial Mortgage Trust 2016-GC37                                  | CUSIP: 17290XAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91240 | PA      | $3.56         | 0.00%             | 2049-04-10      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization | Credit-Based Asset Servicing and Securitization LLC                            | CUSIP: 17307GLP1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405238 | PA      | $368639.93    | 0.11%             | 2034-10-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc               | Citigroup Mortgage Loan Trust 2007-AR8                                         | CUSIP: 17313FAR3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | ABS-MBS          | CORP              | US        |   2407840 | PA      | $1969187.71   | 0.59%             | 2037-07-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                  | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    792000 | PA      | $797987.52    | 0.24%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                  | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    374000 | PA      | $379479.10    | 0.11%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                          | Colossus Acquireco LLC Term Loan B                                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |    144638 | PA      | $144702.59    | 0.04%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2025-12 Mortgage Loan Trust                                               | CUSIP: 19688UAK8<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   2528000 | PA      | $2530435.83   | 0.76%             | 2071-01-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                   | Commonbond Student Loan Trust 2018-BGS                                         | CUSIP: 20268MAC0<br>LEI: 549300EJIXF1G1X7PN20 | Long             | ABS-O            | CORP              | US        |     57716 | PA      | $53633.27     | 0.02%             | 2045-09-25      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                    | CubeSmart LP                                                                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |   1246000 | PA      | $1249438.96   | 0.37%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust              | Alternative Loan Trust 2006-J7                                                 | CUSIP: 23244FAX2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    422432 | PA      | $192628.70    | 0.06%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC              | CyrusOne Data Centers Issuer I LLC                                             | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $683065.16    | 0.20%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust         | DBJPM 20-C9 Mortgage Trust                                                     | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12519 | PA      | $12281.66     | 0.00%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust         | DBJPM 20-C9 Mortgage Trust                                                     | CUSIP: 233063AM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326667 | PA      | $310734.34    | 0.09%             | 2053-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                             | DBGS 2021-W52 Mortgage Trust                                                   | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $229788.86    | 0.07%             | 2039-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                         | DCP Midstream Operating LP                                                     | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83929.46     | 0.03%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                   | DTE Energy Co                                                                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    372000 | PA      | $384041.64    | 0.11%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                          | Darden Restaurants Inc                                                         | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176939.84    | 0.05%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                             | DataBank Issuer                                                                | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995585.96    | 0.30%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                              | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650429.00    | 0.19%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                             | Delta Air Lines Inc                                                            | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    639000 | PA      | $650355.03    | 0.19%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                        | Devon Energy Corp                                                              | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81076.95     | 0.02%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                             | Dominion Energy Inc                                                            | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    368000 | PA      | $378127.36    | 0.11%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                 | Domino's Pizza Master Issuer LLC                                               | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846000 | PA      | $841114.57    | 0.25%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                      | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                          | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    176074 | PA      | $176934.50    | 0.05%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                      | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                          | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |     66973 | PA      | $67300.25     | 0.02%             | 2031-10-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                        | Edwards Lifesciences Corp                                                      | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    336000 | PA      | $338096.64    | 0.10%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust              | EFMT 2025-NQM2                                                                 | CUSIP: 281917AE4<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |    710248 | PA      | $716981.91    | 0.21%             | 2070-06-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                        | Element Fleet Management Corp                                                  | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1241000 | PA      | $1267482.94   | 0.38%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                                   | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $167091.51    | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                        | Energizer Holdings Inc 2025 Term Loan B                                        | CUSIP: 29267YAW2<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |    137083 | PA      | $137397.58    | 0.04%             | 2032-03-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                             | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    719000 | PA      | $730511.19    | 0.22%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                        | Equinix Europe 2 Financing Corp LLC                                            | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    642000 | PA      | $644067.24    | 0.19%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust             | Citigroup Commercial Mortgage Trust 2016-P3                                    | CUSIP: 29429CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56680 | PA      | $56551.61     | 0.02%             | 2049-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust             | Citigroup Commercial Mortgage Trust 2016-P3                                    | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $268897.85    | 0.08%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                     | Equifax Inc                                                                    | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    426000 | PA      | $433046.04    | 0.13%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                   | EQUS 2021-EQAZ Mortgage Trust                                                  | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143865 | PA      | $143743.82    | 0.04%             | 2038-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                         | Essential Utilities Inc                                                        | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    251000 | PA      | $254022.04    | 0.08%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                           | Evergy Kansas Central Inc                                                      | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    631000 | PA      | $640389.28    | 0.19%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                     | Exelon Corp                                                                    | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    382000 | PA      | $392864.08    | 0.12%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust 2024-5                                     | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299679 | PA      | $299791.58    | 0.09%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust      | Exeter Select Automobile Receivables Trust 2025-1                              | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575239 | PA      | $576717.05    | 0.17%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                          | Extra Space Storage LP                                                         | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   1243000 | PA      | $1294161.88   | 0.39%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                             | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148269.36    | 0.04%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS RIALTO                                                                      | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104403 | PA      | $104378.48    | 0.03%             | 2038-05-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                            | FS Rialto 2021-FL3                                                             | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    113330 | PA      | $113242.78    | 0.03%             | 2036-11-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                               | CUSIP: 3132DUGS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340797 | PA      | $350965.72    | 0.10%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                               | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    565084 | PA      | $574581.46    | 0.17%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                              | CUSIP: 3136ARSE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164807 | PA      | $162718.03    | 0.05%             | 2046-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                              | CUSIP: 3136AUDH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617088 | PA      | $613501.11    | 0.18%             | 2046-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                              | CUSIP: 3136B1M50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119919 | PA      | $116843.31    | 0.03%             | 2047-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                              | CUSIP: 3136B2EN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132170 | PA      | $128567.52    | 0.04%             | 2048-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                  | Fannie Mae-Aces                                                                | CUSIP: 3136BCC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    825038 | PA      | $771407.90    | 0.23%             | 2030-11-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                              | CUSIP: 3136BVPV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    556688 | PA      | $559072.96    | 0.17%             | 2055-04-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137APJB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1456 | PA      | $1449.36      | 0.00%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137BHKL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276460 | PA      | $263881.05    | 0.08%             | 2043-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137FTUF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731109 | PA      | $719023.44    | 0.21%             | 2050-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137H4YN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730185 | PA      | $647634.26    | 0.19%             | 2047-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137HHFS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273562 | PA      | $274489.23    | 0.08%             | 2054-11-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137HNSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    929096 | PA      | $930906.09    | 0.28%             | 2055-11-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137HNTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307679 | PA      | $1308679.53   | 0.39%             | 2055-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137HNVU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1864278 | PA      | $1869995.46   | 0.56%             | 2055-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac REMICS                                                             | CUSIP: 3137HPP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    850000 | PA      | $851624.00    | 0.25%             | 2054-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                              | CUSIP: 31396YGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678374 | PA      | $678193.19    | 0.20%             | 2038-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae REMICS                                                              | CUSIP: 31398SXN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90755 | PA      | $90325.88     | 0.03%             | 2040-12-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 3140J9VE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359707 | PA      | $351873.00    | 0.10%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 3140NYS69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332000 | PA      | $338292.52    | 0.10%             | 2030-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 3140QWCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606294 | PA      | $622527.92    | 0.19%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 3140W0V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911367 | PA      | $926412.39    | 0.28%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 3140W1TA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    970959 | PA      | $986838.36    | 0.29%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 3140XMXN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298791 | PA      | $309374.81    | 0.09%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 3140XPPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581200 | PA      | $595637.27    | 0.18%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109737 | PA      | $104969.40    | 0.03%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 31418EVE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610868 | PA      | $617086.89    | 0.18%             | 2043-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 31418FJZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519486 | PA      | $529259.22    | 0.16%             | 2045-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                | CUSIP: 31418FNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888222 | PA      | $903968.72    | 0.27%             | 2045-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                               | CUSIP: 31427MDK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499388 | PA      | $499918.73    | 0.15%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                               | CUSIP: 31427MG96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601808 | PA      | $617342.08    | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                        | FirstEnergy Transmission LLC                                                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10076.50     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                      | Fiserv Inc                                                                     | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1012568.71   | 0.30%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                | Flatiron CLO 31 Ltd                                                            | CUSIP: 33883WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.30%             | 2039-01-18      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC       | Corpay Technologies Operating Company LLC Term Loan B5                         | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    303413 | PA      | $304063.60    | 0.09%             | 2028-04-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC       | Corpay Technologies Operating Company LLC 2025 Term Loan B                     | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-11-05      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2024-HQA1                                        | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |    637748 | PA      | $637884.86    | 0.19%             | 2044-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac STACR REMIC Trust 2025-DNA1                                        | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | USGSE             | US        |    737224 | PA      | $737043.19    | 0.22%             | 2045-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac Stacr Remic Trust 2025-Hqa1                                        | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |   1410000 | PA      | $1408159.79   | 0.42%             | 2045-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                       | GATX Corp                                                                      | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    314000 | PA      | $317545.06    | 0.09%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                       | GATX Corp                                                                      | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14782.80     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2013-GC13                                         | CUSIP: 36198EAP0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     64657 | PA      | $63906.95     | 0.02%             | 2046-07-10      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2015-GC34                                         | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      4588 | PA      | $4548.43      | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2017-GS7                                          | CUSIP: 36254CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349527 | PA      | $3773.33      | 0.00%             | 2050-08-10      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2020-GC47                                         | CUSIP: 36258RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2098522 | PA      | $75772.72     | 0.02%             | 2053-05-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL3 Ltd                                                              | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21033 | PA      | $21044.93     | 0.01%             | 2035-07-16      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GPMT Ltd.                                       | GPMT 2021-FL3 Ltd                                                              | CUSIP: 36264BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $397508.42    | 0.12%             | 2035-07-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                          | GE HealthCare Technologies Inc                                                 | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    840000 | PA      | $858925.20    | 0.26%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                          | GE HealthCare Technologies Inc                                                 | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    446000 | PA      | $447275.56    | 0.13%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                      | GLS Auto Receivables Issuer Trust 2025-1                                       | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $554962.13    | 0.17%             | 2030-11-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2025-NQM2                                  | CUSIP: 36272EAA2<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |    497518 | PA      | $501648.64    | 0.15%             | 2065-06-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2025-NQM2                                  | CUSIP: 36272EAC8<br>LEI: 254900WJFO182DZH8M35 | Long             | ABS-MBS          | CORP              | US        |    497518 | PA      | $501920.75    | 0.15%             | 2065-06-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust             | GS Mortgage-Backed Securities Trust 2025-NQM5                                  | CUSIP: 36273GAC2<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |    940898 | PA      | $941374.84    | 0.28%             | 2065-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                                | Gates Global LLC 2024 Term Loan B5                                             | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    278589 | PA      | $279604.88    | 0.08%             | 2031-06-04      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 13 Ltd                                                       | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500200.00    | 0.15%             | 2037-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                           | Kennedy Lewis CLO 12 Ltd                                                       | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004118.00   | 0.60%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | Global Payments Inc                                                            | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146334.76    | 0.04%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | Global Payments Inc                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320297.60    | 0.10%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                  | Go Daddy Operating Company LLC 2024 Term Loan B8                               | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    302800 | PA      | $303624.12    | 0.09%             | 2029-11-09      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                    | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    312000 | PA      | $311906.40    | 0.09%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                          | Goldman Sachs Bank USA/New York NY                                             | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    419000 | PA      | $419314.25    | 0.13%             | 2027-03-18      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                       | CUSIP: 38385JFF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    948016 | PA      | $950753.55    | 0.28%             | 2055-11-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association        | Government National Mortgage Association                                       | CUSIP: 38385KLQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1350000 | PA      | $1353187.54   | 0.40%             | 2054-09-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                | Great Wolf Trust 2024-WOLF                                                     | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $200115.24    | 0.06%             | 2039-03-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust          | GreenSky Home Improvement Issuer Trust 2025-1                                  | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303978 | PA      | $308646.55    | 0.09%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust          | GreenSky Home Improvement Issuer Trust 2025-2                                  | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170103 | PA      | $171495.63    | 0.05%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust          | GreenSky Home Improvement Issuer Trust 2025-3                                  | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500582.74    | 0.15%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes          | Greystone CRE Notes 2021-FL3 Ltd                                               | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23691 | PA      | $23682.21     | 0.01%             | 2039-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                | Hewlett Packard Enterprise Co                                                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    841000 | PA      | $845945.08    | 0.25%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                | Hewlett Packard Enterprise Co                                                  | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    551000 | PA      | $551170.81    | 0.16%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                           | Amrize Finance US LLC                                                          | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    351000 | PA      | $355036.50    | 0.11%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                         | Hyundai Capital America                                                        | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    452000 | PA      | $454300.68    | 0.14%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                    | Illumina Inc                                                                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    259000 | PA      | $259761.46    | 0.08%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                      | INCREF LLC                                                                     | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $390795.21    | 0.12%             | 2042-10-19      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                        | Interstate Power and Light Co                                                  | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1188147.84   | 0.35%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                               | Iron Mountain Inc 2023 Term Loan B                                             | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    345334 | PA      | $345765.72    | 0.10%             | 2031-01-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                  | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $841932.39    | 0.25%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | JPMCC Commercial Mortgage Securities Trust 2019-COR5                           | CUSIP: 46591EAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975313 | PA      | $34392.29     | 0.01%             | 2052-06-13      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2025-NQM1                                      | CUSIP: 46593QAE8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    913271 | PA      | $923158.19    | 0.28%             | 2065-06-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176584 | PA      | $173967.75    | 0.05%             | 2037-04-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                  | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181849 | PA      | $181722.57    | 0.05%             | 2038-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                  | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1242357 | PA      | $3450.57      | 0.00%             | 2049-12-15      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                            | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    823000 | PA      | $826481.29    | 0.25%             | 2028-04-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                            | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    502000 | PA      | $511226.76    | 0.15%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES             | CUSIP: 46651CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207837 | PA      | $202254.41    | 0.06%             | 2032-05-05      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2025-NQM4                                      | CUSIP: 46660HAH9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    488384 | PA      | $488201.59    | 0.15%             | 2066-03-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                        | Jacobs Engineering Group Inc                                                   | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1058023.80   | 0.32%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | JPMCC Commercial Mortgage Securities Trust 2019-COR4                           | CUSIP: 48128YAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321743 | PA      | $321012.15    | 0.10%             | 2052-03-10      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| KREF 2022-Fl3 Ltd                               | KREF 2022-FL3 Ltd                                                              | CUSIP: 48275EAA4<br>LEI: 549300DG0FGL1EU1CT79 | Long             | ABS-CBDO         | CORP              | KY        |     96023 | PA      | $96026.56     | 0.03%             | 2039-02-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                              | CUSIP: 48275RAA5<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    223727 | PA      | $223632.92    | 0.07%             | 2039-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| KREF 2021-FL2 Ltd                               | KREF 2021-FL2 Ltd                                                              | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249456.25    | 0.07%             | 2039-02-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                 | Katayma CLO II Ltd                                                             | CUSIP: 485862AA4<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500700.00    | 0.15%             | 2037-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                               | Kinder Morgan Inc                                                              | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302006.25    | 0.09%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                            | Kyndryl Holdings Inc                                                           | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    274000 | PA      | $269465.30    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LFT CRE 2021-FL1, LLC                           | LMNT CRE 2025-FL3 LLC                                                          | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500384.27    | 0.15%             | 2043-07-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                | LPL Holdings Inc                                                               | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    434000 | PA      | $434056.42    | 0.13%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                         | Laboratory Corp of America Holdings                                            | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    435000 | PA      | $435387.15    | 0.13%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2021-GS1                                           | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299569 | PA      | $299647.04    | 0.09%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                     | Legacy Mortgage Asset Trust 2021-GS2                                           | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237144 | PA      | $237224.70    | 0.07%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                 | LoanCore 2025-CRE9 Issuer LLC                                                  | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $450131.85    | 0.13%             | 2042-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| LoanCore 2022-CRE7 Issuer Ltd.                  | LoanCore 2022-CRE7 Issuer Ltd                                                  | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    144545 | PA      | $144556.10    | 0.04%             | 2037-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                 | LoanCore 2025 2025-CRE8 Issuer LLC                                             | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $320138.12    | 0.10%             | 2042-08-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LoanCore 2021-CRE6 Issuer, Ltd.                 | LoanCore 2021-CRE6 Issuer Ltd                                                  | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     44750 | PA      | $44771.26     | 0.01%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                         | Loanpal Solar Loan 2021-1 Ltd                                                  | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252176 | PA      | $210547.64    | 0.06%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                         | Luminent Mortgage Trust 2007-1                                                 | CUSIP: 55028CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1976235 | PA      | $1781322.35   | 0.53%             | 2036-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                            | M&T Bank Corp                                                                  | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    191000 | PA      | $193920.39    | 0.06%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust     | MF1 2021-FL7 Ltd                                                               | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     74212 | PA      | $74189.05     | 0.02%             | 2036-10-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust     | MF1 2022-FL8 Ltd                                                               | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    225312 | PA      | $225310.71    | 0.07%             | 2037-02-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust     | MF1 2022-FL9 LLC                                                               | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198561 | PA      | $198653.80    | 0.06%             | 2037-06-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2023-NQM3 Trust                                                            | CUSIP: 55286MAA8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    404499 | PA      | $406755.79    | 0.12%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust     | MF1 2025-FL17 LLC                                                              | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320000 | PA      | $319347.63    | 0.10%             | 2040-02-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2025-NQM4 Trust                                                            | CUSIP: 55287RAG3<br>LEI: 254900XBKB8JES2BO797 | Long             | ABS-MBS          | CORP              | US        |   1955741 | PA      | $1965832.23   | 0.59%             | 2070-08-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Merit                                           | MHP 2021-STOR                                                                  | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $229533.98    | 0.07%             | 2038-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                         | MPLX LP                                                                        | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    632000 | PA      | $641682.24    | 0.19%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                       | MSBAM Commercial Mortgage Securities Trust 2012-CKSV                           | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460342 | PA      | $441923.35    | 0.13%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding LXIII Ltd                                                 | CUSIP: 55817GAN1<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005550.00   | 0.60%             | 2038-07-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                               | Magnetite XXXV Ltd                                                             | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999200.00   | 0.60%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                       | Marble Point CLO XXI Ltd                                                       | CUSIP: 56606KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002130.00   | 0.60%             | 2034-10-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                  | Mariner Finance Issuance Trust 2025-A                                          | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304112.83    | 0.09%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    737000 | PA      | $753029.75    | 0.22%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                          | Marriott International Inc/MD                                                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    421000 | PA      | $430055.71    | 0.13%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | Marvell Technology Inc                                                         | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241000 | PA      | $251440.12    | 0.08%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                          | Marvell Technology Inc                                                         | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $328351.32    | 0.10%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                      | MasTec Inc                                                                     | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    658000 | PA      | $653736.16    | 0.20%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                        | Merck Sharp & Dohme Corp                                                       | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    374000 | PA      | $396578.38    | 0.12%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                             | Meritage Homes Corp                                                            | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    299000 | PA      | $300985.36    | 0.09%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                             | Meritage Homes Corp                                                            | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30422.47     | 0.01%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                          | Molex Electronic Technologies LLC                                              | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    378000 | PA      | $382006.80    | 0.11%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2024-NSTB                                       | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    136101 | PA      | $137418.06    | 0.04%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2016-UBS12                                      | CUSIP: 61691EBB0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1203670 | PA      | $4340.87      | 0.00%             | 2049-12-15      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-PLND                                       | CUSIP: 61691XAL7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    127000 | PA      | $16920.88     | 0.01%             | 2036-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2021-L6                                         | CUSIP: 61692CAX6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    120724 | PA      | $117602.83    | 0.04%             | 2054-06-15      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL         | MTN Commercial Mortgage Trust 2022-LPFL                                        | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $279426.80    | 0.08%             | 2039-03-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                 | NGPL PipeCo LLC                                                                | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487298.90    | 0.15%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                  | NRG Energy Inc 2024 Term Loan                                                  | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |    527455 | PA      | $529656.98    | 0.16%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                         | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    475000 | PA      | $476548.50    | 0.14%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                            | National Fuel Gas Co                                                           | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    301000 | PA      | $310270.80    | 0.09%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                        | National Rural Utilities Cooperative Finance Corp                              | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    472000 | PA      | $479174.40    | 0.14%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                        | National Rural Utilities Cooperative Finance Corp                              | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    658000 | PA      | $661441.34    | 0.20%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                      | Navient Private Education Refi Loan Trust 2022-A                               | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    196700 | PA      | $181674.59    | 0.05%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                        | New York Life Global Funding                                                   | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30027.00     | 0.01%             | 2026-06-09      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                        | New York Life Global Funding                                                   | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41710.94     | 0.01%             | 2029-01-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    704000 | PA      | $712300.16    | 0.21%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                            | Niagara Mohawk Power Corp                                                      | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    641000 | PA      | $644820.36    | 0.19%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                    | NiSource Inc                                                                   | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    621000 | PA      | $640182.69    | 0.19%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                           | Northrop Grumman Corp                                                          | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    689000 | PA      | $701374.44    | 0.21%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                 | Gen Digital Inc 2025 Term Loan B                                               | CUSIP: 66877AAG3<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     59700 | PA      | $59819.40     | 0.02%             | 2032-04-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                        | OHA Credit Funding 7 Ltd                                                       | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001700.00   | 0.30%             | 2038-07-19      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2024-NQM16 Trust                                                           | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |    690547 | PA      | $695675.43    | 0.21%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2025-NQM7 Trust                                                            | CUSIP: 67121DAA2<br>LEI: 2549008GB179CC65SK60 | Long             | ABS-MBS          | CORP              | US        |   3278367 | PA      | $3310619.25   | 0.99%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2025-NQM14 Trust                                                           | CUSIP: 673924AE6<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |   2817591 | PA      | $2815879.29   | 0.84%             | 2065-07-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2025-NQM8 Trust                                                            | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |    819533 | PA      | $826255.13    | 0.25%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2023-NQM10 Trust                                                           | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |    447826 | PA      | $451477.93    | 0.13%             | 2063-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                        | Omega Healthcare Investors Inc                                                 | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    279000 | PA      | $281296.17    | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                       | ONEOK Inc                                                                      | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    308000 | PA      | $309037.96    | 0.09%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                       | ONEOK Inc                                                                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    632000 | PA      | $651585.68    | 0.19%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    186000 | PA      | $181893.12    | 0.05%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFP III                                         | PFP 2024-11 Ltd                                                                | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    366588 | PA      | $367131.94    | 0.11%             | 2039-09-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2025-NQM6 Trust                                                           | CUSIP: 69383RAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999679.69    | 0.30%             | 2070-12-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC            | Pret 2025-NPL2 LLC                                                             | CUSIP: 69392JAA7<br>LEI: 254900S0KCA0ULKWBW61 | Long             | ABS-O            | CORP              | US        |    911444 | PA      | $913983.47    | 0.27%             | 2055-03-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust           | PRPM 2025-NQM2 Trust                                                           | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3473625 | PA      | $3501931.43   | 1.04%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                              | Pacific Life Global Funding II                                                 | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25032.50     | 0.01%             | 2026-06-04      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Trust 2023-8                                                    | CUSIP: 694960AA3<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    165699 | PA      | $165853.10    | 0.05%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2025-1                                            | CUSIP: 69544NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499957 | PA      | $501706.33    | 0.15%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                  | Pagaya AI Debt Grantor Trust 2025-7                                            | CUSIP: 69545RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $424971.15    | 0.13%             | 2026-11-16      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                     | Paychex Inc                                                                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    176000 | PA      | $181125.12    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                             | PayPal Holdings Inc                                                            | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212568.30    | 0.06%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                            | Peace Park CLO Ltd                                                             | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001327.00   | 0.30%             | 2038-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                  | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $659142.40    | 0.20%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                         | Phillips Edison Grocery Center Operating Partnership I LP                      | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    697000 | PA      | $624944.14    | 0.19%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                           | Pinnacle West Capital Corp                                                     | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    166000 | PA      | $169052.74    | 0.05%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                        | Public Service Enterprise Group Inc                                            | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $626622.00    | 0.19%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                             | Quanta Services Inc                                                            | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379770.00    | 0.11%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                             | Quanta Services Inc                                                            | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    314000 | PA      | $314310.86    | 0.09%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                           | Quest Diagnostics Inc                                                          | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356107.60    | 0.11%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                      | ROCK Trust 2024-CNTR                                                           | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146000 | PA      | $150042.23    | 0.04%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                          | RR 8 Ltd                                                                       | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.60%             | 2039-01-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                          | RR 34 LTD                                                                      | CUSIP: 74988WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $601200.00    | 0.18%             | 2039-10-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach ABS Trust 2025-1                                                         | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    327071 | PA      | $328138.12    | 0.10%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ReadyCap Commercial Mortgage Trust              | Ready Capital Mortgage Financing 2021-FL7 LLC                                  | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311526 | PA      | $311562.74    | 0.09%             | 2036-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                           | Republic Services Inc                                                          | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $644880.60    | 0.19%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                             | Resideo Funding Inc 2024 M&A 1st lien Term Loan B                              | CUSIP: 76090LAK0<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     44325 | PA      | $44477.48     | 0.01%             | 2031-06-13      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                             | Resideo Funding Inc 2024 1st Lien Term Loan B                                  | CUSIP: 76090LAL8<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |    135833 | PA      | $136384.80    | 0.04%             | 2028-02-11      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                             | Resideo Funding Inc 2025 Incremental Term Loan                                 | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |     85000 | PA      | $85318.75     | 0.03%             | 2032-08-13      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust          | Residential Asset Securitization Trust 2006-A6                                 | CUSIP: 76113FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2589144 | PA      | $483680.10    | 0.14%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                 | Residential Mortgage Loan Trust 2020-1                                         | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79358 | PA      | $78703.62     | 0.02%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC       | Retained Vantage Data Centers Issuer LLC                                       | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249293.46    | 0.07%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reynolds Consumer Products LLC                  | Reynolds Consumer Products LLC 2025 Term Loan B                                | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |     93490 | PA      | $94179.69     | 0.03%             | 2032-03-04      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                           | Rio Tinto Finance USA PLC                                                      | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    438000 | PA      | $449974.92    | 0.13%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                          | Rockford Tower CLO 2024-1 Ltd                                                  | CUSIP: 77342BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001441.00   | 0.30%             | 2037-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                          | Roper Technologies Inc                                                         | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    189000 | PA      | $189761.67    | 0.06%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                            | Royal Bank of Canada                                                           | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $561876.00    | 0.17%             | 2028-10-18      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                | Ryder System Inc                                                               | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15402.75     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                | Ryder System Inc                                                               | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251004.60    | 0.07%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                   | SFO Commercial Mortgage Trust 2021-555                                         | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $277941.10    | 0.08%             | 2038-05-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                        | SCCU Auto Receivables Trust 2024-1                                             | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46928 | PA      | $46964.20     | 0.01%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                     | SREIT Trust 2021-MFP                                                           | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151830 | PA      | $151431.70    | 0.05%             | 2038-11-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust              | STWD 2022-FL3 Ltd                                                              | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     79767 | PA      | $79766.81     | 0.02%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust              | STWD 2021-FL2 Ltd                                                              | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    366606 | PA      | $366621.60    | 0.11%             | 2038-04-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust       | Santander Mortgage Asset Receivable Trust 2025-NQM5                            | CUSIP: 80262CAE8<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-MBS          | CORP              | US        |    964680 | PA      | $965424.12    | 0.29%             | 2065-08-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                            | SCOTT Trust 2023-SFS                                                           | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $267018.29    | 0.08%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                             | Sherwin-Williams Co/The                                                        | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138598.79    | 0.04%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                             | Sherwin-Williams Co/The                                                        | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    313000 | PA      | $315131.53    | 0.09%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                        | Slam Ltd                                                                       | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321901 | PA      | $325999.86    | 0.10%             | 2049-09-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-3 Trust                                        | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303735 | PA      | $304684.03    | 0.09%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-3 Trust                                        | CUSIP: 83390JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $551061.01    | 0.16%             | 2034-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-4 Trust                                        | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000092.49   | 0.30%             | 2035-08-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-1 Trust                                        | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339470 | PA      | $340833.21    | 0.10%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-1 Trust                                        | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $757960.16    | 0.23%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                | SoFi Consumer Loan Program 2025-2 Trust                                        | CUSIP: 83407HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403130.19    | 0.12%             | 2034-06-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                 | Solstice Advanced Materials Inc Term Loan B                                    | CUSIP: 83443PAC9<br>LEI: 2138004GZ4H9TW6HK435 | Long             | LON              | CORP              | US        |     75000 | PA      | $75492.38     | 0.02%             | 2032-10-29      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                              | Sonoco Products Co                                                             | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    243000 | PA      | $243386.37    | 0.07%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                             | Brant Point Clo 2024-3 Ltd                                                     | CUSIP: 835937AA1<br>LEI: 254900ONWQ51D1IGDN52 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000722.00   | 0.30%             | 2037-02-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                         | Southern Co Gas Capital Corp                                                   | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102052.02    | 0.03%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                               | Southern Power Co                                                              | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    259000 | PA      | $258585.60    | 0.08%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                 | Stack Infrastructure Issuer LLC                                                | CUSIP: 85236KAF9<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501153.66    | 0.15%             | 2048-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                     | SREIT Trust 2021-MFP2                                                          | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $259577.21    | 0.08%             | 2036-11-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                         | Standard Industries Inc 2021 Term Loan B                                       | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |     67301 | PA      | $67664.47     | 0.02%             | 2028-09-22      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                            | Steele Creek CLO 2019-2 LTD                                                    | CUSIP: 85817EAU7<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |    722341 | PA      | $721953.99    | 0.22%             | 2032-07-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Storm King Park CLO, Ltd                        | Storm King Park CLO LTD                                                        | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001142.00   | 0.30%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                               | Sysco Corp                                                                     | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    319000 | PA      | $329169.72    | 0.10%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust       | TCO Commercial Mortgage Trust 2024-DPM                                         | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249999.98    | 0.07%             | 2039-12-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2022-FL5 Issuer Ltd                                                       | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    189522 | PA      | $189521.36    | 0.06%             | 2039-02-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2025-FL7 Issuer Ltd                                                       | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    410000 | PA      | $410047.53    | 0.12%             | 2043-06-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                        | Targa Resources Partners LP / Targa Resources Partners Finance Corp            | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $451338.62    | 0.13%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                        | Targa Resources Partners LP / Targa Resources Partners Finance Corp            | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    452000 | PA      | $459141.60    | 0.14%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                    | Somnigroup International Inc Term Loan B                                       | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    100678 | PA      | $101475.12    | 0.03%             | 2031-10-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                  | Tesla Sustainable Energy Trust 2024-1                                          | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356618 | PA      | $357918.70    | 0.11%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                   | Vistra Operations Company LLC 1st Lien Term Loan B3                            | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2030-12-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                 | Trans Union LLC 2024 Term Loan B8                                              | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     37121 | PA      | $37251.00     | 0.01%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                 | Trans Union LLC 2024 Term Loan B9                                              | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    153838 | PA      | $154302.86    | 0.05%             | 2031-06-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                | Trestles CLO VI Ltd                                                            | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498851.50    | 0.15%             | 2038-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                         | TRTX 2025-FL6 Issuer Ltd                                                       | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    240000 | PA      | $240392.33    | 0.07%             | 2042-09-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                           | Truist Financial Corp                                                          | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1124865.07   | 0.34%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust               | 1211 Avenue of the Americas Trust 2015-1211                                    | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $164384.18    | 0.05%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                  | 280 Park Avenue 2017-280P Mortgage Trust                                       | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198460.71    | 0.06%             | 2034-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499716 | PA      | $6391.65      | 0.00%             | 2050-06-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2017-C7                                          | CUSIP: 90276WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282690 | PA      | $281363.94    | 0.08%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2018-C11                                         | CUSIP: 90276XAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159643 | PA      | $159375.15    | 0.05%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                   | UBS Commercial Mortgage Trust 2019-C16                                         | CUSIP: 90276YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254744 | PA      | $252262.79    | 0.08%             | 2052-04-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                           | Uber Technologies Inc                                                          | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338422.40    | 0.10%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Inflation-Indexed Bonds                                          | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    678069 | PA      | $683909.40    | 0.20%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                            | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2896054.68   | 0.86%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                            | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18060000 | PA      | $17280457.08  | 5.16%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                            | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16300000 | PA      | $14249765.63  | 4.25%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                            | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22500000 | PA      | $21273046.88  | 6.35%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                            | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4901171.90   | 1.46%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Inflation-Indexed Notes                                          | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1003214 | PA      | $985285.87    | 0.29%             | 2027-04-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Inflation-Indexed Notes                                          | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    505577 | PA      | $509546.37    | 0.15%             | 2027-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                          | U.S. Treasury Notes                                                            | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $43011757.92  | 12.83%            | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST4                                 | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830633 | PA      | $835124.30    | 0.25%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST2                                 | CUSIP: 91534JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377813 | PA      | $382723.13    | 0.11%             | 2032-06-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-4                                            | CUSIP: 91684AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494382 | PA      | $494575.24    | 0.15%             | 2026-11-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-3                                            | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503263.61   | 0.45%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust 2025-1                                            | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080962 | PA      | $1082423.74   | 0.32%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee           | VOLT C LLC                                                                     | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129696 | PA      | $129680.24    | 0.04%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| VASA Trust                                      | VASA Trust 2021-VASA                                                           | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $307280.17    | 0.09%             | 2039-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                     | VEGAS Trust 2024-TI                                                            | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101368.39    | 0.03%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust          | Velocity Commercial Capital Loan Trust 2018-2                                  | CUSIP: 92259BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113367 | PA      | $111436.06    | 0.03%             | 2048-10-26      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust          | Velocity Commercial Capital Loan Trust 2024-2                                  | CUSIP: 92259QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903457 | PA      | $909452.07    | 0.27%             | 2054-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust          | Velocity Commercial Capital Loan Trust 2024-5                                  | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770699 | PA      | $774027.84    | 0.23%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust          | Velocity Commercial Capital Loan Trust 2025-4                                  | CUSIP: 92262JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2123535 | PA      | $2121694.32   | 0.63%             | 2055-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                    | Veralto Corp                                                                   | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    670000 | PA      | $675554.30    | 0.20%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                            | Verisk Analytics Inc                                                           | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    338000 | PA      | $341380.00    | 0.10%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2023-5                                              | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-MBS          | CORP              | US        |    560354 | PA      | $562041.45    | 0.17%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                    | State Street Institutional US Government Money Market Fund                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   9066885 | NS      | $9066884.61   | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Group Corporation                        | Vertiv Group Corporation 2025 Term Loan                                        | CUSIP: 92537EAG3<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    129350 | PA      | $130121.57    | 0.04%             | 2032-08-12      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2022-3                                              | CUSIP: 92538UAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    597514 | PA      | $585971.15    | 0.17%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2023-INV2                                           | CUSIP: 92540BAA7<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |    747066 | PA      | $750666.93    | 0.22%             | 2068-08-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-1                                              | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |    424511 | PA      | $426638.78    | 0.13%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-6                                              | CUSIP: 92540JAC6<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    218261 | PA      | $219974.11    | 0.07%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-3                                              | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |    322958 | PA      | $326804.76    | 0.10%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2024-9                                              | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    836990 | PA      | $842878.21    | 0.25%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-5                                              | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |    907183 | PA      | $914665.13    | 0.27%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2025-10                                             | CUSIP: 92541FAD1<br>LEI: 213800OGLOX4BB4D6N90 | Long             | ABS-MBS          | CORP              | US        |    562284 | PA      | $563344.21    | 0.17%             | 2070-06-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                          | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |    890000 | PA      | $890204.70    | 0.27%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2024-1 Ltd                                                            | CUSIP: 92920DAA3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501200.00    | 0.15%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                    | Voya CLO 2023-1 Ltd                                                            | CUSIP: 92920FAL4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999744.00    | 0.30%             | 2039-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates         | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                 | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1295847 | PA      | $1117584.63   | 0.33%             | 2036-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp                            | WMG Acquisition Corp 2024 Term Loan J                                          | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |    110000 | PA      | $110550.00    | 0.03%             | 2031-01-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                | WFRBS Commercial Mortgage Trust 2014-C23                                       | CUSIP: 92939HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189171 | PA      | $184628.90    | 0.06%             | 2057-10-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                           | Walker & Dunlop Inc 2025 Term Loan B                                           | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19850 | PA      | $19974.06     | 0.01%             | 2032-03-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                         | Warwick Capital CLO 1 Ltd                                                      | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2500612.50   | 0.75%             | 2038-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS    | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust | CUSIP: 93934FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205996 | PA      | $193442.92    | 0.06%             | 2035-10-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS             | Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust       | CUSIP: 93934XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250012 | PA      | $84581.22     | 0.03%             | 2036-10-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                       | Wellington Management Clo 4 Ltd                                                | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997981.00    | 0.30%             | 2038-04-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                               | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317055.00    | 0.09%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                               | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    599000 | PA      | $602000.99    | 0.18%             | 2028-04-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2018-C43                                 | CUSIP: 95001LAT9<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    159449 | PA      | $158007.07    | 0.05%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2019-C51                                 | CUSIP: 95001VAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856970 | PA      | $31138.47     | 0.01%             | 2052-06-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2019-C53                                 | CUSIP: 95002BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344681 | PA      | $338901.13    | 0.10%             | 2052-10-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2019-C52                                 | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2536528 | PA      | $110400.29    | 0.03%             | 2052-08-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2021-C60                                 | CUSIP: 95003DBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136814 | PA      | $134557.23    | 0.04%             | 2054-08-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23150 | PA      | $23136.90     | 0.01%             | 2040-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2022-ONL                                 | CUSIP: 95003WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $476595.59    | 0.14%             | 2039-12-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2025-C64                                 | CUSIP: 95004BAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60536 | PA      | $61220.72     | 0.02%             | 2058-02-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2025-C64                                 | CUSIP: 95004BAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2239113 | PA      | $158013.19    | 0.05%             | 2058-02-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2025-5C7                                 | CUSIP: 95004XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7637000 | PA      | $469175.81    | 0.14%             | 2058-12-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                 | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    389000 | PA      | $381107.19    | 0.11%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                 | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     57000 | PA      | $60005.61     | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                          | Williams Cos Inc/The                                                           | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448263.20    | 0.13%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                    | Wyndham Hotels & Resorts Inc 2024 Term Loan                                    | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |     98683 | PA      | $99053.17     | 0.03%             | 2030-05-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                          | Zimmer Biomet Holdings Inc                                                     | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112916.16    | 0.03%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                          | Zimmer Biomet Holdings Inc                                                     | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    352000 | PA      | $363359.04    | 0.11%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                   | CommScope Inc 2024 Term Loan                                                   | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |    275000 | PA      | $275874.50    | 0.08%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company          | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                       | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    323442 | PA      | $324250.68    | 0.10%             | 2030-09-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                          | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                   | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    178796 | PA      | $178927.30    | 0.05%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                          | Delta 2 (LUX) Sarl 2024 Term Loan B1                                           | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     50000 | PA      | $50237.50     | 0.01%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                            | Flutter Financing BV 2024 Term Loan B                                          | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    230355 | PA      | $230450.23    | 0.07%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer