# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001099263-26-000816
**Filing Date:** 2026-1
**Character Count:** 652920
**Document Hash:** 66e64c4aec69e56e63f934bfc3e71051
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-000816.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0001099263-26-000816

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Exchange-Traded Funds, Inc.
- **CENTRAL INDEX KEY:** 0001795351

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23494
- **FILM NUMBER:** 26565006

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231

## Series and Classes Contracts Data

### T. Rowe Price Total Return ETF (Series ID: S000072798)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000229339 | T. Rowe Price Total Return ETF | TOTR            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. Rowe Price Exchange-Traded Funds, Inc.

- **b. Investment Company Act file number:** 811-23494

- **c. CIK number of Registrant:** 0001795351

- **d. LEI of Registrant:** 549300XZPUK24E1UMH17

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

  - **Street Address 1:** 1307 Point Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Total Return ETF

- **b. EDGAR series identifier (if any):** S000072798

- **c. LEI of Series:** 549300YYO0GDGZ739W96

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $609491113.05

**Total Liabilities:** $65414486.47

**Net Assets:** $544076626.58

**Delayed Delivery Securities:** $2108986.55

**Stand-by Commitments:** $110146372.71

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -287.258551 | **1-Year:** -16847.969548 | **5-Year:** -74224.894318 | **10-Year:** -62977.281796 | **30-Year:** -15939.812613

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

- **3-Month:** -181.686439 | **1-Year:** -4730.115809 | **5-Year:** -31018.282300 | **10-Year:** -6313.876239 | **30-Year:** -470.755616

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229339 | 1.06%                | 0.49%                | 0.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $707825.42               | $3155259.64                                |
| Month 2  | $536371.18               | $451646.51                                 |
| Month 3  | $152124.77               | $841606.04                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Agg Total Return Value Unhedged USD (Returns)

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                             | Title                                                                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                              | 10YR MINI JGB FUT DEC25 XSIM 20251212                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |          24 | NC      | $-21853.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 1261229 BC LTD 144A                              | 1261229 BC LTD SR SECURED 144A 04/32 10                                                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      440000 | PA      | $454300.00    | 0.08%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                              | 5626218549 TROWE CALL USD 80 20251219                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |        -168 | NC      | $-10496.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | 5626218553 TROWE PUT USD 80 20251219                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |        -168 | NC      | $-4485.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | 5627493117 TROWE PUT USD 79 20251219                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |        -169 | NC      | $-2428.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | 5627493119 TROWE CALL USD 81 20251219                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |        -169 | NC      | $-3115.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | ABBVIE INC SR UNSECURED 03/54 5.4                                                                                                         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      765000 | PA      | $761367.78    | 0.14%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                              | ACRISURE INC SER A 2 CVT TC686MGV1                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       16611 | NS      | $399992.88    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| ACRISURE LLC / FIN INC 144A                      | ACRISURE LLC / FIN INC SR SECURED 144A 11/30 7.5                                                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $26000.00     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC TL B 1L BANKDEBT                    | ACRISURE LLC 2025 TERM LOAN B                                                                                                             | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      219450 | PA      | $219210.80    | 0.04%             | 2032-06-05      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS 144A                          | ADVANCE AUTO PARTS COMPANY GUAR 144A 08/30 7                                                                                              | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      225000 | PA      | $229373.55    | 0.04%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS 144A                          | ADVANCE AUTO PARTS COMPANY GUAR 144A 08/33 7.375                                                                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      211000 | PA      | $214953.72    | 0.04%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC TL B 1L BANKDEBT              | ADVISOR GROUP INC 2025 TERM LOAN                                                                                                          | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      140000 | PA      | $140231.00    | 0.03%             | 2032-07-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA 144A                                | AES ANDES SA SR UNSECURED 144A 03/32 6.25                                                                                                 | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      270000 | PA      | $280605.87    | 0.05%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                     | AES CORP/THE SR UNSECURED 03/32 5.8                                                                                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      680000 | PA      | $697539.92    | 0.13%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                              | AETHON III SR 2L PP TC51KOPW5                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330000 | PA      | $327525.00    | 0.06%             | 2027-01-10      | Fixed         | 10.41%                | No            |                  3 | On Loan: No      |
| N/A                                              | AH PARENT, INC. SERIES A TC3I9NQ04                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         250 | NS      | $251095.00    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALBION FINANCING 1SARL 144A                      | ALBION FINANCING 1SARL / SR SECURED 144A 05/30 7                                                                                          | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $207500.00    | 0.04%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AGGREKO TL B 1L BANKDEBT                         | ALBION FINANCING 3 SARL 2025 USD TERM LOAN                                                                                                | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |      258440 | PA      | $259652.20    | 0.05%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                            | ALDAR PROPERTIES PJSC SUBORDINATED REGS 04/55 VAR                                                                                         | CUSIP: TC6GBZFG2<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |      540000 | PA      | $568538.74    | 0.10%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ALERA TL B 2L BANKDEBT                           | ALERA GROUP INC 2025 2ND LIEN TERM LOAN                                                                                                   | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      820000 | PA      | $840155.60    | 0.15%             | 2033-05-31      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| ALERA TL B 1L BANKDEBT                           | ALERA GROUP INC 2025 TERM LOAN                                                                                                            | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      145000 | PA      | $145543.75    | 0.03%             | 2032-05-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2                                                                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      104000 | PA      | $87891.02     | 0.02%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/36 5.25                                                                                          | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94471.99     | 0.02%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | ALEXANDRIA REAL ESTATE E COMPANY GUAR 10/35 5.5                                                                                           | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167839.49    | 0.03%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER 144A                    | ALLIANT HOLD / CO ISSUER SR SECURED 144A 01/31 7                                                                                          | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      263000 | PA      | $273520.00    | 0.05%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER 144A                    | ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/32 7.375                                                                                    | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $642968.75    | 0.12%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI TL B 1L USD BANKDEBT  | ALLIANT HOLDNGS INTRMDIATE LLC 2025 TERM LOAN B                                                                                           | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      767356 | PA      | $767455.94    | 0.14%             | 2031-09-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ABCLN 2024-B A2 144A                             | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A                                                                                       | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151137 | PA      | $152535.47    | 0.03%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC 144A                        | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      230000 | PA      | $236325.00    | 0.04%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC TL B 1L USD BANKDEBT        | ALPHA GENERATION LLC TERM LOAN B                                                                                                          | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |      143773 | PA      | $143982.54    | 0.03%             | 2031-09-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | ALPHABET INC SR UNSECURED 11/35 4.7                                                                                                       | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      615000 | PA      | $623621.69    | 0.11%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 144A                            | ALTICE FRANCE SA SR SECURED 144A 07/32 6.875                                                                                              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      154020 | PA      | $149976.98    | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE TL B 1L BANKDEBT                      | AMERICAN AIRLINES INC 2025 TERM LOAN                                                                                                      | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      419822 | PA      | $419453.06    | 0.08%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | AMERICAN EXPRESS CO SR UNSECURED 07/33 VAR                                                                                                | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      245000 | PA      | $250539.45    | 0.05%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A                       | AMRIZE FINANCE US LLC COMPANY GUAR 144A 04/28 4.7                                                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      205000 | PA      | $205895.65    | 0.04%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC 144A                       | AMRIZE FINANCE US LLC COMPANY GUAR 144A 04/30 4.95                                                                                        | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      240000 | PA      | $245411.52    | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 A 144A                            | AMSR TRUST AMSR 2021 SFR2 A 144A                                                                                                          | CUSIP: 00179VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      472133 | PA      | $462511.84    | 0.09%             | 2038-08-17      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 C 144A                            | AMSR TRUST AMSR 2021 SFR2 C 144A                                                                                                          | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1445000 | PA      | $1412587.35   | 0.26%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 A 144A                            | AMSR TRUST AMSR 2021 SFR4 A 144A                                                                                                          | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1779024 | PA      | $1740554.81   | 0.32%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-1 A3 144A                              | ANGEL OAK MORTGAGE TRUST AOMT 2021 1 A3 144A                                                                                              | CUSIP: 03465CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116932 | PA      | $105116.76    | 0.02%             | 2066-01-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-2 A1 144A                              | ANGEL OAK MORTGAGE TRUST AOMT 2022 2 A1 144A                                                                                              | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206803 | PA      | $198998.34    | 0.04%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-6 A1 144A                              | ANGEL OAK MORTGAGE TRUST AOMT 2022 6 A1 144A                                                                                              | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      232467 | PA      | $231313.84    | 0.04%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| AOMT 2023-6 A2 144A                              | ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A2 144A                                                                                              | CUSIP: 03464UAB2<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |       79940 | PA      | $80497.32     | 0.01%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AOMT 2025-3 A1 144A                              | ANGEL OAK MORTGAGE TRUST AOMT 2025 3 A1 144A                                                                                              | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |      613725 | PA      | $617793.58    | 0.11%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                      | APA INFRASTRUCTURE LTD COMPANY GUAR 144A 09/34 5.125                                                                                      | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      115000 | PA      | $117163.50    | 0.02%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD 144A                      | APA INFRASTRUCTURE LTD COMPANY GUAR 144A 09/44 5.75                                                                                       | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      225000 | PA      | $227804.85    | 0.04%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC TL B2 1L USD BANKDEBT        | APPLIED SYSTEMS INC 2024 1ST LIEN TERM LOAN                                                                                               | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |      845005 | PA      | $847861.21    | 0.16%             | 2031-02-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC TL 2L BANKDEBT               | APPLIED SYSTEMS INC 2024 2ND LIEN TERM LOAN                                                                                               | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     1081059 | PA      | $1099977.42   | 0.20%             | 2032-02-23      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                        | APTIV SWISS HOLDINGS LTD COMPANY GUAR 12/51 3.1                                                                                           | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      830000 | PA      | $542087.11    | 0.10%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ARES 2021-60A C 144A                             | ARES CLO LTD ARES 2021 60A C 144A                                                                                                         | CUSIP: 04018FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1503406.64   | 0.28%             | 2034-07-18      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU 144A                    | ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45                                                                                     | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150824.40    | 0.03%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARIFL 2025-A B 144A                              | ARI FLEET LEASE TRUST ARIFL 2025 A B 144A                                                                                                 | CUSIP: 04033CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1011216.50   | 0.19%             | 2034-01-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC TL B 1L USD BANKDEBT      | ARSENAL AIC PARENT LLC 2025 TERM LOAN B                                                                                                   | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      173732 | PA      | $173785.98    | 0.03%             | 2030-08-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC 144A                      | ARSENAL AIC PARENT LLC UNSECURED 144A 10/31 11.5                                                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $175600.00    | 0.03%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                         | ASPEN INSURANCE HLDG LTD SR UNSECURED 07/30 5.75                                                                                          | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |      255000 | PA      | $266060.88    | 0.05%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASURION TL B11 1L BANKDEBT                       | ASURION CORPORATION 2023 TERM LOAN B11                                                                                                    | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      159252 | PA      | $158876.26    | 0.03%             | 2028-08-19      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| ASURION TL B3 2L BANKDEBT                        | ASURION LLC 2021 2ND LIEN TERM LOAN B3                                                                                                    | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      505000 | PA      | $482593.15    | 0.09%             | 2028-01-31      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| ASURION TL B4 2L BANKDEBT                        | ASURION LLC 2021 SECOND LIEN TERM LOAN B4                                                                                                 | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      675257 | PA      | $631082.15    | 0.12%             | 2029-01-20      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| ASURION LLC TL B13 1L BANKDEBT                   | ASURION LLC 2025 TERM LOAN B13                                                                                                            | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      159600 | PA      | $156487.80    | 0.03%             | 2030-09-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT+T INC SR UNSECURED 11/32 4.55                                                                                                          | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      335000 | PA      | $334759.81    | 0.06%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MINERVA MERGER SUB INC 144A                      | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5                                                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      240000 | PA      | $237000.00    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH TL B 1L BANKDEBT                    | ATHENAHEALTH INC 2022 TERM LOAN B                                                                                                         | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      275150 | PA      | $274578.13    | 0.05%             | 2029-02-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND 144A                        | ATLAS WAREHOUSE LEND SR UNSECURED 144A 11/30 4.95                                                                                         | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251151.50    | 0.05%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AUTOKINITON TL B 1L BANKDEBT                     | AUTOKINITON US HOLDINGS, INC. 2024 TERM LOAN B                                                                                            | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |      389340 | PA      | $386030.73    | 0.07%             | 2028-04-06      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| XCAP 2024-1A A3 144A                             | AUXILIOR TERM FUNDING LLC XCAP 2024 1A A3 144A                                                                                            | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101525.39    | 0.02%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AVALARA TL B 1L BANKDEBT                         | AVALARA INC 2025 TERM LOAN                                                                                                                | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |      523862 | PA      | $525533.62    | 0.10%             | 2032-03-29      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE 144A                     | AVIS BUDGET CAR/FINANCE COMPANY GUAR 144A 01/30 8.25                                                                                      | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $149350.00    | 0.03%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| AESOP 2022-5A C 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A C 144A                                                                                       | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       83333 | PA      | $83605.07     | 0.02%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A C 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A C 144A                                                                                       | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100857.84    | 0.02%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-2A D 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A D 144A                                                                                       | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $206894.98    | 0.04%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A D 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A D 144A                                                                                       | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      115000 | PA      | $116542.23    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-3A B 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 3A B 144A                                                                                       | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      360000 | PA      | $370600.74    | 0.07%             | 2030-12-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AESOP 2025-3A B 144A                             | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A B 144A                                                                                       | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $169706.17    | 0.03%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD 144A                             | AXIAN TELE HOLD PLC COMPANY GUAR 144A 07/30 7.25                                                                                          | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |      270000 | PA      | $272025.00    | 0.05%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AXIS 2022-1A D 144A                              | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 1A D 144A                                                                                        | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99239.13     | 0.02%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| AXIS 2022-2A A2 144A                             | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 2A A2 144A                                                                                       | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |       21375 | PA      | $21421.49     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-1A B 144A                              | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 1A B 144A                                                                                        | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |      140000 | PA      | $142962.57    | 0.03%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC 144A                         | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144550.00    | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC 144A                         | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25                                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      165000 | PA      | $171187.50    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BABSN 2021-3A B1R 144A                           | BABSON CLO LTD BABSN 2021 3A B1R 144A                                                                                                     | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |     1150000 | PA      | $1151683.85   | 0.21%             | 2035-01-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BCC 2022-3A BR 144A                              | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A BR 144A                                                                                        | CUSIP: 05684NAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |      780000 | PA      | $781265.13    | 0.14%             | 2035-07-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 A5                               | BANK BANK 2024 BNK47 A5                                                                                                                   | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254000 | PA      | $272854.01    | 0.05%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP SR UNSECURED 01/31 VAR                                                                                               | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      795000 | PA      | $825020.00    | 0.15%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP SR UNSECURED 01/35 VAR                                                                                               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      477000 | PA      | $502308.19    | 0.09%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP SR UNSECURED 05/36 VAR                                                                                               | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      425000 | PA      | $446458.25    | 0.08%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | BANK OF AMERICA CORP SR UNSECURED 07/31 VAR                                                                                               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      150000 | PA      | $135238.20    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 A3                              | BANK5 BANK5 2024 5YR10 A3                                                                                                                 | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1270000 | PA      | $1312696.13   | 0.24%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10 AS                              | BANK5 BANK5 2024 5YR10 AS                                                                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1155000 | PA      | $1193095.37   | 0.22%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 AS                              | BANK5 BANK5 2024 5YR12 AS                                                                                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $331281.97    | 0.06%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8 AS                               | BANK5 BANK5 2024 5YR8 AS                                                                                                                  | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      965000 | PA      | $1021449.41   | 0.19%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BARBADOS 144A                                    | BARBADOS GOVT OF SR UNSECURED 144A 06/35 8                                                                                                | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      200000 | PA      | $209750.00    | 0.04%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | BARCLAYS PLC SR UNSECURED 02/31 VAR                                                                                                       | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      525000 | PA      | $542214.75    | 0.10%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | BARCLAYS PLC SR UNSECURED 02/36 VAR                                                                                                       | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      215000 | PA      | $226914.87    | 0.04%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT CAPITAL CORP COMPANY GUAR 08/32 5.35                                                                                                  | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      320000 | PA      | $332319.04    | 0.06%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| L BRANDS INC 144A                                | BATH + BODY WORKS INC COMPANY GUAR 144A 10/30 6.625                                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       47000 | PA      | $47705.00     | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BATLN 2018-12A CRR 144A                          | BATTALION CLO LTD BATLN 2018 12A CRR 144A                                                                                                 | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |      305000 | PA      | $305091.79    | 0.06%             | 2031-05-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A BR 144A                           | BATTALION CLO LTD BATLN 2020 15A BR 144A                                                                                                  | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998543.66    | 0.18%             | 2033-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BATLN 2020-15A CR 144A                           | BATTALION CLO LTD BATLN 2020 15A CR 144A                                                                                                  | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250191.12    | 0.05%             | 2033-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB TL B 1L BANKDEBT                   | BAUSCH + LOMB CORPORATION 2025 TERM LOAN B                                                                                                | CUSIP: 91911K9M6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |      651352 | PA      | $654934.39    | 0.12%             | 2031-01-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH TL B 1L BANKDEBT                   | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                                                                                              | CUSIP: 91911K9L8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      453862 | PA      | $447735.36    | 0.08%             | 2030-10-08      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC 144A                     | BAYER US FINANCE II LLC COMPANY GUAR 144A 07/64 4.7                                                                                       | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      349000 | PA      | $264769.90    | 0.05%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BVCLN 2024-CAR1 B 144A                           | BAYVIEW OPPORTUNITY MASTER FUN BVCLN 2024 CAR1 B 144A                                                                                     | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |      103506 | PA      | $103906.39    | 0.02%             | 2031-12-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BCPE PEQUOD BUYER INC TL B 1L USD BANKDEBT       | BCPE PEQUOD BUYER INC USD TERM LOAN B                                                                                                     | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |      274312 | PA      | $274998.28    | 0.05%             | 2031-11-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC 144A                        | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581                                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $806151.75    | 0.15%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BMARK 2019-B12 A5                                | BENCHMARK MORTGAGE TRUST BMARK 2019 B12 A5                                                                                                | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      635000 | PA      | $609568.31    | 0.11%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BMARK 2019-B13 A4                                | BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4                                                                                                | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640000 | PA      | $609074.75    | 0.11%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V5 AM                                 | BENCHMARK MORTGAGE TRUST BMARK 2024 V5 AM                                                                                                 | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      766535 | PA      | $801133.94    | 0.15%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V7 A3                                 | BENCHMARK MORTGAGE TRUST BMARK 2024 V7 A3                                                                                                 | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $269928.06    | 0.05%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BSP 2021-23A B1R 144A                            | BENEFIT STREET PARTNERS CLO LT BSP 2021 23A B1R 144A                                                                                      | CUSIP: 08186VAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $250067.34    | 0.05%             | 2034-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MERLIN BUYER TL 1L BANKDEBT                      | BETTCHER INDUSTRIES INC TERM LOAN                                                                                                         | CUSIP: 59010LAB3<br>LEI: 2549008CJ699WXZAWW31 | Long             | LON              | CORP              | US        |      183804 | PA      | $185182.25    | 0.03%             | 2028-12-14      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BFLD 2025-5MW C 144A                             | BFLD TRUST BFLD 2025 5MW C 144A                                                                                                           | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $221989.22    | 0.04%             | 2042-10-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                           | BLACKSTONE PP EUR HOLD COMPANY GUAR REGS 03/29 1.75                                                                                       | CUSIP: 0929909D4<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      540000 | PA      | $598456.27    | 0.11%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                              | BLUE OWL GP STAKES TC3MIPDY0                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $430000.00    | 0.08%             | 2028-10-30      | Fixed         | 4.88%                 | No            |                  3 | On Loan: No      |
| BMO 2024-5C5 AS                                  | BMO MORTGAGE TRUST BMO 2024 5C5 AS                                                                                                        | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $1009506.82   | 0.19%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | BOEING CO SR UNSECURED 02/50 3.75                                                                                                         | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      142000 | PA      | $105474.62    | 0.02%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE CVT 6.000000                       | BOEING CO/THE PREFERRED STOCK 10/27 6                                                                                                     | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        2219 | NS      | $140285.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO/THE                                    | BOEING CO/THE SR UNSECURED 05/54 6.858                                                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      952000 | PA      | $1083982.42   | 0.20%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                | BON SECOURS MERCY SECURED 06/30 3.464                                                                                                     | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195158.80    | 0.04%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                          | BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95                                                                                           | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      425000 | PA      | $440920.08    | 0.08%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BREAKWATER ENRGY HOLD 144A                       | BREAKWATER ENRGY HOLD SR SECURED 144A 11/30 9.25                                                                                          | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $258937.50    | 0.05%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | BRIXMOR OPERATING PART SR UNSECURED 02/33 4.85                                                                                            | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85078.29     | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | BRIXMOR OPERATING PART SR UNSECURED 04/32 5.2                                                                                             | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      225000 | PA      | $230532.98    | 0.04%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC SR UNSECURED 02/32 4.55                                                                                                      | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      350000 | PA      | $354262.65    | 0.07%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | BROADCOM INC SR UNSECURED 02/36 4.8                                                                                                       | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      535000 | PA      | $536093.54    | 0.10%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BSREP 2021-DC C 144A                             | BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC C 144A                                                                                       | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132079 | PA      | $112022.79    | 0.02%             | 2038-08-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                         | BULGARIA SR UNSECURED REGS 05/38 4.125                                                                                                    | CUSIP: 12015K9T2<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      710000 | PA      | $844420.57    | 0.16%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3 B 144A                              | BX TRUST BX 2024 GPA3 B 144A                                                                                                              | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88292 | PA      | $88375.10     | 0.02%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS A 144A                              | BX TRUST BX 2024 MDHS A 144A                                                                                                              | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106243 | PA      | $106308.81    | 0.02%             | 2041-05-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BX 2024-MDHS B 144A                              | BX TRUST BX 2024 MDHS B 144A                                                                                                              | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106243 | PA      | $106308.77    | 0.02%             | 2041-05-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT B 144A                              | BX TRUST BX 2024 SLCT B 144A                                                                                                              | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99968.76     | 0.02%             | 2042-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX 2024-SLCT C 144A                              | BX TRUST BX 2024 SLCT C 144A                                                                                                              | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165000 | PA      | $164852.62    | 0.03%             | 2042-01-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| BX 2025-ROIC B 144A                              | BX TRUST BX 2025 ROIC B 144A                                                                                                              | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      836737 | PA      | $834646.85    | 0.15%             | 2030-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BX 2025-TAIL A 144A                              | BX TRUST BX 2025 TAIL A 144A                                                                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $189999.94    | 0.03%             | 2035-06-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT A 144A                              | BX TRUST BX 2025 VOLT A 144A                                                                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      615000 | PA      | $614615.63    | 0.11%             | 2044-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT B 144A                              | BX TRUST BX 2025 VOLT B 144A                                                                                                              | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      460000 | PA      | $460575.00    | 0.08%             | 2044-12-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC CB 0.00% 3/26                      | CABLE ONE INC                                                                                                                             | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190858.40    | 0.04%             | 2026-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC CB 1.125% 03/28                    | CABLE ONE INC                                                                                                                             | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |      180000 | PA      | $147659.40    | 0.03%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT TL B 1L BANKDEBT           | CAESARS ENTERTAINMENT CORP TERM LOAN B                                                                                                    | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      143512 | PA      | $141957.43    | 0.03%             | 2030-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                                | CAIXABANK SA 144A 07/36 VAR                                                                                                               | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      460000 | PA      | $476948.24    | 0.09%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA 144A                                | CAIXABANK SA SR UNSECURED 144A 06/35 VAR                                                                                                  | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1069304.00   | 0.20%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CAN 10YR BOND FUT MAR26 XMOD 20260320                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -18 | NC      | $-5637.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | CAN 5YR BOND FUT  MAR26 XMOD 20260320                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -22 | NC      | $-3968.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CARMX 2022-4 D                                   | CARMAX AUTO OWNER TRUST CARMX 2022 4 D                                                                                                    | CUSIP: 14318UAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $175835.66    | 0.03%             | 2029-04-16      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 C                                   | CARMAX AUTO OWNER TRUST CARMX 2023 3 C                                                                                                    | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $193069.32    | 0.04%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-1 C                                   | CARMAX AUTO OWNER TRUST CARMX 2024 1 C                                                                                                    | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85000 | PA      | $86570.20     | 0.02%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 D                                   | CARMAX AUTO OWNER TRUST CARMX 2024 2 D                                                                                                    | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90000 | PA      | $92784.36     | 0.02%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-3 D                                   | CARMAX AUTO OWNER TRUST CARMX 2024 3 D                                                                                                    | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40000 | PA      | $40739.05     | 0.01%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A B                                    | CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A B                                                                                              | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40000 | PA      | $40581.75     | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A C                                    | CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A C                                                                                              | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175000 | PA      | $179143.67    | 0.03%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-A B                                    | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A B                                                                                              | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1417951.64   | 0.26%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CONE 2024-DFW1 A 144A                            | CART CONE 2024 DFW1 A 144A                                                                                                                | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $119850.18    | 0.02%             | 2041-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P1 D                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P1 D                                                                                            | CUSIP: 14687BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       95000 | PA      | $94161.66     | 0.02%             | 2027-12-10      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-N1 D 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 D 144A                                                                                       | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12765 | PA      | $12651.02     | 0.00%             | 2028-12-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CRVNA 2022-P1 C                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 C                                                                                            | CUSIP: 14688DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30000 | PA      | $29526.74     | 0.01%             | 2028-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1 C 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A                                                                                       | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $744186.40    | 0.14%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N3 B 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 B 144A                                                                                       | CUSIP: 14686RAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335804 | PA      | $337157.82    | 0.06%             | 2028-05-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 B 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 B 144A                                                                                       | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55000 | PA      | $55509.86     | 0.01%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 C 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 C 144A                                                                                       | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $152913.48    | 0.03%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 B 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 B 144A                                                                                       | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       60000 | PA      | $60754.85     | 0.01%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2 C 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 C 144A                                                                                       | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       80000 | PA      | $81707.04     | 0.02%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3 B 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 B 144A                                                                                       | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      310000 | PA      | $311100.22    | 0.06%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-N1 A3 144A                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A                                                                                      | CUSIP: 14688XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      585000 | PA      | $589206.62    | 0.11%             | 2029-08-10      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-N1 B 144A                             | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A                                                                                       | CUSIP: 14688XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1177000 | PA      | $1191076.57   | 0.22%             | 2031-05-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1 C                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 C                                                                                            | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1340000 | PA      | $1362419.81   | 0.25%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3 B                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 B                                                                                            | CUSIP: 14688AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $105214.45    | 0.02%             | 2031-10-10      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 144A                                  | CARVANA CO SR SECURED 144A 06/31 9                                                                                                        | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      363772 | PA      | $409243.50    | 0.08%             | 2031-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE SERVICES INC COMPANY GUAR 06/30 4.8                                                                                                  | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      265000 | PA      | $269334.61    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCG 2025-1 A2 144A                               | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                                                                                                  | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202935 | PA      | $203864.74    | 0.04%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CCG 2025-1 C 144A                                | CCG RECEIVABLES TRUST CCG 2025 1 C 144A                                                                                                   | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $505533.30    | 0.09%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP 144A                      | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25                                                                                       | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $142406.25    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP 144A                      | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/31 7.375                                                                                      | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $346800.00    | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP 144A                      | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/33 4.5                                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $263625.00    | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | CELANESE US HOLDINGS LLC COMPANY GUAR 07/32 6.879                                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162800.00    | 0.03%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | CENTENE CORP SR UNSECURED 12/29 4.625                                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      805000 | PA      | $773830.40    | 0.14%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY A 144A                            | CENTRAGAS CENT 2025 CITY A 144A                                                                                                           | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      645000 | PA      | $656370.38    | 0.12%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E 144A                                 | CFE FIBRA E SR UNSECURED 144A 09/40 5.875                                                                                                 | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      200000 | PA      | $200945.40    | 0.04%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARTER NEXT GENERATION BANKDEBT                 | CHARTER NEX US INC 2024 TERM LOAN B1                                                                                                      | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |      832742 | PA      | $835956.18    | 0.15%             | 2030-11-29      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CACLN 2025-1 B 144A                              | CHASE AUTO CREDIT LINKED NOTES CACLN 2025 1 B 144A                                                                                        | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      433128 | PA      | $435834.42    | 0.08%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4 A1B 144A                         | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1B 144A                                                                                   | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22849 | PA      | $20528.43     | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHPRK 2018-1A BR 144A                            | CHENANGO PARK CLO, LTD. CHPRK 2018 1A BR 144A                                                                                             | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1235000 | PA      | $1236301.41   | 0.23%             | 2030-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX 144A                       | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58                                                                                        | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      195501 | PA      | $200861.83    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                              | CHPE LLC SR SECURED NOTE TC7MB2AJ0                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $200000.00    | 0.04%             | 2035-09-30      | Fixed         | 5.65%                 | No            |                  3 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS 144A                    | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/32 10.875                                                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      380000 | PA      | $408975.00    | 0.08%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CIFC 2016-1A D1R3 144A                           | CIFC FUNDING LTD CIFC 2016 1A D1R3 144A                                                                                                   | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248107.71    | 0.05%             | 2031-10-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | CIGNA GROUP/THE SR UNSECURED 01/56 6                                                                                                      | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      220000 | PA      | $229057.40    | 0.04%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | CIGNA GROUP/THE SR UNSECURED 09/30 4.5                                                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161036.16    | 0.03%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC SR UNSECURED 03/36 VAR                                                                                                      | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      270000 | PA      | $277634.25    | 0.05%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC SR UNSECURED 05/31 VAR                                                                                                      | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      825000 | PA      | $845798.25    | 0.16%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | CITIGROUP INC SR UNSECURED 09/36 VAR                                                                                                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      280000 | PA      | $286118.00    | 0.05%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CMLTI 2020-EXP2 A3 144A                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 EXP2 A3 144A                                                                                     | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |       79777 | PA      | $70158.03     | 0.01%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC 144A                       | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625                                                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      375000 | PA      | $404062.50    | 0.07%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC 144A                       | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/28 8.375                                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      165000 | PA      | $169950.00    | 0.03%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HNGRY 2021-1A A2 144A                            | CKE RESTAURANTS HOLDINGS INC HNGRY 2021 1A A2 144A                                                                                        | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      196288 | PA      | $183080.88    | 0.03%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HNGRY 2024-1A A2 144A                            | CKE RESTAURANTS HOLDINGS INC HNGRY 2024 1A A2 144A                                                                                        | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99482 | PA      | $102968.61    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL TL B 1L BANKDEBT                  | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                                                                                                    | CUSIP: 7399969F5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      390000 | PA      | $391095.90    | 0.07%             | 2032-01-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN 144A                    | CLARIOS GLOBAL LP/US FIN SR SECURED 144A 02/30 6.75                                                                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      145000 | PA      | $150075.00    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A A2 144A                           | CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A A2 144A                                                                                         | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55937 | PA      | $56111.49     | 0.01%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A B 144A                            | CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A B 144A                                                                                          | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100334.49    | 0.02%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL WORLDWIDE 144A                     | CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 04/28 7.75                                                                                     | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160000.00    | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL WORLDWIDE 144A                     | CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 06/29 7.5                                                                                      | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      163000 | PA      | $160962.50    | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO 144A                    | CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 02/31 7.125                                                                                      | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      105000 | PA      | $108937.50    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO 144A                    | CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 03/33 7.5                                                                                        | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83900.00     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR TL B 1L BANKDEBT           | CLEAR CHANNEL OUTDOOR HOLD INC 2024 TERM LOAN                                                                                             | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      358368 | PA      | $358622.86    | 0.07%             | 2028-08-21      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CITRIX TL B2 1L BANKDEBT                         | CLOUD SOFTWARE GROUP INC 2025 TERM LOAN B 2031                                                                                            | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      168558 | PA      | $168043.92    | 0.03%             | 2031-03-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CITRIX TL B 1L BANKDEBT                          | CLOUD SOFTWARE GROUP INC 2025 TERM LOAN B 2032                                                                                            | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      418950 | PA      | $417873.30    | 0.08%             | 2032-08-13      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC 144A                      | CLOUD SOFTWARE GRP INC SECURED 144A 09/29 9                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      525000 | PA      | $542062.50    | 0.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC 144A                      | CLOUD SOFTWARE GRP INC SR SECURED 144A 06/32 8.25                                                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      195000 | PA      | $205725.00    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COX MEDIA TL B2 1L BANKDEBT                      | CMG MEDIA CORPORATION 2024 TERM LOAN                                                                                                      | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      395799 | PA      | $360968.61    | 0.07%             | 2029-06-18      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION 144A                       | CMG MEDIA CORPORATION SECURED 144A 06/29 8.875                                                                                            | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $284625.00    | 0.05%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| COFINIMMO                                        | COFINIMMO SR UNSECURED REGS 12/30 0.875                                                                                                   | CUSIP: 2240539B6<br>LEI: 549300TM914CSF6KI389 | Long             | DBT              | CORP              | BE        |      300000 | PA      | $308710.79    | 0.06%             | 2030-12-02      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COGENTRIX TL B 1L BANKDEBT                       | COGENTRIX FINANCE HOLDCO I LLC REPRICED TERM LOAN B                                                                                       | CUSIP: 19239LAC0<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |      160650 | PA      | $161511.08    | 0.03%             | 2032-02-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CLGIX 2022-1CAN A2 144A                          | COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A                                                                                    | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |       45000 | PA      | $31955.27     | 0.01%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 A1 144A                              | COLT FUNDING LLC COLT 2025 8 A1 144A                                                                                                      | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |      597710 | PA      | $605095.44    | 0.11%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 A3 144A                           | COLT FUNDING LLC COLT 2025 INV2 A3 144A                                                                                                   | CUSIP: 12673UAC8<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |      512595 | PA      | $517687.39    | 0.10%             | 2070-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 B                                 | COMM MORTGAGE TRUST COMM 2016 CR28 B                                                                                                      | CUSIP: 12593YBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $39132.26     | 0.01%             | 2049-02-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                              | COMMONSPIRIT HEALTH SR SECURED 10/30 2.782                                                                                                | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       48000 | PA      | $44910.48     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC 144A                      | COMSTOCK RESOURCES INC COMPANY GUAR 144A 03/29 6.75                                                                                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      230000 | PA      | $228850.00    | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INMARSAT TL B 1L BANKDEBT                        | CONNECT FINCO SARL 2024 EXTENDED TERM LOAN B                                                                                              | CUSIP: 4576399B0<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |      163469 | PA      | $162345.80    | 0.03%             | 2029-09-28      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE 144A                    | CONNECT FINCO SARL/CONNE SR SECURED 144A 09/29 9                                                                                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      200000 | PA      | $211750.00    | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE TL B 1L BANKDEBT                     | CORNERSTONE GENERATION LLC TERM LOAN B                                                                                                    | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |      300000 | PA      | $302844.00    | 0.06%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA 144A                    | CORPORACION INMOBILIARIA COMPANY GUAR 144A 01/33 5.5                                                                                      | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |      290000 | PA      | $292028.55    | 0.05%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS TL 1L BANKDEBT                      | CPM HOLDINGS, INC. 2023 TERM LOAN                                                                                                         | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |      220046 | PA      | $218808.86    | 0.04%             | 2028-09-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE 144A                     | CRESCENT ENERGY FINANCE COMPANY GUAR 144A 01/33 7.375                                                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      410000 | PA      | $388475.00    | 0.07%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE 144A                     | CRESCENT ENERGY FINANCE COMPANY GUAR 144A 04/32 7.625                                                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      160000 | PA      | $155600.00    | 0.03%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H6 A1 144A                            | CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A                                                                                                | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191077 | PA      | $191149.30    | 0.04%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H4 A1 144A                            | CROSS MORTGAGE TRUST CROSS 2025 H4 A1 144A                                                                                                | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2169711 | PA      | $2185221.98   | 0.40%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H5 A1B 144A                           | CROSS MORTGAGE TRUST CROSS 2025 H5 A1B 144A                                                                                               | CUSIP: 227920AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      357686 | PA      | $359806.78    | 0.07%             | 2070-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| CRNPT 2018-7A AR 144A                            | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A                                                                                              | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       36645 | PA      | $36656.09     | 0.01%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 A5                                 | CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C6 A5                                                                                           | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |       99480 | PA      | $99107.05     | 0.02%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 C                                 | CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C18 C                                                                                           | CUSIP: 12597DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $135164.32    | 0.02%             | 2052-12-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 144A                            | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75                                                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $140000.00    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 144A                            | CSC HOLDINGS LLC COMPANY GUAR 144A 04/27 5.5                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $172500.00    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 144A                            | CSC HOLDINGS LLC COMPANY GUAR 144A 05/28 11.25                                                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $155000.00    | 0.03%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: —       |
| ALTICE TL B5 1L BANKDEBT                         | CSC HOLDINGS, LLC 2019 TERM LOAN B5                                                                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      501357 | PA      | $445269.87    | 0.08%             | 2027-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP JR SUBORDINA 03/55 VAR                                                                                                    | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      176000 | PA      | $183683.46    | 0.03%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP JR SUBORDINA 12/54 VAR                                                                                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      738000 | PA      | $761973.19    | 0.14%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS HEALTH CORP SR UNSECURED 02/53 5.625                                                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      630000 | PA      | $601660.08    | 0.11%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                                                                                      | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225000 | PA      | $220535.71    | 0.04%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A3 144A                              | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A3 144A                                                                                        | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41848 | PA      | $37455.13     | 0.01%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 C 144A                               | DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 C 144A                                                                                           | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1610000 | PA      | $1635066.90   | 0.30%             | 2030-03-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-1 D 144A                               | DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 D 144A                                                                                           | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101668.34    | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 B 144A                               | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 B 144A                                                                                           | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100898.32    | 0.02%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 D 144A                               | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 D 144A                                                                                           | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100827.70    | 0.02%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORMULA ONE TL B1 1L BANKDEBT                    | DELTA 2 LUX SARL 2024 TERM LOAN B1                                                                                                        | CUSIP: 3469959L9<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      195000 | PA      | $195000.00    | 0.04%             | 2031-09-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| INFOBLOX TL 2L BANKDEBT                          | DELTA TOPCO, INC 2024 2ND LIEN TERM LOAN                                                                                                  | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      440000 | PA      | $433765.20    | 0.08%             | 2030-11-29      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| DEXT 2025-1 C 144A                               | DEXT ABS DEXT 2025 1 C 144A                                                                                                               | CUSIP: 252154AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1340000 | PA      | $1366295.49   | 0.25%             | 2035-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/34 5.4                                                                                             | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      425000 | PA      | $435448.20    | 0.08%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75                                                                                            | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      864000 | PA      | $829570.46    | 0.15%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC 144A                       | DIRECTV FIN LLC/COINC SR SECURED 144A 02/31 10                                                                                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $168725.00    | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DIRECTV TL B 1L BANKDEBT                         | DIRECTV FINANCING LLC 2025 TERM LOAN B                                                                                                    | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      218138 | PA      | $215865.30    | 0.04%             | 2031-02-18      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC 144A                       | DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875                                                                                         | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $133143.75    | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                              | DISCO PARENT INC 2025 TERM LOAN B                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      165000 | PA      | $165618.75    | 0.03%             | 2032-08-06      | Floating      | 7.07%                 | No            |                  3 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS CORP COMPANY GUAR 07/28 7.375                                                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $167400.00    | 0.03%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 144A                               | DISH DBS CORP SR SECURED 144A 12/26 5.25                                                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $312400.00    | 0.06%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 144A                               | DISH DBS CORP SR SECURED 144A 12/28 5.75                                                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $187687.50    | 0.03%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A3 144A                            | DLLAA LLC DLLAA 2023 1A A3 144A                                                                                                           | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       46103 | PA      | $46590.77     | 0.01%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A A4 144A                            | DLLAA LLC DLLAA 2023 1A A4 144A                                                                                                           | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $66944.84     | 0.01%             | 2031-10-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1A A4 144A                            | DLLST LLC DLLST 2024 1A A4 144A                                                                                                           | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40000 | PA      | $40362.54     | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC 144A                          | DOMINICAN REPUBLIC SR UNSECURED 144A 10/35 5.875                                                                                          | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      250000 | PA      | $249062.50    | 0.05%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 B                                   | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 2 B                                                                                               | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $229655.87    | 0.04%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| DRSLF 2021-93A BR 144A                           | DRYDEN SENIOR LOAN FUND DRSLF 2021 93A BR 144A                                                                                            | CUSIP: 26190TAS0<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250585.87    | 0.05%             | 2038-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED 144A                        | DYE + DURHAM LIMITED SR SECURED 144A 04/29 8.625                                                                                          | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      180000 | PA      | $164925.00    | 0.03%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| DYE & DURHAM CORP TL B 1L BANKDEBT               | DYE AND DURHAM CORPORATION 2024 USD TERM LOAN B                                                                                           | CUSIP: TC1QR4Q26<br>LEI: 549300XUQDPIC5QRY347 | Long             | LON              | CORP              | CA        |      100000 | PA      | $90000.00     | 0.02%             | 2031-04-11      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS TL B2 1L BANKDEBT                     | E W SCRIPPS COMPANY THE 2025 TERM LOAN B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      166277 | PA      | $168009.17    | 0.03%             | 2028-06-30      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL 144A                    | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5                                                                                      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      590000 | PA      | $599574.52    | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | ECHOSTAR CORP SR SECURED 11/29 10.75                                                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      764576 | PA      | $842945.04    | 0.15%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDELMAN FINANCIAL CENTER TL 2L BANKDEBT          | EDELMAN FINANCIAL CENTER LLC 2024 2ND LIEN TERM LOAN                                                                                      | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |       25173 | PA      | $25167.06     | 0.00%             | 2028-10-06      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                                                                                               | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12918.75     | 0.00%             | 2174-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC TL B 1L BANKDEBT                  | EG AMERICA LLC 2025 USD REPRICED TERM LOAN                                                                                                | CUSIP: TC8YAF643<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |      263401 | PA      | $264224.98    | 0.05%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC 144A                       | EG GLOBAL FINANCE PLC SR SECURED 144A 11/28 12                                                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $217514.80    | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| EHGVT 2023-A A 144A                              | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A A 144A                                                                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49902 | PA      | $51675.21     | 0.01%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| EHGVT 2023-A C 144A                              | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A C 144A                                                                                            | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49902 | PA      | $51663.04     | 0.01%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-2 A3 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A3 144A                                                                                        | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1987051 | PA      | $1710257.04   | 0.31%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2021-3 M1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 3 M1 144A                                                                                        | CUSIP: 31573JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $142544.30    | 0.03%             | 2066-09-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A1 144A                           | ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 INV2 A1 144A                                                                                     | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |      825855 | PA      | $827219.49    | 0.15%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2 A2 144A                           | ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 INV2 A2 144A                                                                                     | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |       87392 | PA      | $87659.92     | 0.02%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1 A1 144A                           | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV1 A1 144A                                                                                     | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |      148368 | PA      | $149530.15    | 0.03%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2 A1 144A                           | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV2 A1 144A                                                                                     | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |      268985 | PA      | $270020.15    | 0.05%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM3 A1 144A                           | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM3 A1 144A                                                                                     | CUSIP: 26846YAC2<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |     1323152 | PA      | $1330772.58   | 0.24%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC TL B 1L BANKDEBT           | ELLUCIAN HOLDINGS, INC. 2024 1ST LIEN TERM LOAN B                                                                                         | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      243825 | PA      | $244415.06    | 0.04%             | 2029-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC TL 2L BANKDEBT             | ELLUCIAN HOLDINGS, INC. 2024 2ND LIEN TERM LOAN                                                                                           | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      446017 | PA      | $448247.32    | 0.08%             | 2032-11-22      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV 144A                        | ENEL FINANCE INTL NV COMPANY GUAR 144A 09/35 5                                                                                            | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      425000 | PA      | $423683.78    | 0.08%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA 144A                                    | ENGIE SA SR UNSECURED 144A 04/34 5.625                                                                                                    | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $841070.40    | 0.15%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| DURAVANT TL 2L BANKDEBT                          | ENGINEERED MACHINERY HOLD INC 2021 USD 2ND LIEN TL                                                                                        | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      565960 | PA      | $565960.02    | 0.10%             | 2029-05-21      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| EFF 2023-1 A3 144A                               | ENTERPRISE FLEET FINANCING LLC EFF 2023 1 A3 144A                                                                                         | CUSIP: 29375CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101088.85    | 0.02%             | 2029-10-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EFF 2025-3 A3 144A                               | ENTERPRISE FLEET FINANCING LLC EFF 2025 3 A3 144A                                                                                         | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215000 | PA      | $217634.76    | 0.04%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR TL B 1L BANKDEBT                        | EOC BORROWER LLC TERM LOAN B                                                                                                              | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      239400 | PA      | $240283.39    | 0.04%             | 2032-03-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP TL B 1L BANKDEBT            | EPICOR SOFTWARE CORPORATION 2024 TERM LOAN F                                                                                              | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |      389149 | PA      | $390187.61    | 0.07%             | 2031-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                              | EURO-BOBL FUTURE  DEC25 XEUR 20251208                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -8 | NC      | $-451.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | EURO-BTP FUTURE   DEC25 XEUR 20251208                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -50 | NC      | $-158549.95   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | EURO-BUND FUTURE  DEC25 XEUR 20251208                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -7 | NC      | $-5759.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | EURO-BUXL 30Y BND DEC25 XEUR 20251208                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           1 | NC      | $2480.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | EURO-OAT FUTURE   DEC25 XEUR 20251208                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           2 | NC      | $2201.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | EURO-SCHATZ FUT   DEC25 XEUR 20251208                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -19 | NC      | $2854.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO 144A                               | EW SCRIPPS CO SECURED 144A 08/30 9.875                                                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      335000 | PA      | $336256.25    | 0.06%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO TL B3 1L USD BANKDEBT              | EW SCRIPPS COMPANY THE 2025 TERM LOAN B3                                                                                                  | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      253120 | PA      | $246412.62    | 0.05%             | 2029-11-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D                                   | EXETER AUTOMOBILE RECEIVABLES EART 2023 1A D                                                                                              | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5000 | PA      | $5083.12      | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A B                                   | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A B                                                                                              | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      780000 | PA      | $787677.77    | 0.14%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A B                                   | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A B                                                                                              | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      190000 | PA      | $190864.77    | 0.04%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-4A C                                   | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A C                                                                                              | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      685000 | PA      | $686972.66    | 0.13%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 B                                   | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 B                                                                                             | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180000 | PA      | $181539.23    | 0.03%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESART 2025-2 C                                   | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 C                                                                                             | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      435000 | PA      | $439785.52    | 0.08%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3 B                                   | EXETER SELECT AUTOMOBILE RECEI ESART 2025 3 B                                                                                             | CUSIP: 30185FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $650751.34    | 0.12%             | 2032-03-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| ESART 2025-3 C                                   | EXETER SELECT AUTOMOBILE RECEI ESART 2025 3 C                                                                                             | CUSIP: 30185FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      725000 | PA      | $733948.46    | 0.13%             | 2032-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH C 144A                              | EXTENDED STAY AMERICA TRUST ESA 2025 ESH C 144A                                                                                           | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      325000 | PA      | $326022.42    | 0.06%             | 2042-10-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R01 1M1 144A                            | FANNIE MAE   CAS CAS 2025 R01 1M1 144A                                                                                                    | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      724940 | PA      | $725394.18    | 0.13%             | 2045-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R02 1A1 144A                            | FANNIE MAE   CAS CAS 2025 R02 1A1 144A                                                                                                    | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1315162 | PA      | $1317347.13   | 0.24%             | 2045-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNR 2020-75 BI                                   | FANNIE MAE FNR 2020 75 BI                                                                                                                 | CUSIP: 3136BCJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4961783 | PA      | $654929.10    | 0.12%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-89 DI                                   | FANNIE MAE FNR 2020 89 DI                                                                                                                 | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6265546 | PA      | $1016530.95   | 0.19%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-97 AI                                   | FANNIE MAE FNR 2020 97 AI                                                                                                                 | CUSIP: 3136BDEF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3007971 | PA      | $420836.80    | 0.08%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2023-2 DI                                    | FANNIE MAE FNR 2023 2 DI                                                                                                                  | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      866718 | PA      | $110552.78    | 0.02%             | 2051-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2023-2 EI                                    | FANNIE MAE FNR 2023 2 EI                                                                                                                  | CUSIP: 3136BPVA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1338287 | PA      | $207356.16    | 0.04%             | 2051-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QC8491 FR 10/51 FIXED 2.5                                                                                               | CUSIP: 3133ATNG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      103694 | PA      | $90129.67     | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QD8674 FR 03/52 FIXED 3                                                                                                 | CUSIP: 3133B6T75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      618229 | PA      | $554212.53    | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QI9074 FR 06/54 FIXED 6                                                                                                 | CUSIP: 3133WGCK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23118 | PA      | $23778.98     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QJ3040 FR 09/54 FIXED 5.5                                                                                               | CUSIP: 3133CTLV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70259 | PA      | $71469.38     | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QJ4230 FR 09/54 FIXED 6.5                                                                                               | CUSIP: 3133CUVX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      218247 | PA      | $227009.83    | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QJ5643 FR 09/54 FIXED 6.5                                                                                               | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29865 | PA      | $30933.27     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QJ5819 FR 09/54 FIXED 6.5                                                                                               | CUSIP: 3133CWPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9228 | PA      | $9605.64      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FED HM LN PC POOL QN8025 FR 10/36 FIXED 2.5                                                                                               | CUSIP: 3133GE4J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53787 | PA      | $50978.15     | 0.01%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QX0557 FR 12/54 FIXED 6.5                                                                                               | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18475 | PA      | $19137.08     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QX1253 FR 12/54 FIXED 6                                                                                                 | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      972410 | PA      | $1004606.38   | 0.18%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QX2526 FR 01/55 FIXED 6.5                                                                                               | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32566 | PA      | $33731.27     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QX3636 FR 01/55 FIXED 6.5                                                                                               | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10636 | PA      | $11020.04     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QY2115 FR 05/55 FIXED 6                                                                                                 | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      105077 | PA      | $107891.71    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QY4616 FR 06/55 FIXED 6                                                                                                 | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      421527 | PA      | $432419.70    | 0.08%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL QZ5224 FR 10/55 FIXED 5.5                                                                                               | CUSIP: 31427CYW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      535202 | PA      | $542659.73    | 0.10%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA3046 FR 07/50 FIXED 2                                                                                                 | CUSIP: 3133KJL34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1821094 | PA      | $1508596.59   | 0.28%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA5258 FR 05/51 FIXED 2                                                                                                 | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42247 | PA      | $34613.39     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA5561 FR 07/51 FIXED 2                                                                                                 | CUSIP: 3133KMFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91278 | PA      | $75611.87     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA5680 FR 08/51 FIXED 2                                                                                                 | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23469 | PA      | $19223.85     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA5714 FR 03/52 FIXED 2                                                                                                 | CUSIP: 3133KMK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      587959 | PA      | $486440.18    | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA6019 FR 10/51 FIXED 2.5                                                                                               | CUSIP: 3133KMVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23307 | PA      | $19993.50     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA6623 FR 01/52 FIXED 2.5                                                                                               | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42674 | PA      | $36856.77     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA6766 FR 02/52 FIXED 2.5                                                                                               | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      432419 | PA      | $373729.04    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA6815 FR 02/52 FIXED 2.5                                                                                               | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2836489 | PA      | $2442682.79   | 0.45%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA6962 FR 03/52 FIXED 2.5                                                                                               | CUSIP: 3133KNWX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      959400 | PA      | $827772.72    | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA7554 FR 06/52 FIXED 4                                                                                                 | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194955 | PA      | $186865.46    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RA8551 FR 02/53 FIXED 6                                                                                                 | CUSIP: 3133KQQC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1336916 | PA      | $1388362.76   | 0.26%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FED HM LN PC POOL RB5107 FR 04/41 FIXED 1.5                                                                                               | CUSIP: 3133KYU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52256 | PA      | $43968.61     | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FED HM LN PC POOL RB5148 FR 03/42 FIXED 2                                                                                                 | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      219670 | PA      | $192774.06    | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FED HM LN PC POOL RB5154 FR 04/42 FIXED 2.5                                                                                               | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74652 | PA      | $67037.89     | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RJ1716 FR 06/54 FIXED 6                                                                                                 | CUSIP: 3142GR4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      115093 | PA      | $118551.51    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RJ1975 FR 07/54 FIXED 6                                                                                                 | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49537 | PA      | $51089.44     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RJ2623 FR 10/54 FIXED 5.5                                                                                               | CUSIP: 3142GS4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62779 | PA      | $64272.22     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RJ3906 FR 04/55 FIXED 6                                                                                                 | CUSIP: 3142GUKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      316384 | PA      | $325480.46    | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RJ4695 FR 08/55 FIXED 6                                                                                                 | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3424964 | PA      | $3516565.12   | 0.65%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RJ4778 FR 09/55 FIXED 5.5                                                                                               | CUSIP: 3142GVJY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2042571 | PA      | $2081387.91   | 0.38%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL RJ4780 FR 09/55 FIXED 6.5                                                                                               | CUSIP: 3142GVJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      378376 | PA      | $393530.13    | 0.07%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FED HM LN PC POOL SB0217 FR 01/33 FIXED 3                                                                                                 | CUSIP: 3132CWG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37464 | PA      | $36628.62     | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FED HM LN PC POOL SB8189 FR 11/37 FIXED 4                                                                                                 | CUSIP: 3132D6C24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154981 | PA      | $153061.26    | 0.03%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FED HM LN PC POOL SB8215 FR 03/38 FIXED 4                                                                                                 | CUSIP: 3132D6DU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       74529 | PA      | $73537.71     | 0.01%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FED HM LN PC POOL SC0329 FR 02/40 FIXED 3                                                                                                 | CUSIP: 3132D9LJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      200377 | PA      | $189079.99    | 0.03%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD0784 FR 12/51 FIXED 2                                                                                                 | CUSIP: 3132DM2R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      279036 | PA      | $230340.44    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD0922 FR 03/52 FIXED 2.5                                                                                               | CUSIP: 3132DNAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3775305 | PA      | $3259889.41   | 0.60%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD1116 FR 06/52 FIXED 3.5                                                                                               | CUSIP: 3132DNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      492153 | PA      | $458127.60    | 0.08%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD1266 FR 06/52 FIXED 3                                                                                                 | CUSIP: 3132DNMP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66603 | PA      | $59771.79     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD1840 FR 06/52 FIXED 3                                                                                                 | CUSIP: 3132DPBH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      136529 | PA      | $122524.30    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD2666 FR 03/53 FIXED 5                                                                                                 | CUSIP: 3132DP6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       59344 | PA      | $59956.35     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD3041 FR 05/53 FIXED 5                                                                                                 | CUSIP: 3132DQLW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       29908 | PA      | $30054.47     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD3580 FR 04/52 FIXED 2                                                                                                 | CUSIP: 3132DQ6R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       54303 | PA      | $44848.04     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5                                                                                               | CUSIP: 3132E0A77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206874 | PA      | $211958.48    | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD4653 FR 07/53 FIXED 5                                                                                                 | CUSIP: 3132DSE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      186791 | PA      | $187525.32    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD4967 FR 02/54 FIXED 5.5                                                                                               | CUSIP: 3132DSQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53543 | PA      | $54621.59     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD4999 FR 08/53 FIXED 5                                                                                                 | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1839877 | PA      | $1844545.76   | 0.34%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD5565 FR 05/54 FIXED 5.5                                                                                               | CUSIP: 3132DTFE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41563 | PA      | $42568.26     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD5865 FR 08/54 FIXED 5.5                                                                                               | CUSIP: 3132DTQS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1071017 | PA      | $1091655.19   | 0.20%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6048 FR 07/54 FIXED 6                                                                                                 | CUSIP: 3132DTWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      342871 | PA      | $356517.43    | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6155 FR 08/54 FIXED 5.5                                                                                               | CUSIP: 3132DTZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      541223 | PA      | $551298.84    | 0.10%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6382 FR 07/54 FIXED 5                                                                                                 | CUSIP: 3132DUCT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61911 | PA      | $61881.82     | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6569 FR 10/54 FIXED 5.5                                                                                               | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       77379 | PA      | $79250.20     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6638 FR 10/54 FIXED 5.5                                                                                               | CUSIP: 3132DULT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66150 | PA      | $67417.73     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6767 FR 10/54 FIXED 6                                                                                                 | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      223330 | PA      | $229621.35    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6891 FR 10/54 FIXED 6                                                                                                 | CUSIP: 3132DUUQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      301845 | PA      | $311100.51    | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6907 FR 12/54 FIXED 5                                                                                                 | CUSIP: 3132DUU88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      828295 | PA      | $831935.72    | 0.15%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD6963 FR 10/52 FIXED 4                                                                                                 | CUSIP: 3132DUWY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      353888 | PA      | $339421.24    | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD7231 FR 12/54 FIXED 5.5                                                                                               | CUSIP: 3132DVA88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      383556 | PA      | $390331.27    | 0.07%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD7265 FR 10/54 FIXED 6.5                                                                                               | CUSIP: 3132DVCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1598378 | PA      | $1661873.37   | 0.31%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD7360 FR 10/54 FIXED 6                                                                                                 | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      169687 | PA      | $174320.37    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD7362 FR 09/54 FIXED 5.5                                                                                               | CUSIP: 3132DVFB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1146086 | PA      | $1174648.20   | 0.22%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD7553 FR 03/52 FIXED 3                                                                                                 | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2589810 | PA      | $2339519.33   | 0.43%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5                                                                                               | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      332202 | PA      | $310840.64    | 0.06%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8167 FR 09/51 FIXED 2.5                                                                                               | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110975 | PA      | $94639.72     | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8194 FR 02/52 FIXED 2.5                                                                                               | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1070447 | PA      | $914274.88    | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8199 FR 03/52 FIXED 2                                                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3048455 | PA      | $2494734.86   | 0.46%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5                                                                                               | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      620061 | PA      | $530383.27    | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8266 FR 11/52 FIXED 4.5                                                                                               | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      208595 | PA      | $205112.12    | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8267 FR 11/52 FIXED 5                                                                                                 | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      111073 | PA      | $111491.24    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8299 FR 02/53 FIXED 5                                                                                                 | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1038300 | PA      | $1040988.19   | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5                                                                                               | CUSIP: 3132DWJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      652506 | PA      | $639563.23    | 0.12%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SD8507 FR 02/55 FIXED 6                                                                                                 | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      583339 | PA      | $597305.88    | 0.11%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SL0284 FR 02/55 FIXED 5.5                                                                                               | CUSIP: 31427MJ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227204 | PA      | $230823.69    | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SL0401 FR 02/52 FIXED 2.5                                                                                               | CUSIP: 31427MNT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1211406 | PA      | $1044487.13   | 0.19%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SL0616 FR 03/55 FIXED 6                                                                                                 | CUSIP: 31427MVJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      129525 | PA      | $133623.35    | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SL2490 FR 08/55 FIXED 6.5                                                                                               | CUSIP: 31427PXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      213706 | PA      | $222525.52    | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL SL2987 FR 10/55 FIXED 5                                                                                                 | CUSIP: 31427QJ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      184408 | PA      | $184751.82    | 0.03%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL ZA5029 FR 10/47 FIXED 3.5                                                                                               | CUSIP: 31329NSS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      582162 | PA      | $549883.29    | 0.10%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FED HM LN PC POOL ZT0536 FR 03/48 FIXED 3.5                                                                                               | CUSIP: 3132ACSZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      205047 | PA      | $193552.95    | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL                                           | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25                                                                                            | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      840000 | PA      | $838950.00    | 0.15%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL                                           | FED REPUBLIC OF BRAZIL SR UNSECURED 11/30 5.5                                                                                             | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1400000 | PA      | $1433250.00   | 0.26%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERRARI NV                                       | FERRARI NV SR UNSECURED REGS 05/30 3.625                                                                                                  | CUSIP: 3149959E3<br>LEI: 549300RIVY5EX8RCON76 | Long             | DBT              | CORP              | NL        |      230000 | PA      | $273331.25    | 0.05%             | 2030-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS 144A                              | FIBRA PROLOGIS SR UNSECURED 144A 11/35 5.5                                                                                                | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      230000 | PA      | $228936.02    | 0.04%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP TL B 1L BANKDEBT                | FILTRATION GROUP CORPORATION 2025 USD TERM LOAN                                                                                           | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      513706 | PA      | $516530.95    | 0.09%             | 2028-10-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FAHB 2024-HB1 A1A 144A                           | FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A                                                                                     | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12262 | PA      | $12255.87     | 0.00%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                 | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                                                                                                  | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      390000 | PA      | $362023.74    | 0.07%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                 | FIRSTENERGY CORP SR UNSECURED 09/30 2.25                                                                                                  | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       74000 | PA      | $66998.05     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FIRSTENERGY TRANSMISSION SR UNSECURED 01/35 5                                                                                             | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150382.95    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | FISERV INC SR UNSECURED 02/31 4.55                                                                                                        | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1369231.78   | 0.25%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II 144A                      | FIVE CORNERS FND TR II SR UNSECURED 144A 05/30 2.85                                                                                       | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $188436.00    | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC 144A                        | FLUTTER TREASURY DAC SR SECURED 144A 06/31 5.875                                                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      245000 | PA      | $247271.89    | 0.05%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL AS8946 FN 03/47 FIXED 3.5                                                                                                       | CUSIP: 3138WJ5G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60290 | PA      | $56994.08     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL BM5109 FN 12/32 FIXED VAR                                                                                                       | CUSIP: 3140J9VB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107548 | PA      | $105454.64    | 0.02%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL BR2935 FN 03/36 FIXED 1.5                                                                                                       | CUSIP: 3140L1HM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37516 | PA      | $33922.50     | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL BU5836 FN 11/51 FIXED 2                                                                                                         | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131556 | PA      | $109469.39    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL BY4131 FN 07/53 FIXED 5                                                                                                         | CUSIP: 3140NLSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38605 | PA      | $38687.78     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CA1354 FN 03/48 FIXED 3.5                                                                                                       | CUSIP: 3140Q8QG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30502 | PA      | $28749.99     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CA1951 FN 07/48 FIXED 4                                                                                                         | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45796 | PA      | $44455.33     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CA2639 FN 11/48 FIXED 4.5                                                                                                       | CUSIP: 3140Q94Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      263891 | PA      | $262755.02    | 0.05%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CA4628 FN 11/49 FIXED 4                                                                                                         | CUSIP: 3140QCEA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74413 | PA      | $71981.22     | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL CA5466 FN 04/35 FIXED 3                                                                                                         | CUSIP: 3140QDCC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109243 | PA      | $106324.66    | 0.02%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB0511 FN 05/51 FIXED 2.5                                                                                                       | CUSIP: 3140QKR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      720393 | PA      | $619049.77    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB1109 FN 07/51 FIXED 2                                                                                                         | CUSIP: 3140QLGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      838085 | PA      | $689797.76    | 0.13%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB1371 FN 08/51 FIXED 2.5                                                                                                       | CUSIP: 3140QLQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39331 | PA      | $33840.70     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB1624 FN 09/51 FIXED 2.5                                                                                                       | CUSIP: 3140QLYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      119407 | PA      | $102608.67    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB1783 FN 10/51 FIXED 2.5                                                                                                       | CUSIP: 3140QL6V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36413 | PA      | $31395.98     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB2086 FN 11/51 FIXED 2.5                                                                                                       | CUSIP: 3140QMJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143175 | PA      | $123031.47    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB2357 FN 12/51 FIXED 2                                                                                                         | CUSIP: 3140QMTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115533 | PA      | $95417.65     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB2538 FN 01/52 FIXED 2.5                                                                                                       | CUSIP: 3140QMZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38839 | PA      | $33567.35     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB2848 FN 02/52 FIXED 2                                                                                                         | CUSIP: 3140QNEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      199176 | PA      | $164988.27    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB2869 FN 02/52 FIXED 2.5                                                                                                       | CUSIP: 3140QNFK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18371 | PA      | $15843.30     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB3115 FN 03/52 FIXED 3                                                                                                         | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53058 | PA      | $47866.91     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB3159 FN 03/52 FIXED 2.5                                                                                                       | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      115916 | PA      | $99572.80     | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB3254 FN 03/52 FIXED 3.5                                                                                                       | CUSIP: 3140QNTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1445652 | PA      | $1353274.99   | 0.25%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB3777 FN 05/52 FIXED 3.5                                                                                                       | CUSIP: 3140QPFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299942 | PA      | $280010.66    | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB4115 FN 07/52 FIXED 3.5                                                                                                       | CUSIP: 3140QPSD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429288 | PA      | $397370.97    | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB5306 FN 12/52 FIXED 6                                                                                                         | CUSIP: 3140QQ3Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      196900 | PA      | $205066.35    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB5545 FN 01/53 FIXED 6.5                                                                                                       | CUSIP: 3140QRET6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127983 | PA      | $134053.24    | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB7095 FN 09/53 FIXED 5                                                                                                         | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39893 | PA      | $40206.86     | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB7120 FN 09/53 FIXED 6                                                                                                         | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      297119 | PA      | $304957.97    | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB7333 FN 10/53 FIXED 5.5                                                                                                       | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44231 | PA      | $45353.06     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB7523 FN 11/53 FIXED 6.5                                                                                                       | CUSIP: 3140QTLD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56021 | PA      | $58189.97     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB7982 FN 02/54 FIXED 5.5                                                                                                       | CUSIP: 3140QT2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38512 | PA      | $39288.54     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB8226 FN 03/54 FIXED 6.5                                                                                                       | CUSIP: 3140QUD86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         660 | PA      | $686.83       | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB8330 FN 04/54 FIXED 5.5                                                                                                       | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      685142 | PA      | $696090.93    | 0.13%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB8483 FN 05/54 FIXED 5.5                                                                                                       | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11936 | PA      | $12224.55     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB8485 FN 05/54 FIXED 5.5                                                                                                       | CUSIP: 3140QUNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56320 | PA      | $57240.46     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB8755 FN 06/54 FIXED 6                                                                                                         | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      233453 | PA      | $240087.95    | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB8851 FN 07/54 FIXED 6                                                                                                         | CUSIP: 3140QUZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366732 | PA      | $381002.36    | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB8858 FN 07/54 FIXED 6                                                                                                         | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32613 | PA      | $33616.10     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB9011 FN 08/54 FIXED 6                                                                                                         | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135256 | PA      | $139681.46    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB9328 FN 10/54 FIXED 5.5                                                                                                       | CUSIP: 3140QVLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130536 | PA      | $133616.32    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CB9649 FN 12/54 FIXED 5                                                                                                         | CUSIP: 3140QVWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1074671 | PA      | $1079394.07   | 0.20%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CC0603 FN 06/55 FIXED 6.5                                                                                                       | CUSIP: 3140Y6U57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      475869 | PA      | $494056.91    | 0.09%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CC0666 FN 07/55 FIXED 6                                                                                                         | CUSIP: 3140Y6W48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215684 | PA      | $222385.16    | 0.04%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CC0749 FN 07/55 FIXED 6.5                                                                                                       | CUSIP: 3140Y6ZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211902 | PA      | $220387.44    | 0.04%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL CC0897 FN 08/55 FIXED 6.5                                                                                                       | CUSIP: 3140Y67K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219080 | PA      | $227961.70    | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL DC8257 FN 01/55 FIXED 5.5                                                                                                       | CUSIP: 3140AWE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      646426 | PA      | $659306.08    | 0.12%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL DE2698 FN 07/55 FIXED 6.5                                                                                                       | CUSIP: 3140BE7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96936 | PA      | $101236.80    | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FA0048 FN 09/53 FIXED VAR                                                                                                       | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6357 | PA      | $6518.23      | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FA0116 FN 08/53 FIXED VAR                                                                                                       | CUSIP: 3140W0DW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      669734 | PA      | $625693.49    | 0.12%             | 2053-08-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL FA0261 FN 01/37 FIXED VAR                                                                                                       | CUSIP: 3140W0JF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114779 | PA      | $113008.27    | 0.02%             | 2037-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FA0436 FN 06/52 FIXED VAR                                                                                                       | CUSIP: 3140W0PW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      912006 | PA      | $817855.71    | 0.15%             | 2052-06-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FA0522 FN 08/52 FIXED VAR                                                                                                       | CUSIP: 3140W0SL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1167801 | PA      | $1057037.82   | 0.19%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FA2899 FN 10/55 FIXED VAR                                                                                                       | CUSIP: 3140W3GH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      265493 | PA      | $270124.15    | 0.05%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FA3135 FN 11/55 FIXED VAR                                                                                                       | CUSIP: 3140W3PV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1038341 | PA      | $1055572.63   | 0.19%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL FM3340 FN 05/35 FIXED VAR                                                                                                       | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59689 | PA      | $58891.63     | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM4386 FN 07/47 FIXED VAR                                                                                                       | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9595 | PA      | $9884.97      | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM5940 FN 02/51 FIXED VAR                                                                                                       | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165943 | PA      | $137464.42    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM6004 FN 02/51 FIXED VAR                                                                                                       | CUSIP: 3140X9U60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      155964 | PA      | $129198.74    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL FM6264 FN 02/36 FIXED VAR                                                                                                       | CUSIP: 3140X96A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      841618 | PA      | $817374.48    | 0.15%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM6627 FN 09/49 FIXED VAR                                                                                                       | CUSIP: 3140XALH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24728 | PA      | $24611.13     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM7514 FN 06/51 FIXED VAR                                                                                                       | CUSIP: 3140XBK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      217519 | PA      | $187986.45    | 0.03%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM8543 FN 11/44 FIXED VAR                                                                                                       | CUSIP: 3140XCP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24037 | PA      | $24764.96     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL FM8732 FN 09/36 FIXED VAR                                                                                                       | CUSIP: 3140XCV21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39371 | PA      | $36563.11     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM8961 FN 09/49 FIXED VAR                                                                                                       | CUSIP: 3140XC5X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52103 | PA      | $53039.54     | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM9489 FN 11/51 FIXED VAR                                                                                                       | CUSIP: 3140XDRK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24715 | PA      | $20473.08     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM9704 FN 12/51 FIXED VAR                                                                                                       | CUSIP: 3140XDYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53523 | PA      | $44336.24     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FM9806 FN 12/51 FIXED VAR                                                                                                       | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200876 | PA      | $173102.85    | 0.03%             | 2051-12-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS0017 FN 08/47 FIXED VAR                                                                                                       | CUSIP: 3140XFAT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24214 | PA      | $23537.85     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS0348 FN 01/52 FIXED VAR                                                                                                       | CUSIP: 3140XFL66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148914 | PA      | $123914.80    | 0.02%             | 2052-01-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL FS0427 FN 02/37 FIXED VAR                                                                                                       | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      118772 | PA      | $109854.20    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS0733 FN 02/52 FIXED VAR                                                                                                       | CUSIP: 3140XFY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25493 | PA      | $21213.31     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS0838 FN 01/52 FIXED VAR                                                                                                       | CUSIP: 3140XF4Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15622 | PA      | $14648.61     | 0.00%             | 2052-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS1618 FN 03/52 FIXED VAR                                                                                                       | CUSIP: 3140XGYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12851 | PA      | $10693.51     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL FS2037 FN 05/37 FIXED VAR                                                                                                       | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      633740 | PA      | $571435.66    | 0.11%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS2041 FN 08/51 FIXED VAR                                                                                                       | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50510 | PA      | $41380.70     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS2477 FN 05/52 FIXED VAR                                                                                                       | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107808 | PA      | $93087.02     | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS3820 FN 01/53 FIXED VAR                                                                                                       | CUSIP: 3140XKG61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38621 | PA      | $40247.34     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS3874 FN 02/50 FIXED VAR                                                                                                       | CUSIP: 3140XKJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83167 | PA      | $82877.43     | 0.02%             | 2050-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS3956 FN 10/50 FIXED VAR                                                                                                       | CUSIP: 3140XKME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100906 | PA      | $100471.19    | 0.02%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS5046 FN 02/52 FIXED VAR                                                                                                       | CUSIP: 3140XLTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88061 | PA      | $75537.01     | 0.01%             | 2052-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FNMA POOL FS5191 FN 08/42 FIXED VAR                                                                                                       | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       96946 | PA      | $85156.91     | 0.02%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS5342 FN 07/53 FIXED VAR                                                                                                       | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102743 | PA      | $105268.13    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS5460 FN 05/53 FIXED VAR                                                                                                       | CUSIP: 3140XMB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70138 | PA      | $72965.88     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS6257 FN 06/53 FIXED VAR                                                                                                       | CUSIP: 3140XM5T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      706072 | PA      | $676407.87    | 0.12%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS6997 FN 03/52 FIXED VAR                                                                                                       | CUSIP: 3140XNX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      295566 | PA      | $265051.91    | 0.05%             | 2052-03-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS7058 FN 01/54 FIXED VAR                                                                                                       | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120084 | PA      | $102411.95    | 0.02%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS7303 FN 07/53 FIXED VAR                                                                                                       | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60765 | PA      | $60749.63     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS8081 FN 10/53 FIXED VAR                                                                                                       | CUSIP: 3140XP6T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      935324 | PA      | $954045.24    | 0.18%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS8793 FN 08/54 FIXED VAR                                                                                                       | CUSIP: 3140XQXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57406 | PA      | $58790.14     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS9443 FN 02/54 FIXED VAR                                                                                                       | CUSIP: 3140XRP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53485 | PA      | $52475.15     | 0.01%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL FS9627 FN 09/54 FIXED VAR                                                                                                       | CUSIP: 3140XRVV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      463484 | PA      | $480566.70    | 0.09%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FNMA POOL FS9713 FN 06/42 FIXED VAR                                                                                                       | CUSIP: 3140XRYK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156851 | PA      | $151824.15    | 0.03%             | 2042-06-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA2863 FN 01/47 FIXED 3                                                                                                         | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19008 | PA      | $17284.32     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA3027 FN 06/47 FIXED 4                                                                                                         | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25449 | PA      | $24813.60     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA3058 FN 07/47 FIXED 4                                                                                                         | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106274 | PA      | $102307.90    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FNMA POOL MA3151 FN 10/37 FIXED 3                                                                                                         | CUSIP: 31418CQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58317 | PA      | $55209.25     | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA3182 FN 11/47 FIXED 3.5                                                                                                       | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18354 | PA      | $17313.54     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4158 FN 10/50 FIXED 2                                                                                                         | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15624 | PA      | $12811.96     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4208 FN 12/50 FIXED 2                                                                                                         | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      421597 | PA      | $345712.18    | 0.06%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4237 FN 01/51 FIXED 2                                                                                                         | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      747573 | PA      | $612935.53    | 0.11%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4255 FN 02/51 FIXED 2                                                                                                         | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82374 | PA      | $67525.51     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4379 FN 07/51 FIXED 2.5                                                                                                       | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24918 | PA      | $21353.70     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4413 FN 09/51 FIXED 2                                                                                                         | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      537360 | PA      | $440235.59    | 0.08%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4418 FN 09/36 FIXED 2                                                                                                         | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100893 | PA      | $93505.99     | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4442 FN 10/36 FIXED 2                                                                                                         | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47474 | PA      | $43918.12     | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4469 FN 11/36 FIXED 1.5                                                                                                       | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138939 | PA      | $125420.82    | 0.02%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4492 FN 12/51 FIXED 2                                                                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7998643 | PA      | $6550815.43   | 1.20%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4513 FN 01/52 FIXED 3                                                                                                         | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202021 | PA      | $179738.28    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FNMA POOL MA4519 FN 01/42 FIXED 1.5                                                                                                       | CUSIP: 31418EAV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26347 | PA      | $22410.12     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 20YR                                        | FNMA POOL MA4521 FN 01/42 FIXED 2.5                                                                                                       | CUSIP: 31418EAX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50430 | PA      | $45565.07     | 0.01%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4567 FN 03/37 FIXED 2                                                                                                         | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2042091 | PA      | $1887484.72   | 0.35%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4568 FN 03/37 FIXED 2.5                                                                                                       | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88197 | PA      | $83435.59     | 0.02%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4577 FN 04/52 FIXED 2                                                                                                         | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136843 | PA      | $111836.14    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4578 FN 04/52 FIXED 2.5                                                                                                       | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      513878 | PA      | $439557.44    | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4581 FN 04/37 FIXED 1.5                                                                                                       | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39609 | PA      | $35714.79     | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4582 FN 04/37 FIXED 2                                                                                                         | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253629 | PA      | $234425.43    | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4583 FN 04/37 FIXED 2.5                                                                                                       | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      834813 | PA      | $789212.41    | 0.15%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4730 FN 09/52 FIXED 3                                                                                                         | CUSIP: 31418EHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50213 | PA      | $44687.83     | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4732 FN 09/52 FIXED 4                                                                                                         | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1893128 | PA      | $1814177.01   | 0.33%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4782 FN 10/52 FIXED 3.5                                                                                                       | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1106204 | PA      | $1024829.37   | 0.19%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4783 FN 10/52 FIXED 4                                                                                                         | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      804633 | PA      | $771314.45    | 0.14%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4784 FN 10/52 FIXED 4.5                                                                                                       | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      675209 | PA      | $664492.24    | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA4797 FN 11/37 FIXED 4                                                                                                         | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21420 | PA      | $21148.82     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA4918 FN 02/53 FIXED 5                                                                                                         | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113265 | PA      | $113564.12    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA5070 FN 07/53 FIXED 4.5                                                                                                       | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1195530 | PA      | $1174332.07   | 0.22%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA5072 FN 07/53 FIXED 5.5                                                                                                       | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      673900 | PA      | $684812.49    | 0.13%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA5165 FN 10/53 FIXED 5.5                                                                                                       | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123180 | PA      | $125097.57    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR                                       | FNMA POOL MA5273 FN 02/54 FIXED 6.5                                                                                                       | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77901 | PA      | $80687.94     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR                                        | FNMA POOL MA5533 FN 11/39 FIXED 4                                                                                                         | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      267107 | PA      | $263547.05    | 0.05%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15 YR TBA DEC                               | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE                                                                                                   | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1765000 | PA      | $1631337.27   | 0.30%             | 2027-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                               | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                                                                                                   | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5335000 | PA      | $4339831.19   | 0.80%             | 2050-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                               | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                                                                                                 | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4870000 | PA      | $4142724.09   | 0.76%             | 2044-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                               | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                                                                                                   | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2265000 | PA      | $2011354.16   | 0.37%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                               | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                                                                                                 | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2770000 | PA      | $2561822.73   | 0.47%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                               | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                                                                                                   | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1775000 | PA      | $1690395.85   | 0.31%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                               | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                                                                                                 | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      615000 | PA      | $601992.55    | 0.11%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30 YR TBA DEC                               | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                                                                                                   | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      980000 | PA      | $977918.38    | 0.18%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOCUS 2017-1A A2II 144A                          | FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2II 144A                                                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1349625 | PA      | $1342794.41   | 0.25%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FOCUS 2022-1 A2 144A                             | FOCUS BRANDS FUNDING LLC FOCUS 2022 1 A2 144A                                                                                             | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       48375 | PA      | $48838.26     | 0.01%             | 2052-07-30      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B C                                   | FORD CREDIT AUTO LEASE TRUST FORDL 2023 B C                                                                                               | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1420000 | PA      | $1428994.28   | 0.26%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B D                                   | FORD CREDIT AUTO LEASE TRUST FORDL 2023 B D                                                                                               | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25223.92     | 0.00%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 B 144A                              | FORD CREDIT FLOORPLAN MASTER O FORDF 2023 1 B 144A                                                                                        | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |      545000 | PA      | $547452.23    | 0.10%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918                                                                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      595000 | PA      | $608251.25    | 0.11%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | FORD MOTOR CREDIT CO LLC SR UNSECURED 09/30 5.73                                                                                          | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      270000 | PA      | $274029.48    | 0.05%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS 144A                    | FORTITUDE GROUP HOLDINGS COMPANY GUAR 144A 04/30 6.25                                                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |      420000 | PA      | $435433.32    | 0.08%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                       | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/35 6.25                                                                                          | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $215300.80    | 0.04%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                       | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1                                                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211792.60    | 0.04%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                       | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/37 6.2                                                                                           | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213196.60    | 0.04%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC 144A                       | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/38 6.4                                                                                           | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      240000 | PA      | $257822.64    | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3 M1 144A                          | FREDDIE MAC   STACR STACR 2025 DNA3 M1 144A                                                                                               | CUSIP: 35564UAR8<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | USGSE             | US        |      474726 | PA      | $474407.79    | 0.09%             | 2045-09-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 A1 144A                          | FREDDIE MAC   STACR STACR 2025 HQA1 A1 144A                                                                                               | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      134375 | PA      | $134506.64    | 0.02%             | 2045-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| STACR 2025-HQA1 M1 144A                          | FREDDIE MAC   STACR STACR 2025 HQA1 M1 144A                                                                                               | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      564346 | PA      | $563997.37    | 0.10%             | 2045-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FHR 5000 UI                                      | FREDDIE MAC FHR 5000 UI                                                                                                                   | CUSIP: 3137FVHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2351871 | PA      | $404251.38    | 0.07%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5086 MI                                      | FREDDIE MAC FHR 5086 MI                                                                                                                   | CUSIP: 3137FFHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4486286 | PA      | $708356.31    | 0.13%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 5293 IO                                      | FREDDIE MAC FHR 5293 IO                                                                                                                   | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4736090 | PA      | $597390.95    | 0.11%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5293 KI                                      | FREDDIE MAC FHR 5293 KI                                                                                                                   | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      341593 | PA      | $45267.27     | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FYBR 2023-1 C 144A                               | FRONTIER ISSUER LLC FYBR 2023 1 C 144A                                                                                                    | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215083 | PA      | $222355.47    | 0.04%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FYBR 2024-1 A2 144A                              | FRONTIER ISSUER LLC FYBR 2024 1 A2 144A                                                                                                   | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      625000 | PA      | $644906.44    | 0.12%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FYBR 2024-1 C 144A                               | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                                                                                                    | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1230000 | PA      | $1378228.41   | 0.25%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL 144A                          | FS LUXEMBOURG SARL COMPANY GUAR 144A 02/31 8.875                                                                                          | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $413500.00    | 0.08%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST 144A                     | GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5                                                                                         | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      700000 | PA      | $712943.00    | 0.13%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GALDERMA FINANCE EUROPE                          | GALDERMA FINANCE EUROPE COMPANY GUAR REGS 03/30 3.5                                                                                       | CUSIP: TC5VOUL88<br>LEI: 7245004RN4I1ORSTHY93 | Long             | DBT              | CORP              | NL        |      230000 | PA      | $270078.96    | 0.05%             | 2030-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A                       | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR                                                                                         | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $201500.00    | 0.04%             | 2174-06-10      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A                       | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR                                                                                         | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      200000 | PA      | $204000.00    | 0.04%             | 2174-03-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 A1 144A                           | GCAT GCAT 2025 NQM1 A1 144A                                                                                                               | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      402544 | PA      | $404236.89    | 0.07%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | GENERAL MOTORS FINL CO SR UNSECURED 01/33 6.4                                                                                             | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      154000 | PA      | $165926.68    | 0.03%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | GENERAL MOTORS FINL CO SR UNSECURED 10/28 4.2                                                                                             | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      230000 | PA      | $229918.58    | 0.04%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GFORT 2023-1 B 144A                              | GENERAL MOTORS GFORT 2023 1 B 144A                                                                                                        | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100714.56    | 0.02%             | 2028-06-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GFORT 2025-1A C 144A                             | GENERAL MOTORS GFORT 2025 1A C 144A                                                                                                       | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $805085.12    | 0.15%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GFORT 2025-2A C 144A                             | GENERAL MOTORS GFORT 2025 2A C 144A                                                                                                       | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      820000 | PA      | $830034.26    | 0.15%             | 2030-03-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP CAPITAL LP / FIN II COMPANY GUAR 02/33 5.25                                                                                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $550158.40    | 0.10%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 B                                   | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 B                                                                                             | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      475000 | PA      | $480383.46    | 0.09%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-1  B                                  | GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 B                                                                                              | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10000 | PA      | $10081.76     | 0.00%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-3 B                                   | GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 B                                                                                              | CUSIP: 36267KAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5000 | PA      | $5094.86      | 0.00%             | 2029-01-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-3 C                                   | GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 C                                                                                              | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10000 | PA      | $10197.43     | 0.00%             | 2029-02-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                    | GNMA II POOL 786366 G2 08/52 FIXED 4.5                                                                                                    | CUSIP: 3622AB6B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      859979 | PA      | $844036.04    | 0.16%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL AV9440 G2 11/46 FIXED 3                                                                                                      | CUSIP: 36195LPZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18128 | PA      | $16384.72     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL BD0384 G2 10/47 FIXED 3.5                                                                                                    | CUSIP: 3617BFM90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23844 | PA      | $22061.11     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA3521 G2 03/46 FIXED 3.5                                                                                                    | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      119798 | PA      | $112253.55    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA3597 G2 04/46 FIXED 3.5                                                                                                    | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      399422 | PA      | $374265.14    | 0.07%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA3803 G2 07/46 FIXED 3.5                                                                                                    | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      819545 | PA      | $762859.18    | 0.14%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA4068 G2 11/46 FIXED 3                                                                                                      | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      163096 | PA      | $149435.74    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA4511 G2 06/47 FIXED 4                                                                                                      | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6105 | PA      | $5903.26      | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA4512 G2 06/47 FIXED 4.5                                                                                                    | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       57249 | PA      | $57284.80     | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA4586 G2 07/47 FIXED 3.5                                                                                                    | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       61665 | PA      | $57709.67     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA4655 G2 08/47 FIXED 5                                                                                                      | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       35647 | PA      | $36454.00     | 0.01%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA4780 G2 10/47 FIXED 4.5                                                                                                    | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17744 | PA      | $17722.30     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA5019 G2 02/48 FIXED 3.5                                                                                                    | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      135038 | PA      | $126097.31    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA5140 G2 04/48 FIXED 5.5                                                                                                    | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29558 | PA      | $30555.39     | 0.01%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA5876 G2 04/49 FIXED 4                                                                                                      | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      133629 | PA      | $128527.91    | 0.02%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA5988 G2 06/49 FIXED 5                                                                                                      | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      302093 | PA      | $307210.72    | 0.06%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR                                    | GNMA II POOL MA6531 G2 03/50 FIXED 3                                                                                                      | CUSIP: 36179VHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17364 | PA      | $15478.19     | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA6543 G2 03/50 FIXED 4                                                                                                      | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       93055 | PA      | $89391.91     | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA6819 G2 08/50 FIXED 2.5                                                                                                    | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12653 | PA      | $11001.32     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7135 G2 01/51 FIXED 2                                                                                                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      372932 | PA      | $310555.22    | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7139 G2 01/51 FIXED 4                                                                                                      | CUSIP: 36179V4Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18073 | PA      | $17361.48     | 0.00%             | 2051-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7312 G2 04/51 FIXED 2.5                                                                                                    | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       73955 | PA      | $64236.73     | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7533 G2 08/51 FIXED 2                                                                                                      | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2871458 | PA      | $2391113.44   | 0.44%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7590 G2 09/51 FIXED 3                                                                                                      | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      155824 | PA      | $140740.23    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7649 G2 10/51 FIXED 2.5                                                                                                    | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      853006 | PA      | $740605.75    | 0.14%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7705 G2 11/51 FIXED 2.5                                                                                                    | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      152474 | PA      | $132382.70    | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7827 G2 01/52 FIXED 2.5                                                                                                    | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      127479 | PA      | $110681.24    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7935 G2 03/52 FIXED 2                                                                                                      | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1538381 | PA      | $1281006.65   | 0.24%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7936 G2 03/52 FIXED 2.5                                                                                                    | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2574228 | PA      | $2235014.25   | 0.41%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7937 G2 03/52 FIXED 3                                                                                                      | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      471698 | PA      | $425719.39    | 0.08%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA7988 G2 04/52 FIXED 3                                                                                                      | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2507999 | PA      | $2263527.77   | 0.42%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8098 G2 06/52 FIXED 3                                                                                                      | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      123469 | PA      | $111475.93    | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8202 G2 08/52 FIXED 5                                                                                                      | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11789 | PA      | $11847.19     | 0.00%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8267 G2 09/52 FIXED 4                                                                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1277129 | PA      | $1220961.74   | 0.22%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8271 G2 09/52 FIXED 6                                                                                                      | CUSIP: 36179XFL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45402 | PA      | $46679.24     | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8346 G2 10/52 FIXED 4                                                                                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      740593 | PA      | $708175.14    | 0.13%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8350 G2 10/52 FIXED 6                                                                                                      | CUSIP: 36179XH33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28866 | PA      | $29674.74     | 0.01%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8492 G2 12/52 FIXED 6                                                                                                      | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      353062 | PA      | $362765.43    | 0.07%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8646 G2 02/53 FIXED 4.5                                                                                                    | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      421621 | PA      | $414978.36    | 0.08%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA8800 G2 04/53 FIXED 5                                                                                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      644534 | PA      | $646698.26    | 0.12%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MA9015 G2 07/53 FIXED 4.5                                                                                                    | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      484841 | PA      | $476752.88    | 0.09%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA LL 30 YR                                    | GNMA II POOL MB0091 G2 12/54 FIXED 5                                                                                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      723314 | PA      | $723220.32    | 0.13%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                                  | GNMA II TBA 30 YR 4.5 JUMBOS                                                                                                              | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2390000 | PA      | $2337205.26   | 0.43%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                                  | GNMA II TBA 30 YR 5 JUMBOS                                                                                                                | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1685000 | PA      | $1682973.79   | 0.31%             | 2033-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                                  | GNMA II TBA 30 YR 5.5 JUMBOS                                                                                                              | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2200000 | PA      | $2221730.83   | 0.41%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II TBA DEC                                  | GNMA II TBA 30 YR 6 JUMBOS                                                                                                                | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      395000 | PA      | $402584.10    | 0.07%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                            | GOLUB CAPITAL CAP FND SR UNSECURED 05/30 5.875                                                                                            | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |      858000 | PA      | $866634.91    | 0.16%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNR 2020-173 MI                                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 173 MI                                                                                            | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      617426 | PA      | $88800.49     | 0.02%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2020-181 WI                                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 181 WI                                                                                            | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      324558 | PA      | $36351.49     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-57 AI                                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 57 AI                                                                                             | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1482509 | PA      | $174856.87    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2021-96 VI                                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 96 VI                                                                                             | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1567486 | PA      | $222755.49    | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-63 LM                                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 LM                                                                                             | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25000 | PA      | $21563.85     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2023-55 EI                                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 55 EI                                                                                             | CUSIP: 38383X3E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5359513 | PA      | $769704.29    | 0.14%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC 144A                              | GRAY MEDIA INC SECURED 144A 07/32 9.625                                                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      270000 | PA      | $278775.00    | 0.05%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-GR2 A4 144A                           | GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A4 144A                                                                                      | CUSIP: 36262JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      383271 | PA      | $320564.63    | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                           | HA SUSTAINABLE INF CAP COMPANY GUAR 06/56 VAR                                                                                             | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      329000 | PA      | $334757.50    | 0.06%             | 2056-06-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                           | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375                                                                                           | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      404000 | PA      | $413090.00    | 0.08%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HARB 2018-1A CR2 144A                            | HARBOR PARK CLO LTD HARB 2018 1A CR2 144A                                                                                                 | CUSIP: 41154XBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1120000 | PA      | $1119437.57   | 0.21%             | 2031-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC 144A                          | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327                                                                                          | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      655000 | PA      | $671454.26    | 0.12%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HNGRY 2020-1A A2 144A                            | HARDEE S FUNDING LLC AND CARLS HNGRY 2020 1A A2 144A                                                                                      | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      790575 | PA      | $763200.08    | 0.14%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT 144A                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8                                                                                          | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $41500.00     | 0.01%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT 144A                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75                                                                                       | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      405000 | PA      | $374118.75    | 0.07%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HEALTH AND HAPPINESS H&H                         | HEALTH AND HAPPINESS H+H SR SECURED REGS 07/28 9.125                                                                                      | CUSIP: 0906889F1<br>LEI: 2138007WU5DJFZFDDV59 | Long             | DBT              | CORP              | KY        |      850000 | PA      | $898875.00    | 0.17%             | 2028-07-24      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP 144A                    | HEALTH CARE SERVICE CORP SR UNSECURED 144A 06/54 5.875                                                                                    | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      565000 | PA      | $550469.33    | 0.10%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                             | HEATHROW FUNDING LTD SR SECURED REGS 01/38 3.875                                                                                          | CUSIP: 0559799L4<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $114624.24    | 0.02%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                             | HEATHROW FUNDING LTD SR SECURED REGS 03/36 1.875                                                                                          | CUSIP: TC4Q4IWR5<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      459000 | PA      | $462642.42    | 0.09%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC 144A                       | HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125                                                                                       | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $263125.00    | 0.05%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC TL B 1L USD BANKDEBT       | HIGHTOWER HOLDINGS LLC 2025 1ST LIEN TERM LOAN B                                                                                          | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |      448338 | PA      | $447777.08    | 0.08%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HILCORP TL B 1L BANKDEBT                         | HILCORP ENERGY I LP TERM LOAN B                                                                                                           | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      813672 | PA      | $813672.32    | 0.15%             | 2030-02-11      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP 144A                    | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/35 7.25                                                                                     | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $152000.00    | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP 144A                    | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 11/33 8.375                                                                                    | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $435625.00    | 0.08%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HGVT 2020-AA C 144A                              | HILTON GRAND VACATIONS TRUST HGVT 2020 AA C 144A                                                                                          | CUSIP: 43285HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       68081 | PA      | $68985.05     | 0.01%             | 2039-02-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| HILT 2024-ORL B 144A                             | HILTON USA TRUST HILT 2024 ORL B 144A                                                                                                     | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140043.60    | 0.03%             | 2037-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-AFC1 A1 144A                          | HOME OWNER MORTGAGE ENHANCED S HOMES 2024 AFC1 A1 144A                                                                                    | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |      241532 | PA      | $241834.72    | 0.04%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 A1 144A                          | HOME OWNER MORTGAGE ENHANCED S HOMES 2025 NQM2 A1 144A                                                                                    | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337766 | PA      | $339211.80    | 0.06%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HPA 2022-1 A 144A                                | HOME PARTNERS OF AMERICA TRUST HPA 2022 1 A 144A                                                                                          | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143790 | PA      | $142979.03    | 0.03%             | 2039-04-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| HPA 2022-1 D 144A                                | HOME PARTNERS OF AMERICA TRUST HPA 2022 1 D 144A                                                                                          | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143078 | PA      | $141731.38    | 0.03%             | 2039-04-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP 144A                          | HOWARD HUGHES CORP COMPANY GUAR 144A 08/28 5.375                                                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      190000 | PA      | $189287.50    | 0.03%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A C 144A                             | HPEFS EQUIPMENT TRUST HPEFS 2023 2A C 144A                                                                                                | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100364.52    | 0.02%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A D 144A                             | HPEFS EQUIPMENT TRUST HPEFS 2023 2A D 144A                                                                                                | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101156.31    | 0.02%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-1A C 144A                             | HPEFS EQUIPMENT TRUST HPEFS 2024 1A C 144A                                                                                                | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      205000 | PA      | $206129.92    | 0.04%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-1A D 144A                             | HPEFS EQUIPMENT TRUST HPEFS 2024 1A D 144A                                                                                                | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1620023.84   | 0.30%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A B 144A                             | HPEFS EQUIPMENT TRUST HPEFS 2024 2A B 144A                                                                                                | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101076.37    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS 2024-2A D 144A                             | HPEFS EQUIPMENT TRUST HPEFS 2024 2A D 144A                                                                                                | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102202.52    | 0.02%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD TL B 1L BANKDEBT           | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                                                                                                | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      809626 | PA      | $812411.18    | 0.15%             | 2030-06-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD 144A                       | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25                                                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      435000 | PA      | $454575.00    | 0.08%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD 144A                       | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375                                                                                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      425000 | PA      | $441468.75    | 0.08%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL B 144A                              | HUDSON YARDS HY 2025 SPRL B 144A                                                                                                          | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      730000 | PA      | $758260.93    | 0.14%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                          | HUNGARY GOVERNMENT BOND BONDS 10/35 7                                                                                                     | CUSIP: 4459998I9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  2407800000 | PA      | $7313235.73   | 1.34%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HYT 2024-RGCY A 144A                             | HYT COMMERCIAL MORTGAGE TRUST HYT 2024 RGCY A 144A                                                                                        | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $240347.88    | 0.04%             | 2041-09-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A                     | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/31 5.4                                                                                       | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155342.55    | 0.03%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | ICON INVESTMENTS SIX DAC SR SECURED 05/29 5.849                                                                                           | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $834800.80    | 0.15%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                         | ICON INVESTMENTS SIX DAC SR SECURED 05/34 6                                                                                               | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      800000 | PA      | $845518.40    | 0.16%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS TL 1L BANKDEBT              | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                                                                                                   | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |      180000 | PA      | $160167.60    | 0.03%             | 2029-05-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ILPT 2022-LPFX C 144A                            | ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPFX C 144A                                                                                      | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $91016.54     | 0.02%             | 2032-03-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                          | IMCD NV COMPANY GUAR REGS 04/30 3.625                                                                                                     | CUSIP: 4539999B2<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $582412.78    | 0.11%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A                     | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/35 5.625                                                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      530000 | PA      | $546397.67    | 0.10%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC 144A                     | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/55 6.375                                                                                     | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $309983.70    | 0.06%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                          | INFRASTRUTTURE WIRELESS SR UNSECURED REGS 04/30 3.75                                                                                      | CUSIP: 4508989D5<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |      655000 | PA      | $769897.71    | 0.14%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INSTRUCTURE TL B 2L BANKDEBT                     | INSTRUCTURE HOLDINGS INC 2024 2ND LIEN TERM LOAN                                                                                          | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      274000 | PA      | $274000.00    | 0.05%             | 2032-11-12      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| N/A                                              | INSTRUCTURE HOLDINGS INC 2025 REPRICED TERM LOAN                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      269325 | PA      | $269793.63    | 0.05%             | 2031-11-13      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                | IPOTEKA BANK ATIB SR UNSECURED REGS 10/30 6.45                                                                                            | CUSIP: TC9ZVZVT9<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |      530000 | PA      | $532120.00    | 0.10%             | 2030-10-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| INSPIRE BRANDS TL B 1L BANKDEBT                  | IRB HOLDING CORP 2025 TERM LOAN B                                                                                                         | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      227195 | PA      | $227178.73    | 0.04%             | 2030-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| IVORY COAST 144A                                 | IVORY COAST SR UNSECURED 144A 04/36 8.075                                                                                                 | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      885000 | PA      | $915975.00    | 0.17%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A A2I 144A                            | JACK IN THE BOX FUNDING, LLC JACK 2022 1A A2I 144A                                                                                        | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1535500 | PA      | $1495041.88   | 0.27%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JTWN 2020-15A A1R 144A                           | JAMESTOWN CLO LTD JTWN 2020 15A A1R 144A                                                                                                  | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250199.54    | 0.05%             | 2035-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC TL B 1L BANKDEBT           | JANE STREET GROUP LLC 2024 TERM LOAN B1                                                                                                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      261790 | PA      | $259059.37    | 0.05%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                     | JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125                                                                                       | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $283837.50    | 0.05%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                     | JANE STREET GRP/JSG FIN SR SECURED 144A 05/33 6.75                                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      535000 | PA      | $557737.50    | 0.10%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN 144A                     | JANE STREET GRP/JSG FIN SR SECURED 144A 11/32 6.125                                                                                       | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $274725.00    | 0.05%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT 144A                     | JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/36 5.15                                                                                      | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      330000 | PA      | $335483.61    | 0.06%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA 144A                    | JONES DESLAURIERS INSURA SR SECURED 144A 03/30 8.5                                                                                        | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $167400.00    | 0.03%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA 144A                    | JONES DESLAURIERS INSURA SR UNSECURED 144A 10/33 6.875                                                                                    | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      455000 | PA      | $443625.00    | 0.08%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA 144A                    | JONES DESLAURIERS INSURA SR UNSECURED 144A 10/33 7.25                                                                                     | CUSIP: 48020RAG0<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      330000 | PA      | $236195.11    | 0.04%             | 2033-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NAVACORD TL B 1L BANKDEBT                        | JONES DESLUIR INSRNC MGMT INC 2025 TERM LOAN B                                                                                            | CUSIP: C4900AAM9<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |      470198 | PA      | $470197.80    | 0.09%             | 2030-03-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| JPMMT 2016-3 B3 144A                             | JP MORGAN MORTGAGE TRUST JPMMT 2016 3 B3 144A                                                                                             | CUSIP: 46647EBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58089 | PA      | $56193.25     | 0.01%             | 2046-10-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| JPMMT 2017-2 B5 144A                             | JP MORGAN MORTGAGE TRUST JPMMT 2017 2 B5 144A                                                                                             | CUSIP: 46648HBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312965 | PA      | $284491.78    | 0.05%             | 2047-05-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMMT 2017-5 B2 144A                             | JP MORGAN MORTGAGE TRUST JPMMT 2017 5 B2 144A                                                                                             | CUSIP: 46590YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167104 | PA      | $166398.09    | 0.03%             | 2048-10-26      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-5 B2 144A                             | JP MORGAN MORTGAGE TRUST JPMMT 2020 5 B2 144A                                                                                             | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174037 | PA      | $155841.33    | 0.03%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| JPMMT 2020-LTV1 B1A 144A                         | JP MORGAN MORTGAGE TRUST JPMMT 2020 LTV1 B1A 144A                                                                                         | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171527 | PA      | $151940.77    | 0.03%             | 2050-06-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMMT 2023-DSC2 A1 144A                          | JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A                                                                                          | CUSIP: 46657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      164182 | PA      | $165728.63    | 0.03%             | 2063-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NMQ3 A1 144A                          | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM3 A1 144A                                                                                          | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1265046 | PA      | $1274279.53   | 0.23%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMORGAN CHASE + CO SR UNSECURED 10/36 VAR                                                                                                | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350547.05    | 0.06%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| KASEYA TL 2L BANKDEBT                            | KASEYA INC 2025 2ND LIEN TERM LOAN B                                                                                                      | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      614694 | PA      | $603168.63    | 0.11%             | 2033-03-20      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ 144A                                | KASPI.KZ JSC SR UNSECURED 144A 03/30 6.25                                                                                                 | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      805000 | PA      | $829663.59    | 0.15%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                            | KENTUCKY UTILITIES CO 1ST MORTGAGE 08/55 5.85                                                                                             | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61450.02     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                             | KITE REALTY GROUP LP SR UNSECURED 12/31 4.95                                                                                              | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |      441000 | PA      | $447501.22    | 0.08%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KKR 2022-43A BR 144A                             | KKR FINANCIAL CLO LTD KKR 2022 43A BR 144A                                                                                                | CUSIP: 48255UAN4<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |      300000 | PA      | $300474.49    | 0.06%             | 2036-01-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| KRAFT FOODS GROUP INC                            | KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5                                                                                                 | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      173000 | PA      | $160403.52    | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUWAIT 144A                                      | KUWAIT INTL BOND SR UNSECURED 144A 10/35 4.652                                                                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |      380000 | PA      | $380397.86    | 0.07%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP TL B 1L BANKDEBT                | LAMAR MEDIA CORPORATION 2025 TERM LOAN B                                                                                                  | CUSIP: 513076BE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      170000 | PA      | $169575.00    | 0.03%             | 2032-09-23      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 TL B4 1L BANKDEBT                        | LEVEL 3 FINANCING INC 2025 REPRICED TERM LOAN B4                                                                                          | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |      730000 | PA      | $730912.50    | 0.13%             | 2032-03-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC 144A                       | LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5                                                                                              | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      170000 | PA      | $156612.50    | 0.03%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC 144A                       | LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7                                                                                             | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      440000 | PA      | $451000.00    | 0.08%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC 144A                       | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875                                                                                         | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137700.00    | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH TL B 1L BANKDEBT                | LIFEPOINT HEALTH INC 2024 1ST LIEN TERM LOAN B                                                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      351730 | PA      | $352573.99    | 0.06%             | 2031-05-17      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC 144A                        | LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11                                                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      495000 | PA      | $543262.50    | 0.10%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC 144A                        | LIFEPOINT HEALTH INC SR UNSECURED 144A 06/32 10                                                                                           | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      538000 | PA      | $567590.00    | 0.10%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| LGC GROUP TL B 1L BANKDEBT                       | LOIRE FINCO LUXEMBOURG SARL 2025 USD TERM LOAN B                                                                                          | CUSIP: 5039999D8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      248752 | PA      | $248674.45    | 0.05%             | 2030-01-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                              | LONG GILT FUTURE  MAR26 IFLL 20260327                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          -4 | NC      | $-3593.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LOUISVILLE GAS & ELEC                            | LOUISVILLE GAS + ELEC 1ST MORTGAGE 08/55 5.85                                                                                             | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61189.20     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | LOWE S COS INC SR UNSECURED 04/52 4.25                                                                                                    | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      174000 | PA      | $139041.31    | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | LOWE S COS INC SR UNSECURED 04/53 5.625                                                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88684.74     | 0.02%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                 | LPL HOLDINGS INC COMPANY GUAR 03/35 5.65                                                                                                  | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      165000 | PA      | $168742.70    | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL HOLDINGS INC COMPANY GUAR 06/30 5.15                                                                                                  | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      530000 | PA      | $541440.58    | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL HOLDINGS INC COMPANY GUAR 06/35 5.75                                                                                                  | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      166000 | PA      | $170538.94    | 0.03%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC TL B 1L BANKDEBT                | LTI HOLDINGS INC 2024 TERM LOAN B                                                                                                         | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      580356 | PA      | $583501.23    | 0.11%             | 2029-07-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES TL A 1L BANKDEBT              | LUMEN TECHNOLOGIES, INC. 2024 TERM LOAN A                                                                                                 | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |       81317 | PA      | $82299.63     | 0.02%             | 2028-06-01      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| N/A                                              | LUXCO3 SHARES COMMON STOCK                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |         905 | NS      | $16315.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 417208843 TRS USD R V 12MSOFR 5417208843INT IBOXXTRS/ Short: 417208843 TRS USD P E 5417208843RET IBOXXTRS                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-360101.19   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 539175697 TRS USD R V 12MSOFR 5539175697INT IBOXXTRS/ Short: 539175697 TRS USD P E 5539175697RET IBOXXTRS                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $-33024.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 571216534 CDS USD R F  1.00000 5571216534_FEE CDXTRANCHE/ Short: 571216534 CDS USD P V 03MEVENT 5571216534_PRO CDXTRANCHE           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1305863.48   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 572439045 CDS USD R F  1.00000 5572439045_FEE CDXTRANCHE/ Short: 572439045 CDS USD P V 03MEVENT 5572439045_PRO CDXTRANCHE           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1263799.92   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 596288090 CDS USD R F  5.00000 5596288090FEE CORPORATE/ Short: 596288090 CDS USD P V 03MEVENT 5596288090PRO CORPORATE               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1010.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 597329876 CDS USD R F  5.00000 5597329876FEE CORPORATE/ Short: 597329876 CDS USD P V 03MEVENT 5597329876PRO CORPORATE               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1010.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 622803456 TRS USD R F   .00000 872280AB8 TRS BOND/ Short: 622803456 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1280.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 622803472 TRS USD R F   .00000 40440VAS4 TRS BOND/ Short: 622803472 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1653.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 622803480 TRS USD R F   .00000 69121KAH7 TRS BOND/ Short: 622803480 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $4763.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 622803485 TRS USD R F   .00000 69121KAJ3 TRS BOND/ Short: 622803485 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $5584.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 622803490 TRS USD R F   .00000 09581CAB7 TRS BOND/ Short: 622803490 TRS USD P V 00MSOFR SOFR +48BPS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1087.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 622803495 TRS USD R F   .00000 69120VAZ4 TRS BOND/ Short: 622803495 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1541.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623064275 TRS USD R F   .00000 04010LBL6 TRS BOND/ Short: 623064275 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $7762.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623064280 TRS USD R F   .00000 04010LBH5 TRS BOND/ Short: 623064280 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1857.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623064303 TRS USD R F   .00000 04020EAK3 TRS BOND/ Short: 623064303 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1085.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623064319 TRS USD R F   .00000 05684BAD9 TRS BOND/ Short: 623064319 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2837.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623064325 TRS USD R F   .00000 09261XAL6 TRS BOND/ Short: 623064325 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2493.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623127029 TRS USD R F   .00000 03770DAD5 TRS BOND/ Short: 623127029 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $3014.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623127034 TRS USD R F   .00000 38152BAG6 TRS BOND/ Short: 623127034 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $1792.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623127039 TRS USD R F   .00000 427096AN2 TRS BOND/ Short: 623127039 TRS USD P V 00MSOFR SOFR +48 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $2177.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: 623127044 TRS USD R F   .00000 09581CAD3 TRS BOND/ Short: 623127044 TRS USD P V 00MSOFR SOFR +48BPS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | GB        |           1 | NC      | $558.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: B64324485 CDS EUR R V 03MEVENT 5564324485PRO CCPITRAXX/ Short: B64324485 CDS EUR P F  1.00000 5564324485FEE CCPITRAXX               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-180359.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: B71123067 CDS USD R V 03MEVENT 5571123067PRO CCPCDX/ Short: B71123067 CDS USD P F  1.00000 5571123067FEE CCPCDX                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $684162.98    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: B94186148 IRS PLN R V 06MWIBOR 5494186148FLO CCPVANILLA/ Short: B94186148 IRS PLN P F  4.22750 5494186148FIX CCPVANILLA             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-110368.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: B95674691 IRS PLN R V 06MWIBOR 5495674691FLO CCPVANILLA/ Short: B95674691 IRS PLN P F  4.21750 5495674691FIX CCPVANILLA             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-103957.08   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: S53321602 CDS EUR R F  1.00000 5553321602FEE CCPCORPORATE/ Short: S53321602 CDS EUR P V 03MEVENT 5553321602PRO CCPCORPORATE         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-59232.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: S64324443 CDS EUR R F  1.00000 5564324443FEE CCPITRAXX/ Short: S64324443 CDS EUR P V 03MEVENT 5564324443PRO CCPITRAXX               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $1828860.47   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: S64324481 CDS USD R F  1.00000 5564324481FEE CCPCDX/ Short: S64324481 CDS USD P V 03MEVENT 5564324481PRO CCPCDX                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-232315.68   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: S70062482 IRS CLP R F  4.52000 5570062482FIX CCPNDFCAMARAPROM/ Short: S70062482 IRS CLP P V 12MCLICP 5570062482FLO CCPNDFCAMARAPROM | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $16542.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: S71123036 CDS USD R F  5.00000 5571123036FEE CCPCDX/ Short: S71123036 CDS USD P V 03MEVENT 5571123036PRO CCPCDX                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $1377606.64   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: S71229536 IRS CLP R F  4.53270 5571229536FIX CCPNDFCAMARAPROM/ Short: S71229536 IRS CLP P V 12MCLICP 5571229536FLO CCPNDFCAMARAPROM | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $18335.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | Long: S96584852 CDS USD R F  1.00000 5596584852FEE CCPCORPORATE/ Short: S96584852 CDS USD P V 03MEVENT 5596584852PRO CCPCORPORATE         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-21907.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDPK 2016-24A CR2 144A                           | MADISON PARK FUNDING LTD MDPK 2016 24A CR2 144A                                                                                           | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1625000 | PA      | $1626188.80   | 0.30%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MDPK 2018-30A BR 144A                            | MADISON PARK FUNDING LTD MDPK 2018 30A BR 144A                                                                                            | CUSIP: 55821TAQ0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701289.36    | 0.13%             | 2037-07-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-35A CR 144A                            | MADISON PARK FUNDING LTD MDPK 2019 35A CR 144A                                                                                            | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      255000 | PA      | $255123.31    | 0.05%             | 2032-04-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| MDPK 2022-60A BR 144A                            | MADISON PARK FUNDING LTD MDPK 2022 60A BR 144A                                                                                            | CUSIP: 557910AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      315000 | PA      | $315902.02    | 0.06%             | 2037-10-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MDPK 2023-61A B 144A                             | MADISON PARK FUNDING LTD MDPK 2023 61A B 144A                                                                                             | CUSIP: 55822NAE9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | JE        |     1400000 | PA      | $1407964.77   | 0.26%             | 2037-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                          | MAGNA INTERNATIONAL INC SR UNSECURED 06/35 5.875                                                                                          | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $79778.55     | 0.01%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                                    | MARS INC SR UNSECURED 144A 03/35 5.2                                                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      420000 | PA      | $433607.58    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC 144A                                    | MARS INC SR UNSECURED 144A 05/45 5.65                                                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306068.10    | 0.06%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | MARVELL TECHNOLOGY INC SR UNSECURED 07/35 5.45                                                                                            | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $618845.40    | 0.11%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MATADOR RESOURCES CO 144A                        | MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25                                                                                         | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      165000 | PA      | $164381.25    | 0.03%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC 144A                      | MATCH GROUP HLD II LLC SR UNSECURED 144A 09/33 6.125                                                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      234000 | PA      | $236340.00    | 0.04%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC 144A                       | MCAFEE CORP SR UNSECURED 144A 02/30 7.375                                                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      285000 | PA      | $248662.50    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP TL 1L BANKDEBT                       | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                                                                                                  | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      252178 | PA      | $232409.36    | 0.04%             | 2029-03-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MEDLINE TL B 1L BANKDEBT                         | MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B                                                                                          | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      339150 | PA      | $339512.89    | 0.06%             | 2030-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MEDLINE TL B 1L BANKDEBT                         | MEDLINE BORROWER LP 2025 TERM LOAN B                                                                                                      | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      184538 | PA      | $184773.71    | 0.03%             | 2028-10-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP 144A                         | MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25                                                                                       | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $169743.75    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | META PLATFORMS INC SR UNSECURED 11/45 5.5                                                                                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      455000 | PA      | $453107.20    | 0.08%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | META PLATFORMS INC SR UNSECURED 11/55 5.625                                                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1082434.31   | 0.20%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | META PLATFORMS INC SR UNSECURED 11/65 5.75                                                                                                | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      435000 | PA      | $430600.85    | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-INV2 A1 144A                           | MFRA TRUST MFRA 2022 INV2 A1 144A                                                                                                         | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306775 | PA      | $305950.01    | 0.06%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MFRA 2023-INV2 A2 144A                           | MFRA TRUST MFRA 2023 INV2 A2 144A                                                                                                         | CUSIP: 59319BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77516 | PA      | $78253.37     | 0.01%             | 2058-10-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS TL B2 1L BANKDEBT                   | MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2                                                                                                | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |      187938 | PA      | $187536.19    | 0.03%             | 2031-03-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC 144A                     | MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625                                                                                     | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      175000 | PA      | $169750.00    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL 144A                            | MIDCAP FINANCIAL ISSR TR SR UNSECURED 144A 05/28 6.5                                                                                      | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $394500.00    | 0.07%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MMAF 2020-A A4 144A                              | MMAF EQUIPMENT FINANCE LLC MMAF 2020 A A4 144A                                                                                            | CUSIP: 60700MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $96905.70     | 0.02%             | 2030-08-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC 144A                       | MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25                                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      175000 | PA      | $174781.25    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC 144A                       | MOLINA HEALTHCARE INC SR UNSECURED 144A 02/31 6.5                                                                                         | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96781.25     | 0.02%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-DSC2 A1 144A                           | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 DSC2 A1 144A                                                                                     | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112172 | PA      | $113059.43    | 0.02%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MSRM 2025-NQM5 A1 144A                           | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM5 A1 144A                                                                                     | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306147 | PA      | $308265.81    | 0.06%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | MORGAN STANLEY SR UNSECURED 07/35 VAR                                                                                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      135000 | PA      | $140250.96    | 0.03%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | MOTOROLA SOLUTIONS INC SR UNSECURED 04/34 5.4                                                                                             | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155344.35    | 0.03%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP SR UNSECURED 01/33 5                                                                                                              | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      330000 | PA      | $331200.54    | 0.06%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP SR UNSECURED 09/55 6.2                                                                                                            | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      255000 | PA      | $256320.39    | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT OPER PARTNERSP/FINL COMPANY GUAR 10/26 0.993                                                                                          | CUSIP: 55342U9C0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $182277.87    | 0.03%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL 144A                     | MPT OPER PARTNERSP/FINL SR SECURED 144A 02/32 8.5                                                                                         | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $205237.50    | 0.04%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSWF 2023-2 A5                                   | MSWF COMMERCIAL MORTGAGE TRUST MSWF 2023 2 A5                                                                                             | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $598738.69    | 0.11%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A C 144A                             | MVW 2020 1 LLC MVWOT 2020 1A C 144A                                                                                                       | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47336 | PA      | $46971.86     | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A B 144A                             | MVW OWNER TRUST MVWOT 2023 1A B 144A                                                                                                      | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38869 | PA      | $39421.99     | 0.01%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-1A C 144A                             | MVW OWNER TRUST MVWOT 2023 1A C 144A                                                                                                      | CUSIP: 62848PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38869 | PA      | $39942.14     | 0.01%             | 2040-10-20      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | NAVIENT CORP SR UNSECURED 03/31 11.5                                                                                                      | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      275000 | PA      | $305593.75    | 0.06%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                     | NAVIENT CORP SR UNSECURED 06/32 7.875                                                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      206000 | PA      | $212180.00    | 0.04%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| NAVIENT CORP                                     | NAVIENT CORP SR UNSECURED 07/30 9.375                                                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      400000 | PA      | $440000.00    | 0.08%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                         | NAVIENT CORP SR UNSECURED 08/33 5.625                                                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      156000 | PA      | $140010.00    | 0.03%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA B 144A                             | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA B 144A                                                                                           | CUSIP: 63940YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151000 | PA      | $144538.62    | 0.03%             | 2068-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 B 144A                              | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 B 144A                                                                                        | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $15075.08     | 0.00%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| NAVMT 2024-1 C 144A                              | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 C 144A                                                                                        | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $25133.65     | 0.00%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 B 144A                              | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2025 1 B 144A                                                                                        | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      111000 | PA      | $111093.96    | 0.02%             | 2030-09-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NAVMT 2025-1 C 144A                              | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2025 1 C 144A                                                                                        | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55000 | PA      | $55051.79     | 0.01%             | 2030-09-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NIELSEN TL B 1L BANKDEBT                         | NEPTUNE BIDCO US INC 2022 USD TERM LOAN B                                                                                                 | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      336689 | PA      | $328156.90    | 0.06%             | 2029-04-11      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                        | NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29                                                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297750.00    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC 144A                        | NEPTUNE BIDCO US INC SR SECURED 144A 05/31 10.375                                                                                         | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      540000 | PA      | $545400.00    | 0.10%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                              | NEPTUNE US BIDCO INC 2ND LIEN TERM LOAN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       54158 | PA      | $54089.93     | 0.01%             | 2029-10-11      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR 144A                            | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A                                                                                            | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |     1380000 | PA      | $1379113.93   | 0.25%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| USRE 2021-1 B1 144A                              | NEW ECONOMY ASSETS PHASE 1 ISS USRE 2021 1 B1 144A                                                                                        | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $67478.87     | 0.01%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM4 A1 144A                           | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM4 A1 144A                                                                                      | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      460042 | PA      | $463340.23    | 0.09%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| NYMT 2025-INV1 A1 144A                           | NEW YORK MORTGAGE TRUST NYMT 2025 INV1 A1 144A                                                                                            | CUSIP: 67120YAC3<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-MBS          | CORP              | US        |      710058 | PA      | $714400.80    | 0.13%             | 2060-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | NEWELL BRANDS INC SR UNSECURED 05/32 6.625                                                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108675.00    | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NEWELL BRANDS INC 144A                           | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                                                                                             | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      139000 | PA      | $144386.25    | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                              | NFL SR SECURED NOTE TC2P1E1R5                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $335000.00    | 0.06%             | 2030-10-05      | Fixed         | 4.78%                 | No            |                  3 | On Loan: No      |
| NGL ENERGY PARTNERS LP 144A                      | NGL ENRGY OP/FIN CORP SR SECURED 144A 02/32 8.375                                                                                         | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $180906.25    | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                        | NIAGARA MOHAWK POWER SR UNSECURED 144A 07/55 5.996                                                                                        | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      538000 | PA      | $553610.07    | 0.10%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER 144A                        | NIAGARA MOHAWK POWER SR UNSECURED 144A 10/30 4.647                                                                                        | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      355000 | PA      | $356928.01    | 0.07%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE 144A                     | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 5.625                                                                                     | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66709.42     | 0.01%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE 144A                     | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/30 6.125                                                                                     | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      275000 | PA      | $272586.88    | 0.05%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO 144A                             | NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5                                                                                               | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      215000 | PA      | $224222.43    | 0.04%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A A2 144A                              | NMEF FUNDING LLC NMEF 2025 A A2 144A                                                                                                      | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      311227 | PA      | $312134.62    | 0.06%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-14BA AR 144A                          | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A                                                                                            | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |      134402 | PA      | $134417.83    | 0.02%             | 2031-11-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 144A                              | NRG ENERGY INC SR UNSECURED 144A 01/36 6                                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      245000 | PA      | $248062.50    | 0.05%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                            | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171                                                                                            | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $206419.80    | 0.04%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP 144A                            | NTT FINANCE CORP SR UNSECURED 144A 07/35 5.502                                                                                            | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      310000 | PA      | $324089.50    | 0.06%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2                                                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      366000 | PA      | $375150.00    | 0.07%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875                                                                                         | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      525000 | PA      | $607031.25    | 0.11%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | OCCIDENTAL PETROLEUM COR SR UNSECURED 10/54 6.05                                                                                          | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      910000 | PA      | $879066.37    | 0.16%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BVINV 2020-1 A3 144A                             | OCEANVIEW MORTGAGE TRUST BVINV 2020 1 A3 144A                                                                                             | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $88748.36     | 0.02%             | 2050-05-28      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| BVINV 2021-6 A5 144A                             | OCEANVIEW MORTGAGE TRUST BVINV 2021 6 A5 144A                                                                                             | CUSIP: 07335UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      449331 | PA      | $404364.59    | 0.07%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OCP 2017-13A B1R2 144A                           | OCP CLO LTD OCP 2017 13A B1R2 144A                                                                                                        | CUSIP: 67097LAX4<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250698.95    | 0.05%             | 2037-11-26      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| OCT47 2020-1A A2R2 144A                          | OCTAGON INVESTMENT PARTNERS 47 OCT47 2020 1A A2R2 144A                                                                                    | CUSIP: 67576XAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      330000 | PA      | $329786.45    | 0.06%             | 2038-01-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| OCT47 2020-1A BR2 144A                           | OCTAGON INVESTMENT PARTNERS 47 OCT47 2020 1A BR2 144A                                                                                     | CUSIP: 67576XBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      325000 | PA      | $325762.41    | 0.06%             | 2038-01-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A A 144A                              | OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A                                                                                              | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3697 | PA      | $3699.76      | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-3A C 144A                              | OCTANE RECEIVABLES TRUST OCTL 2023 3A C 144A                                                                                              | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102556.46    | 0.02%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-RVM1 A 144A                            | OCTANE RECEIVABLES TRUST OCTL 2024 RVM1 A 144A                                                                                            | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      917870 | PA      | $930955.68    | 0.17%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 B 144A                            | OCTANE RECEIVABLES TRUST OCTL 2025 RVM1 B 144A                                                                                            | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      345000 | PA      | $345996.98    | 0.06%             | 2046-12-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| OCTL 2025-RVM1 C 144A                            | OCTANE RECEIVABLES TRUST OCTL 2025 RVM1 C 144A                                                                                            | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705000 | PA      | $707815.56    | 0.13%             | 2046-12-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL TL 2L BANKDEBT                        | ONEDIGITAL BORROWER LLC 2024 2ND LIEN TERM LOAN                                                                                           | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      832838 | PA      | $838042.88    | 0.15%             | 2032-07-02      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL TL B 1L BANKDEBT                      | ONEDIGITAL BORROWER LLC 2025 REPRICED TERM LOAN                                                                                           | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |      433902 | PA      | $433545.72    | 0.08%             | 2031-07-02      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | ONEMAIN FINANCE CORP COMPANY GUAR 05/31 7.5                                                                                               | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105000.00    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 A8 144A                            | ONSLOW BAY FINANCIAL LLC OBX 2020 EXP2 A8 144A                                                                                            | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19486 | PA      | $17414.68     | 0.00%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 1A9 144A                           | ONSLOW BAY FINANCIAL LLC OBX 2020 EXP3 1A9 144A                                                                                           | CUSIP: 67448WAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144341 | PA      | $127996.67    | 0.02%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB1 A1 144A                            | ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A                                                                                            | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144485 | PA      | $144256.31    | 0.03%             | 2053-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM14 A1B 144A                          | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM14 A1B 144A                                                                                          | CUSIP: 673924AB2<br>LEI: 254900T4WKE0IYMYAI09 | Long             | ABS-MBS          | CORP              | US        |      818335 | PA      | $823731.30    | 0.15%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 A1 144A                            | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM6 A1 144A                                                                                            | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |     1224422 | PA      | $1235522.14   | 0.23%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP 144A                       | ONT GAMING GTA/OTG CO IS SR SECURED 144A 08/30 8                                                                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      115000 | PA      | $112412.50    | 0.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONE TORONTO GAMING TL B 1L BANKDEBT              | ONTARIO GAMING GTA LP TERM LOAN B                                                                                                         | CUSIP: 68306M9A9<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      121376 | PA      | $113067.80    | 0.02%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| OPELLA TL B 1L BANKDEBT                          | OPAL BIDCO SAS USD 1ST LIEN TERM LOAN B                                                                                                   | CUSIP: TC5YAO4H0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      655000 | PA      | $659198.55    | 0.12%             | 2032-04-23      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | ORACLE CORP SR UNSECURED 09/35 5.2                                                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      580000 | PA      | $567043.38    | 0.10%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | ORACLE CORP SR UNSECURED 09/55 5.95                                                                                                       | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1046000 | PA      | $971374.18    | 0.18%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ORGANON FINANCE 1 LLC 144A                       | ORGANON + CO/ORGANON FOR SR UNSECURED 144A 04/31 5.125                                                                                    | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $166250.00    | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC 144A                          | OSAIC HOLDINGS INC COMPANY GUAR 144A 08/33 8                                                                                              | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184500.00    | 0.03%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC 144A                          | OSAIC HOLDINGS INC SR SECURED 144A 08/32 6.75                                                                                             | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97612.50     | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OZLMF 2012-2A BR4 144A                           | OZLM FUNDING LTD OZLMF 2012 2A BR4 144A                                                                                                   | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1270000 | PA      | $1272591.16   | 0.23%             | 2037-07-30      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95                                                                                            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      205000 | PA      | $176560.56    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5                                                                                             | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      213000 | PA      | $146346.34    | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/32 5.05                                                                                            | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      580000 | PA      | $584437.00    | 0.11%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/54 5.9                                                                                             | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      134000 | PA      | $130964.90    | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PLMRS 2021-1A A1AR 144A                          | PALMER SQUARE CLO LTD PLMRS 2021 1A A1AR 144A                                                                                             | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1335000 | PA      | $1334266.60   | 0.25%             | 2038-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER 144A                       | PANTHER ESCROW ISSUER SR SECURED 144A 06/31 7.125                                                                                         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      270000 | PA      | $279450.00    | 0.05%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PATTERSON TL B 1L BANKDEBT                       | PARADIGM PARENT LLC 1ST LIEN TERM LOAN                                                                                                    | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |      175000 | PA      | $150682.00    | 0.03%             | 2032-04-19      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER 144A                     | PARADIGM PRNT/CO ISSUER SR SECURED 144A 04/32 8.75                                                                                        | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $155100.00    | 0.03%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PAREXEL TL B 1L USD BANKDEBT                     | PAREXEL INTERNATIONAL CORP 2025 TERM LOAN B                                                                                               | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |      153004 | PA      | $153571.66    | 0.03%             | 2028-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | PAYCHEX INC SR UNSECURED 04/35 5.6                                                                                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      200000 | PA      | $209586.60    | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PEAC 2025-1A A2 144A                             | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A                                                                                       | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335000 | PA      | $337034.72    | 0.06%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC 144A                    | PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 02/33 6.25                                                                                     | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      160000 | PA      | $163400.00    | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC 144A                    | PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 07/31 9.875                                                                                    | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      108000 | PA      | $116370.00    | 0.02%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | PETROLEOS MEXICANOS COMPANY GUAR 02/33 10                                                                                                 | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1220000 | PA      | $1407575.00   | 0.26%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                              | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                                                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1090000 | PA      | $1166300.00   | 0.21%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETSMART TL B 1L BANKDEBT                        | PETSMART INC 2025 USD TERM LOAN B                                                                                                         | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |       50000 | PA      | $49541.50     | 0.01%             | 2032-08-08      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI 144A                    | PETSMART LLC/PETSMART FI SR SECURED 144A 09/32 7.5                                                                                        | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $252187.50    | 0.05%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG+E CORP JR SUBORDINA 03/55 VAR                                                                                                          | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      164000 | PA      | $169740.00    | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC FINANCIAL SERVICES SR UNSECURED 07/36 VAR                                                                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206526.80    | 0.04%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX JEFF GULF COAST EN 144A AMT     | PORT BEAUMONT TX NAV DIST DOCK PTBTRN 07/26 FIXED 10                                                                                      | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      135000 | PA      | $135498.26    | 0.02%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PREF 2024-1A A2 144A                             | POST ROAD EQUIPMENT FINANCE PREF 2024 1A A2 144A                                                                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33420 | PA      | $33564.86     | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PREF 2024-1A C 144A                              | POST ROAD EQUIPMENT FINANCE PREF 2024 1A C 144A                                                                                           | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101299.41    | 0.02%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP 144A                         | PRAIRIE ACQUIROR LP SR SECURED 144A 08/29 9                                                                                               | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      190000 | PA      | $194750.00    | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP TL B 1L USD BANKDEBT         | PRAIRIE ECI ACQUIROR LP 2025 REPRICED TERM LOAN B                                                                                         | CUSIP: 73955HAF1<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |      153292 | PA      | $154154.65    | 0.03%             | 2029-08-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PRO MACH TL B 1L BANKDEBT                        | PRO MACH GROUP INC 2025 1ST LIEN TERM LOAN B                                                                                              | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |      265000 | PA      | $266234.90    | 0.05%             | 2032-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR8 E1 144A                           | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR8 E1 144A                                                                                         | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      638000 | PA      | $625654.44    | 0.11%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR2 A 144A                            | PROGRESS RESIDENTIAL TRUST PROG 2025 SFR2 A 144A                                                                                          | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1630440 | PA      | $1557124.06   | 0.29%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                              | PROJECT ALPHA INTERME HLDG INC 2025 2ND LIEN INC TL                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      830000 | PA      | $804062.50    | 0.15%             | 2033-05-09      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 144A                              | PSEG POWER LLC SR UNSECURED 144A 05/30 5.2                                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $67633.10     | 0.01%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                          | PUBLIC SERVICE OKLAHOMA SR UNSECURED 01/36 5.45                                                                                           | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      695000 | PA      | $716718.75    | 0.13%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1                    | PUERTO RICO CMWLTH PRC 07/27 FIXED 5.625                                                                                                  | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |        3593 | PA      | $3674.93      | 0.00%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1                    | PUERTO RICO CMWLTH PRC 07/29 FIXED 5.625                                                                                                  | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |        3535 | PA      | $3751.68      | 0.00%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1                    | PUERTO RICO CMWLTH PRC 07/33 FIXED 4                                                                                                      | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |        3256 | PA      | $3251.27      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUBLIC IMPT CABS SER A                | PUERTO RICO CMWLTH PRC 07/33 ZEROCPNOID 0                                                                                                 | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |        4190 | PA      | $3015.92      | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1                    | PUERTO RICO CMWLTH PRC 07/35 FIXED 4                                                                                                      | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |        2926 | PA      | $2903.61      | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1                    | PUERTO RICO CMWLTH PRC 07/37 FIXED 4                                                                                                      | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |        2511 | PA      | $2411.27      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1                    | PUERTO RICO CMWLTH PRC 07/41 FIXED 4                                                                                                      | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |        3415 | PA      | $3153.69      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT             | PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR                                                                                               | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     2413441 | PA      | $1544601.93   | 0.28%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |           1 | NC      | $298.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-9.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                            | PURCHASED BRL/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $3843.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $4395.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $31633.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $67020.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED BRL/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $146.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                            | PURCHASED BRL/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $3609.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $27237.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |           1 | NC      | $6.27         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $5.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-3348.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $226.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED CHF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-20541.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED CHF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-12144.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CLP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $182.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CLP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $125.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CLP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $76.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED CLP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $14347.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CLP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $25.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED CLP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $1443.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CLP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $41.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CNH/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CN        |           1 | NC      | $72.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CNH/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CN        |           1 | NC      | $680.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CNH/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CN        |           1 | NC      | $3982.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $367.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                            | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-3162.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $31184.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $371.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $10403.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $1750.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-697.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-119.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $4599.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $5741.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $15764.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $17768.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $4629.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $7753.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-112.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $101.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $3829.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $5451.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CZK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $1174.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CZK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-51.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $2.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $2061.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $-78.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $80529.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $-8.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $-576.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $-494.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $31.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED EUR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $-660.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $28.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |           1 | NC      | $2319.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |           1 | NC      | $27.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |           1 | NC      | $12.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |           1 | NC      | $450.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED HUF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $504.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED HUF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $2149.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED HUF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $15.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED HUF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $4846.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED HUF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $7262.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED IDR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |           1 | NC      | $991.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ILS/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |           1 | NC      | $-3.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ILS/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |           1 | NC      | $259.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ILS/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |           1 | NC      | $11.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ILS/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |           1 | NC      | $-4.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED INR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IN        |           1 | NC      | $-4871.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED INR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IN        |           1 | NC      | $-9.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED INR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IN        |           1 | NC      | $-504.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED JPY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-4123.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED JPY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-0.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED JPY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |           1 | NC      | $1033.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |           1 | NC      | $909.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           1 | NC      | $25.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           1 | NC      | $2749.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED MXN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           1 | NC      | $9243.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           1 | NC      | $6300.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED MYR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |           1 | NC      | $1736.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED MYR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |           1 | NC      | $135.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED MYR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |           1 | NC      | $18.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED MYR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |           1 | NC      | $-501.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-245.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |           1 | NC      | $669.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $44.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $2375.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-160.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $25.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED PEN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |           1 | NC      | $26.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                            | PURCHASED PEN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |           1 | NC      | $1466.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED PEN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |           1 | NC      | $49.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | PURCHASED PEN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |           1 | NC      | $1778.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED PEN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |           1 | NC      | $714.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED PHP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |           1 | NC      | $131.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED PHP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |           1 | NC      | $13.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED PLN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PL        |           1 | NC      | $580.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED PLN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PL        |           1 | NC      | $493.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED PLN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PL        |           1 | NC      | $2.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED SEK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |           1 | NC      | $42.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED SEK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |           1 | NC      | $3912.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED SEK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |           1 | NC      | $928.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED SGD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SG        |           1 | NC      | $316.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                              | PURCHASED SGD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SG        |           1 | NC      | $4509.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED THB/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |           1 | NC      | $303.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED THB/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |           1 | NC      | $3587.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED THB/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |           1 | NC      | $69.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED TRY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TR        |           1 | NC      | $35552.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED TRY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TR        |           1 | NC      | $104.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED TRY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TR        |           1 | NC      | $4711.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED TRY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TR        |           1 | NC      | $95.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED TRY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TR        |           1 | NC      | $1703.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED TRY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TR        |           1 | NC      | $46.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED TRY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TR        |           1 | NC      | $48.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED TWD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |           1 | NC      | $428.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-298.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-322.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $-4193.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |           1 | NC      | $2960.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-150.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |           1 | NC      | $131.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD/ SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |           1 | NC      | $1059.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD/ SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $16049.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $-226.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $1526.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |           1 | NC      | $11.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD/ SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $-1526.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                            | PURCHASED USD/ SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $-2281.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD/ SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |           1 | NC      | $-297.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD/ SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-4066.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD/ SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-4736.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-6.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-9.69        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $239.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-3774.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-5631.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                            | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $2666.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-4658.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-101.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-2106.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                 | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-173410.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-5731.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-4411.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $129.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |           1 | NC      | $-137.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-1804.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-4.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-1165.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-284.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-284.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD/ SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $1286.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD/ SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $222.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD/ SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $660.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD/ SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $4.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD/ SOLD EGP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |           1 | NC      | $3.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                            | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $4171.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $-1.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $-28921.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $242.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $-2905.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $-12437.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $63.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $604.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |           1 | NC      | $-806.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD/ SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-13618.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD/ SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-29616.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce               | PURCHASED USD/ SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-49576.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-68536.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-181.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD/ SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-28904.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-2214.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-26158.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD/ SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-58721.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD/ SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |           1 | NC      | $108.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD/ SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |           1 | NC      | $-1358.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |           1 | NC      | $2.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |           1 | NC      | $-235.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |           1 | NC      | $-18.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |           1 | NC      | $-1523.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |           1 | NC      | $897.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD/ SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IN        |           1 | NC      | $781.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |           1 | NC      | $2556.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-1093.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |           1 | NC      | $61.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD/ SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |           1 | NC      | $16947.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |           1 | NC      | $24.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD/ SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |           1 | NC      | $-1862.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-10.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-2755.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-796.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | PURCHASED USD/ SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-4109.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD/ SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |           1 | NC      | $2.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD/ SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |           1 | NC      | $-1551.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD/ SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |           1 | NC      | $-2017.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED USD/ SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |           1 | NC      | $-10431.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-13.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-669.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |           1 | NC      | $-5.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-118.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-204.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-2373.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |           1 | NC      | $-103.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                            | PURCHASED USD/ SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |           1 | NC      | $-1432.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                         | PURCHASED USD/ SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |           1 | NC      | $-143.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD/ SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |           1 | NC      | $45.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PL        |           1 | NC      | $-261.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PL        |           1 | NC      | $-594.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PL        |           1 | NC      | $98.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |           1 | NC      | $3.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-3887.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-35.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-15.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD/ SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SG        |           1 | NC      | $2761.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-5.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                               | PURCHASED USD/ SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-4333.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-7.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD/ SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-6105.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-11.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TR        |           1 | NC      | $-1352.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |           1 | NC      | $58.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                    | PURCHASED USD/ SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |           1 | NC      | $1417.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED USD/ SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |           1 | NC      | $6057.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-554.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-600.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD/ SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-5.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ZAR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $2035.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ZAR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $9.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ZAR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $543.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                              | QUALITYTECH LP TERM LOAN B                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       49750 | PA      | $49522.15     | 0.01%             | 2031-10-30      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC TL B 1L BANKDEBT           | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                                                                                                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      266077 | PA      | $266316.20    | 0.05%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC 144A                       | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375                                                                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      145000 | PA      | $150800.00    | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC 144A                       | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156375.00    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                              | RADIATE HOLDCO LLC 2025 DELAYED DRAW TERM LOAN                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      117859 | PA      | $116533.00    | 0.02%             | 2029-06-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC PIK-TERM FIFO 1L USD BKDBTPIK | RADIATE HOLDCO LLC 2025 FLFO TERM LOAN                                                                                                    | CUSIP: 75025KAM0<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |      179565 | PA      | $131268.85    | 0.02%             | 2029-09-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                              | RADIATE HOLDCO LLC 2025 TERM LOAN                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       39286 | PA      | $38844.33     | 0.01%             | 2029-06-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE 144A                        | RAIZEN FUELS FINANCE COMPANY GUAR 144A 03/34 6.45                                                                                         | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      540000 | PA      | $462093.12    | 0.08%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| RANGE RESOURCES CORP 144A                        | RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75                                                                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93337.50     | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A1 144A                            | REAL ESTATE ASSET LIQUIDITY TR REALT 2025 1A A1 144A                                                                                      | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     1840174 | PA      | $1321213.54   | 0.24%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A2 144A                            | REAL ESTATE ASSET LIQUIDITY TR REALT 2025 1A A2 144A                                                                                      | CUSIP: 75585RSU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     1690000 | PA      | $1211455.96   | 0.22%             | 2060-01-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | REALTY INCOME CORP SR UNSECURED 04/35 5.125                                                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      155000 | PA      | $158222.30    | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | REGAL REXNORD CORP COMPANY GUAR 02/30 6.3                                                                                                 | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      580000 | PA      | $616354.98    | 0.11%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                               | REGAL REXNORD CORP COMPANY GUAR 04/28 6.05                                                                                                | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41386.24     | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                          | REINSURANCE GRP OF AMER SR UNSECURED 09/33 6                                                                                              | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      243000 | PA      | $260054.71    | 0.05%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC 144A                       | RENTOKIL TERMINIX LLC COMPANY GUAR 144A 04/30 5                                                                                           | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |      850000 | PA      | $867237.15    | 0.16%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                                                                                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      704000 | PA      | $611600.00    | 0.11%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                            | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR                                                                                              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      485000 | PA      | $345562.50    | 0.06%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO 144A                                  | REPUBLIC OF MONTENEGRO SR UNSECURED 144A 03/31 7.25                                                                                       | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     1345000 | PA      | $1442512.50   | 0.27%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MONTENEGRO                                       | REPUBLIC OF MONTENEGRO SR UNSECURED REGS 03/31 7.25                                                                                       | CUSIP: 8573059A6<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      480000 | PA      | $514800.00    | 0.09%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                              | RFS OPCO LLC 2025 DELAYED DRAW TERM LOAN                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      100000 | PA      | $99320.00     | 0.02%             | 2031-04-04      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| N/A                                              | RFS OPCO LLC DELAYED DRAW TERM LOAN                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       19900 | PA      | $19850.25     | 0.00%             | 2031-04-04      | Floating      | 9.02%                 | No            |                  3 | On Loan: No      |
| ROCKEFELLER CAPITAL TL B 1L BANKDEBT             | RFS OPCO LLC TERM LOAN                                                                                                                    | CUSIP: 74970UAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       34650 | PA      | $34414.38     | 0.01%             | 2031-04-04      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| RIVIAN AUTO INC 4.625% 03/29 CB                  | RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625                                                                                             | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |       45000 | PA      | $49614.75     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RIVIAN HLD/AUTO LLC 144A                         | RIVIAN HLD/AUTO LLC SR SECURED 144A 01/31 10                                                                                              | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $612750.00    | 0.11%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| ROMANIA 144A                                     | ROMANIA BONDS 144A 05/36 6.625                                                                                                            | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      828000 | PA      | $852987.38    | 0.16%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                     | ROMANIA SR UNSECURED 144A 06/33 5.375                                                                                                     | CUSIP: TC3DTC4B7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      300000 | PA      | $354179.92    | 0.07%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                                     | ROMANIA SR UNSECURED 144A 09/30 5.75                                                                                                      | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      990000 | PA      | $1015100.46   | 0.19%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RRAM 2024-34RA A2AR 144A                         | RR LTD RRAM 2024 34RA A2AR 144A                                                                                                           | CUSIP: 74988WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250711.28    | 0.05%             | 2039-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SABRE TL B 1L BANKDEBT                           | SABRE GLBL INC 2024 TERM LOAN B1                                                                                                          | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      192706 | PA      | $174721.01    | 0.03%             | 2029-11-15      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC 144A                              | SABRE GLBL INC SR SECURED 144A 07/30 11.125                                                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      103000 | PA      | $88708.75     | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC 144A                              | SABRE GLBL INC SR SECURED 144A 11/29 10.75                                                                                                | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       80000 | PA      | $70400.00     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SANDISK TL 1L BANKDEBT                           | SANDISK CORP TERM LOAN B                                                                                                                  | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      293018 | PA      | $294667.42    | 0.05%             | 2032-02-20      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| SBCLN 2023-B C 144A                              | SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 B C 144A                                                                                        | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      128710 | PA      | $130392.53    | 0.02%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-A B 144A                              | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A B 144A                                                                                        | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      169914 | PA      | $172316.27    | 0.03%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBCLN 2024-B B 144A                              | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A                                                                                        | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      461360 | PA      | $464249.50    | 0.09%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SDART 2022-5 C                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 5 C                                                                                             | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10863 | PA      | $10869.55     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SDART 2022-6 C                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 C                                                                                             | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       28196 | PA      | $28252.33     | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SDART 2025-2 B                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 B                                                                                             | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      675000 | PA      | $682179.91    | 0.13%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SDART 2025-2 C                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 C                                                                                             | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      675000 | PA      | $683060.72    | 0.13%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SAN 2025-NQM2 A1 144A                            | SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM2 A1 144A                                                                                      | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      552922 | PA      | $557921.36    | 0.10%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 144A                             | SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831                                                                                             | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505000 | PA      | $507968.55    | 0.09%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SBALT 2025-A A4 144A                             | SBNA AUTO LEASE TRUST SBALT 2025 A A4 144A                                                                                                | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705000 | PA      | $712759.30    | 0.13%             | 2029-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SCFET 2022-1A B 144A                             | SCF EQUIPMENT TRUST LLC SCFET 2022 1A B 144A                                                                                              | CUSIP: 784033AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      262709 | PA      | $262132.43    | 0.05%             | 2030-10-21      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SCFET 2024-1A D 144A                             | SCF EQUIPMENT TRUST LLC SCFET 2024 1A D 144A                                                                                              | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $130935.29    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SDR 2024-DSNY B 144A                             | SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY B 144A                                                                                        | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99750.32     | 0.02%             | 2039-05-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A A2 144A                            | SEB FUNDING LLC SEB4P 2024 1A A2 144A                                                                                                     | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145000 | PA      | $148324.43    | 0.03%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A B 144A                              | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A                                                                                        | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |       42201 | PA      | $42571.47     | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SEMT 2019-5 B3 144A                              | SEQUOIA MORTGAGE TRUST SEMT 2019 5 B3 144A                                                                                                | CUSIP: 81743ACD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      401176 | PA      | $370576.50    | 0.07%             | 2049-12-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| SEMT 2024-HYB1 A1A 144A                          | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A                                                                                            | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      212540 | PA      | $214425.03    | 0.04%             | 2063-11-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | SERVICE PROPERTIES TRUST COMPANY GUAR 06/32 8.875                                                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      124000 | PA      | $119350.00    | 0.02%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST 144A                    | SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000                                                                                    | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      180000 | PA      | $159975.00    | 0.03%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST 144A                    | SERVICE PROPERTIES TRUST SR SECURED 144A 11/31 8.625                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      480000 | PA      | $504600.00    | 0.09%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SES SA                                           | SES SA COMPANY GUAR REGS 09/54 VAR                                                                                                        | CUSIP: 78413H9L5<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      460000 | PA      | $516924.98    | 0.10%             | 2054-09-12      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A B 144A                             | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A B 144A                                                                                       | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $173674.18    | 0.03%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-1A C 144A                             | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A C 144A                                                                                       | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15000 | PA      | $15331.84     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A C 144A                             | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A C 144A                                                                                       | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      385000 | PA      | $394971.73    | 0.07%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SHACK 2019-14A BRR 144A                          | SHACKLETON CLO LTD SHACK 2019 14A BRR 144A                                                                                                | CUSIP: 81880XAY8<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |     1010000 | PA      | $1009555.42   | 0.19%             | 2034-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SRFC 2022-3A B 144A                              | SIERRA RECEIVABLES FUNDING CO SRFC 2022 3A B 144A                                                                                         | CUSIP: 826934AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50268 | PA      | $51222.12     | 0.01%             | 2039-07-20      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| SPEAK 2018-5A BR 144A                            | SIGNAL PEAK CLO, LLC SPEAK 2018 5A BR 144A                                                                                                | CUSIP: 82666VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      250000 | PA      | $251210.91    | 0.05%             | 2037-04-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION TL B6 1L BANKDEBT            | SINCLAIR TELEVISION GROUP INC 2025 TERM LOAN B6                                                                                           | CUSIP: 829229AU7<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |      119699 | PA      | $109151.35    | 0.02%             | 2029-12-31      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC 144A                         | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                                                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4856.25      | 0.00%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                             | SIX FLAGS/CANADA WON COMPANY GUAR 10/28 6.5                                                                                               | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $217687.50    | 0.04%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                            | SOCIETE GENERALE 144A 01/34 VAR                                                                                                           | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      575000 | PA      | $629039.08    | 0.12%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                            | SOCIETE GENERALE COMPANY GUAR 144A 01/28 VAR                                                                                              | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      325000 | PA      | $318988.48    | 0.06%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                            | SOCIETE GENERALE COMPANY GUAR 144A 04/29 VAR                                                                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $819000.00    | 0.15%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 144A                            | SOCIETE GENERALE SUBORDINATED 144A 01/53 7.367                                                                                            | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      510000 | PA      | $554116.53    | 0.10%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | SOLVENTUM CORP COMPANY GUAR 03/31 5.45                                                                                                    | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      655000 | PA      | $683146.66    | 0.13%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                   | SOLVENTUM CORP COMPANY GUAR 04/54 5.9                                                                                                     | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      434000 | PA      | $443962.04    | 0.08%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONIC 2020-1A A2I 144A                           | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                                                                                                  | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      307938 | PA      | $303957.96    | 0.06%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SNDPT 2019-1A BRR 144A                           | SOUND POINT CLO LTD SNDPT 2019 1A BRR 144A                                                                                                | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250943.37    | 0.05%             | 2032-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY USA 144A                        | SOUTH32 TREASURY LTD COMPANY GUAR 144A 04/32 4.35                                                                                         | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     1221000 | PA      | $1185938.99   | 0.22%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                            | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/35 5.45                                                                                             | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      265000 | PA      | $276681.73    | 0.05%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO CVT 7.125000  A                      | SOUTHERN CO PREFERRED STOCK 12/28 7.125                                                                                                   | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |        3250 | NS      | $166010.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED PLC 144A                      | STANDARD CHARTERED PLC SR UNSECURED 144A 01/29 6.301                                                                                      | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      410000 | PA      | $426448.79    | 0.08%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC 144A                             | STAR PARENT INC SR SECURED 144A 10/30 9                                                                                                   | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      160000 | PA      | $170800.00    | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL                                           | STATE OF ISRAEL SR UNSECURED 02/35 5.625                                                                                                  | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      707000 | PA      | $740371.81    | 0.14%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                  | STATE OF ISRAEL SR UNSECURED 03/34 5.5                                                                                                    | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      583000 | PA      | $605763.82    | 0.11%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                              | STRIPE INC SERIES A TC5JVPSH1                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $570000.00    | 0.10%             | 2030-09-26      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| SUNOCO LP 144A                                   | SUNOCO LP COMPANY GUAR 144A 05/32 7.25                                                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      140000 | PA      | $147525.00    | 0.03%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                    | SUTTER HEALTH UNSECURED 08/32 5.213                                                                                                       | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      125000 | PA      | $130392.75    | 0.02%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                    | SUTTER HEALTH UNSECURED 08/35 5.537                                                                                                       | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      390000 | PA      | $412699.95    | 0.08%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SYMP 2015-16A ARR 144A                           | SYMPHONY CLO LTD SYMP 2015 16A ARR 144A                                                                                                   | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |       94685 | PA      | $94687.43     | 0.02%             | 2031-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | SYNOPSYS INC SR UNSECURED 04/55 5.7                                                                                                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400220.80    | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T MOBILE USA INC COMPANY GUAR 01/33 4.625                                                                                                 | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      820000 | PA      | $818637.98    | 0.15%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRP INSTITUTIONAL FLOATING RATE FD-Z             | T ROWE PRICE INSTITUTIONAL FLO T ROWE PR INST FLTNG RT Z                                                                                  | CUSIP: 77958B873<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |      268689 | NS      | $2522988.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund            | T. Rowe Price Government Reserve Fund                                                                                                     | CUSIP: 000000000<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     5577719 | NS      | $5577718.92   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY TL B 1L BANKDEBT             | TALEN ENERGY SUPPLY LLC 2024 INCREMENTAL TERM LOAN B                                                                                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      193401 | PA      | $193677.24    | 0.04%             | 2031-12-13      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY TL B 1L BANKDEBT             | TALEN ENERGY SUPPLY LLC 2025 TERM LOAN B                                                                                                  | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      194703 | PA      | $194702.94    | 0.04%             | 2032-10-09      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC 144A                     | TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/34 6.25                                                                                      | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      270000 | PA      | $275076.00    | 0.05%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC 144A                     | TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/36 6.5                                                                                       | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      270000 | PA      | $278437.50    | 0.05%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC 144A                     | TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      275000 | PA      | $291156.25    | 0.05%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC TL B 1L USD BANKDEBT     | TALEN ENERGY SUPPLY, LLC 2023 TERM LOAN B                                                                                                 | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      432734 | PA      | $433508.50    | 0.08%             | 2030-05-17      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN 144A                     | TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375                                                                                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $144550.00    | 0.03%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | TARGA RESOURCES CORP COMPANY GUAR 08/35 5.55                                                                                              | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1249552.06   | 0.23%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | TARGA RESOURCES PARTNERS COMPANY GUAR 03/30 5.5                                                                                           | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       42000 | PA      | $42665.87     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875                                                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      125000 | PA      | $135781.25    | 0.02%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP 144A                       | TENET HEALTHCARE CORP SR UNSECURED 144A 11/33 6                                                                                           | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61950.00     | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-1 B1 144A                             | THE HUNTINGTON NATIONAL BANK HACLN 2024 1 B1 144A                                                                                         | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115072 | PA      | $116943.70    | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HACLN 2024-2 B1 144A                             | THE HUNTINGTON NATIONAL BANK HACLN 2024 2 B1 144A                                                                                         | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      146402 | PA      | $147928.46    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1 B1 144A                             | THE HUNTINGTON NATIONAL BANK HACLN 2025 1 B 144A                                                                                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      724506 | PA      | $730306.75    | 0.13%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE INC                            | TIME WARNER CABLE LLC SR SECURED 05/37 6.55                                                                                               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      740000 | PA      | $755056.78    | 0.14%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                                         | TITULOS DE TESORERIA BONDS 07/36 6.25                                                                                                     | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 22057000000 | PA      | $3765291.33   | 0.69%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR TL B 1L BANKDEBT                     | TK ELEVATOR MIDCO GMBH 2025 USD TERM LOAN B                                                                                               | CUSIP: 8869969C3<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |      466008 | PA      | $468580.55    | 0.09%             | 2030-04-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| TKO GROUP TL B5 1L BANKDEBT                      | TKO WORLDWIDE HOLDINGS LLC. 2025 TERM LOAN                                                                                                | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      428040 | PA      | $429341.30    | 0.08%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | TORONTO DOMINION BANK SR UNSECURED 10/35 4.928                                                                                            | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      320000 | PA      | $322684.48    | 0.06%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-3 A1B 144A                             | TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1B 144A                                                                                            | CUSIP: 89183FAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75461 | PA      | $76202.97     | 0.01%             | 2065-07-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-5 A1B 144A                             | TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1B 144A                                                                                            | CUSIP: 891944AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1201695 | PA      | $1202188.28   | 0.22%             | 2064-10-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1A 144A                             | TOWD POINT MORTGAGE TRUST TPMT 2025 1 A1A 144A                                                                                            | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      513754 | PA      | $518266.49    | 0.10%             | 2065-06-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-1 A1B 144A                             | TOWD POINT MORTGAGE TRUST TPMT 2025 1 A1B 144A                                                                                            | CUSIP: 89190KAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259191 | PA      | $259944.14    | 0.05%             | 2065-06-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| TOWNSQUARE TL B 1L BANKDEBT                      | TOWNSQUARE MEDIA INC 2025 TERM LOAN                                                                                                       | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |      162925 | PA      | $140278.10    | 0.03%             | 2030-02-19      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| TLOT 2025-A A4 144A                              | TOYOTA LEASE OWNER TRUST TLOT 2025 A A4 144A                                                                                              | CUSIP: 89239NAE5<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |      610000 | PA      | $617932.50    | 0.11%             | 2029-06-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP                      | TPIC SPV LLC TPIC 2024 1A A 144A                                                                                                          | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      270982 | PA      | $272472.60    | 0.05%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| TRANSCONT GAS PIPE LINE 144A                     | TRANSCONT GAS PIPE LINE SR UNSECURED 144A 03/36 5.1                                                                                       | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $310152.37    | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM TL M 1L BANKDEBT                       | TRANSDIGM INC 2025 TERM LOAN M                                                                                                            | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      250000 | PA      | $250490.00    | 0.05%             | 2032-08-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 144A                               | TRANSDIGM INC SR SECURED 144A 12/30 6.875                                                                                                 | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      125000 | PA      | $130312.50    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 144A                               | TRANSDIGM INC SR SECURED 144A 12/31 7.125                                                                                                 | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      370000 | PA      | $387575.00    | 0.07%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 144A                               | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      155000 | PA      | $161587.50    | 0.03%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD 144A                       | TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8                                                                                             | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       61462 | PA      | $62998.08     | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC 144A                              | TRANSOCEAN INTERNTNL LTD COMPANY GUAR 144A 05/29 8.25                                                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       85000 | PA      | $86062.50     | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC 144A                              | TRANSOCEAN INTERNTNL LTD SR SECURED 144A 02/30 8.75                                                                                       | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      208500 | PA      | $217100.63    | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC 144A                              | TRANSOCEAN INTERNTNL LTD SR SECURED 144A 10/32 7.875                                                                                      | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       50000 | PA      | $51937.50     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL                | TREASURY RESERVE FUND - Collateral                                                                                                        | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |     6520716 | NS      | $6520715.75   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TAH 2019-SFR1 D 144A                             | TRICON AMERICAN HOMES TAH 2019 SFR1 D 144A                                                                                                | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99304.25     | 0.02%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 A 144A                             | TRICON RESIDENTIAL TCN 2021 SFR1 A 144A                                                                                                   | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      751166 | PA      | $739502.50    | 0.14%             | 2038-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2 A 144A                             | TRICON RESIDENTIAL TCN 2024 SFR2 A 144A                                                                                                   | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99684 | PA      | $100157.01    | 0.02%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2 D 144A                             | TRICON RESIDENTIAL TCN 2024 SFR2 D 144A                                                                                                   | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155000 | PA      | $156759.25    | 0.03%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRNTS 2017-7A A1R2 144A                          | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                                                                                                  | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $997491.14    | 0.18%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE TL B 1L BANKDEBT                | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                                                                                            | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      259355 | PA      | $259290.00    | 0.05%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDING TL 2L BANKDEBT          | TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN                                                                                          | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      534737 | PA      | $540586.86    | 0.10%             | 2032-05-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1 B 144A                              | U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A                                                                                        | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       58694 | PA      | $59319.18     | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UKG INC 144A                                     | UKG INC SR SECURED 144A 02/31 6.875                                                                                                       | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      210000 | PA      | $216300.00    | 0.04%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UKG INC TL B 1L USD BANKDEBT                     | UKG, INC, 2024 TERM LOAN B                                                                                                                | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |      880902 | PA      | $880153.71    | 0.16%             | 2031-02-10      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                            | UNITED MEXICAN STATES SR UNSECURED 03/33 5.375                                                                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $499745.50    | 0.09%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC SR UNSECURED 06/35 5.3                                                                                             | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      265000 | PA      | $275196.41    | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                           | UNITEDHEALTH GROUP INC SR UNSECURED 06/55 5.95                                                                                            | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      150000 | PA      | $157106.40    | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS 144A                    | UNIVISION COMMUNICATIONS SR SECURED 144A 07/31 8.5                                                                                        | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      115000 | PA      | $118593.75    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS 144A                    | UNIVISION COMMUNICATIONS SR SECURED 144A 08/32 9.375                                                                                      | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      120000 | PA      | $127200.00    | 0.02%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 10YR NOTE (CBT)MAR26 XCBT 20260320                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         100 | NC      | $2201.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | US 10YR ULTRA FUT MAR26 XCBT 20260320                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         111 | NC      | $42334.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | US 2YR NOTE (CBT) MAR26 XCBT 20260331                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         484 | NC      | $-27155.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | US 5YR NOTE (CBT) MAR26 XCBT 20260331                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         815 | NC      | $43413.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 01/32 4.375                                                                                                               | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10905000 | PA      | $11293490.63  | 2.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/30 4                                                                                                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4115000 | PA      | $4184440.63   | 0.77%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/32 4.125                                                                                                               | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10890000 | PA      | $11128218.75  | 2.05%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/33 3.5                                                                                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      340000 | PA      | $333372.66    | 0.06%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/34 4                                                                                                                   | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2110000 | PA      | $2127143.75   | 0.39%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/42 2.375                                                                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       80000 | PA      | $60000.00     | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/43 3.875                                                                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      115000 | PA      | $105530.47    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/44 4.5                                                                                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      340000 | PA      | $335975.78    | 0.06%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/45 4.75                                                                                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9910000 | PA      | $10066005.10  | 1.85%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/53 3.625                                                                                                               | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       30000 | PA      | $25026.56     | 0.00%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/54 4.25                                                                                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      590000 | PA      | $549506.64    | 0.10%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 02/55 4.625                                                                                                               | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10195000 | PA      | $10110174.44  | 1.86%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 03/30 4                                                                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4185000 | PA      | $4255948.81   | 0.78%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 03/32 4.125                                                                                                               | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3230000 | PA      | $3300656.25   | 0.61%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 05/30 4                                                                                                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4280000 | PA      | $4354565.60   | 0.80%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 05/40 1.125                                                                                                               | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      395000 | PA      | $255392.19    | 0.05%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 05/42 3.25                                                                                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      130000 | PA      | $110505.08    | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 05/43 3.875                                                                                                               | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2020000 | PA      | $1849641.40   | 0.34%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 05/45 5                                                                                                                   | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3405000 | PA      | $3569796.69   | 0.66%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 05/53 3.625                                                                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      640000 | PA      | $533275.00    | 0.10%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 05/54 4.625                                                                                                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      425000 | PA      | $421331.06    | 0.08%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 05/55 4.75                                                                                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1795000 | PA      | $1816946.68   | 0.33%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 08/30 4.125                                                                                                               | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1130000 | PA      | $1155645.70   | 0.21%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 08/31 3.75                                                                                                                | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2985000 | PA      | $2995260.94   | 0.55%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 08/41 1.75                                                                                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      190000 | PA      | $130684.38    | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 08/43 4.375                                                                                                               | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2995000 | PA      | $2919774.02   | 0.54%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 08/44 4.125                                                                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17635000 | PA      | $16533501.32  | 3.04%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 08/51 2                                                                                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1420000 | PA      | $840961.72    | 0.15%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 08/53 4.125                                                                                                               | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2505000 | PA      | $2284051.16   | 0.42%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 08/54 4.25                                                                                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14490000 | PA      | $13493246.52  | 2.48%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 10/30 4.875                                                                                                               | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3340000 | PA      | $3528918.75   | 0.65%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 11/42 4                                                                                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      155000 | PA      | $144822.07    | 0.03%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 11/43 4.75                                                                                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      655000 | PA      | $668509.38    | 0.12%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 11/44 4.625                                                                                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7600000 | PA      | $7604750.00   | 1.40%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 11/52 4                                                                                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      280000 | PA      | $249932.81    | 0.05%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                  | US TREASURY N/B 12/31 4.5                                                                                                                 | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7475000 | PA      | $7792687.50   | 1.43%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US ULTRA BOND CBT MAR26 XCBT 20260320                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -194 | NC      | $-151119.23   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| USI INC/NY 144A                                  | USI INC/NY SR UNSECURED 144A 01/32 7.5                                                                                                    | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |      330000 | PA      | $342787.50    | 0.06%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                      | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR                                                                                        | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $468187.50    | 0.09%             | 2174-03-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                      | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5                                                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      245000 | PA      | $258168.75    | 0.05%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                      | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875                                                                                        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15600.00     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE 144A                       | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5                                                                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247200.00    | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE 144A                       | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75                                                                                          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      260000 | PA      | $270400.00    | 0.05%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE 144A                       | VENTURE GLOBAL PLAQUE SR SECURED 144A 05/33 7.5                                                                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      150000 | PA      | $163125.00    | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE 144A                       | VENTURE GLOBAL PLAQUE SR SECURED 144A 05/35 7.75                                                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $445000.00    | 0.08%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                                 | VEON MIDCO BV COMPANY GUAR REGS 11/27 3.375                                                                                               | CUSIP: TC5QQ6AG4<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $574925.00    | 0.11%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERD 2023-1A A2 144A                             | VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A                                                                                              | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83938 | PA      | $85397.85     | 0.02%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A A2 144A                             | VERDANT RECEIVABLES LLC VERD 2024 1A A2 144A                                                                                              | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71108 | PA      | $72439.72     | 0.01%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | VERIZON COMMUNICATIONS SR UNSECURED 11/55 5.875                                                                                           | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175366.10    | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 C                                    | VERIZON MASTER TRUST VZMT 2024 6 C                                                                                                        | CUSIP: 92348KDH3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |      665000 | PA      | $668787.24    | 0.12%             | 2030-08-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-3 C                                    | VERIZON MASTER TRUST VZMT 2025 3 C                                                                                                        | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1510042.35   | 0.28%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                              | VERSANT MEDIA GROUP INC TERM LOAN B                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      225000 | PA      | $223125.75    | 0.04%             | 2030-10-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-1 A3 144A                             | VERUS SECURITIZATION TRUST VERUS 2021 1 A3 144A                                                                                           | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       83016 | PA      | $75489.74     | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-R3  A1 144A                           | VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A                                                                                          | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25210 | PA      | $24088.00     | 0.00%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-1  A1 144A                            | VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A                                                                                           | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62339 | PA      | $62196.16     | 0.01%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-2 A1 144A                             | VERUS SECURITIZATION TRUST VERUS 2025 2 A1 144A                                                                                           | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |      587917 | PA      | $590173.23    | 0.11%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-INV1 A3 144A                          | VERUS SECURITIZATION TRUST VERUS 2025 INV1 A3 144A                                                                                        | CUSIP: 924929AE2<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |      249798 | PA      | $252560.57    | 0.05%             | 2070-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| VIASAT INC 144A                                  | VIASAT INC SR UNSECURED 144A 05/31 7.5                                                                                                    | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      105000 | PA      | $98831.25     | 0.02%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VIASAT TL B 1L BANKDEBT                          | VIASAT INC TERM LOAN                                                                                                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |      163731 | PA      | $162596.11    | 0.03%             | 2029-03-05      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-1 B1 144A                              | VISTA POINT SECURITIZATION TRU VSTA 2020 1 B1 144A                                                                                        | CUSIP: 92838WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $581306.10    | 0.11%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| VSTA 2020-2 A1 144A                              | VISTA POINT SECURITIZATION TRU VSTA 2020 2 A1 144A                                                                                        | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12142 | PA      | $11735.01     | 0.00%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP 144A                                 | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                                                                                                   | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1675800.00   | 0.31%             | 2174-07-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP 144A                                 | VISTRA CORP JR SUBORDINA 144A VAR                                                                                                         | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      259000 | PA      | $263532.50    | 0.05%             | 2174-04-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95                                                                                       | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      490000 | PA      | $546151.55    | 0.10%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC 144A                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/34 5.7                                                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16512.77     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                 | VITAL ENERGY INC COMPANY GUAR 10/30 9.75                                                                                                  | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160618.75    | 0.03%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VNDO 2016-350P D 144A                            | VNO MORTGAGE TRUST VNDO 2016 350P D 144A                                                                                                  | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $103293.41    | 0.02%             | 2035-01-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA 144A                    | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/28 4.55                                                                                     | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206017.42    | 0.04%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC 144A                          | VOYAGER PARENT LLC SR SECURED 144A 07/32 9.25                                                                                             | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      225000 | PA      | $237937.50    | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CALIBER COLLISION TL B 1L BANKDEBT               | WAND NEWCO 3 INC 2025 REPRICED TERM LOAN B                                                                                                | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |      279531 | PA      | $279503.08    | 0.05%             | 2031-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC 144A                            | WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625                                                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      140000 | PA      | $147175.00    | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05                                                                                          | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      335000 | PA      | $267162.50    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WB 2024-HQ A 144A                                | WB COMMERCIAL MORTGAGE TRUST WB 2024 HQ A 144A                                                                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100053.65    | 0.02%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR                                                                                              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      115000 | PA      | $107516.26    | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | WELLS FARGO + COMPANY SR UNSECURED 10/34 VAR                                                                                              | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      410000 | PA      | $456892.52    | 0.08%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-1A A1 144A                             | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A A1 144A                                                                                       | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      775000 | PA      | $780252.49    | 0.14%             | 2040-01-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-1A C 144A                              | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A C 144A                                                                                        | CUSIP: 96328GCH8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      840000 | PA      | $852411.25    | 0.16%             | 2040-01-18      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A A2 144A                              | WINGSPIRE EQUIPMENT FINANCE LL WEF 2025 1A A2 144A                                                                                        | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100058.32    | 0.02%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WEF 2025-1A C 144A                               | WINGSPIRE EQUIPMENT FINANCE LL WEF 2025 1A C 144A                                                                                         | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100181.51    | 0.02%             | 2033-09-20      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC 144A                               | WOLFSPEED INC SR SECURED 144A 06/30 VAR                                                                                                   | CUSIP: 977852AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140721 | PA      | $153737.69    | 0.03%             | 2030-06-23      | Variable      | 13.88%                | No            |                  2 | On Loan: No      |
| RCKT 2024-CES8 A1A 144A                          | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES8 A1A 144A                                                                                       | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      166739 | PA      | $167845.76    | 0.03%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT 2025-CES3 A1A 144A                          | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A                                                                                       | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-O            | CORP              | US        |     1187549 | PA      | $1199328.21   | 0.22%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC 144A                            | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                                                                                               | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $434175.00    | 0.08%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| X/TWITTER TL 1L BANKDEBT                         | X CORP 2025 FIXED TERM LOAN                                                                                                               | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      330000 | PA      | $326838.60    | 0.06%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| X/TWITTER TL B1 1L BANKDEBT                      | X CORP TERM LOAN                                                                                                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      340000 | PA      | $330820.00    | 0.06%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X.AI LLC/X.AI CO ISSUER                          | X.AI LLC/X.AI CO ISSUER SR SECURED 06/30 12.5                                                                                             | CUSIP: 983984AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $70350.00     | 0.01%             | 2030-06-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING 144A                      | XPLR INFRAST OPERATING COMPANY GUAR 144A 04/34 7.75                                                                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      405000 | PA      | $411075.00    | 0.08%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                  | YUM  BRANDS INC SR UNSECURED 04/32 5.375                                                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101250.00    | 0.02%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZAXBY 2021-1A A2 144A                            | ZAXBY S FUNDING LLC ZAXBY 2021 1A A2 144A                                                                                                 | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1244750 | PA      | $1172346.39   | 0.22%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-05

**Name of Applicant:** T. Rowe Price Exchange-Traded Funds, Inc.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President