# EDGAR Filing Document

**Accession Number:** 0001795351
**File Stem:** 0001795351-25-000384
**Filing Date:** 2025-7
**Character Count:** 646824
**Document Hash:** c11ce867af3d1704c923e743b358a565
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001795351-25-000384.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001795351-25-000384

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**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:** 251161580

**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:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $570149044.20

**Total Liabilities:** $20017792.83

**Net Assets:** $550131251.37

**Delayed Delivery Securities:** $4937448.39

**Stand-by Commitments:** $41737826.51

**Cash Not Reported:** $22778.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -265.869107 | **1-Year:** -12761.478148 | **5-Year:** -93802.092143 | **10-Year:** -65107.068192 | **30-Year:** -8048.551660

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

- **3-Month:** -52.416266 | **1-Year:** -529.095448 | **5-Year:** -21266.613618 | **10-Year:** -7245.135789 | **30-Year:** -595.520140

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000229339 | -0.19%               | 0.00%                | -0.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $256742.80               | $-2345711.84                               |
| Month 2  | $-428805.94              | $-1151475.46                               |
| Month 3  | $-500981.50              | $-2952872.53                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES Andes SA                                                                    | AES ANDES SA SR UNSECURED 144A 03/32 6.25                                                                                                 | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    470000 | PA      | $472491.94    | 0.09%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| AES Corp/The                                                                    | AES CORP/THE SR UNSECURED 03/32 5.8                                                                                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674642.96    | 0.12%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc                                                  | AMC ENTERTAINMENT HLDINGS INC 2024 TERM LOAN                                                                                              | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     59763 | PA      | $59825.02     | 0.01%             | 2029-01-04      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                            | AMSR TRUST AMSR 2020 SFR2 A 144A                                                                                                          | CUSIP: 00178UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667173 | PA      | $664187.82    | 0.12%             | 2037-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 Trust                                                            | AMSR TRUST AMSR 2021 SFR2 A 144A                                                                                                          | CUSIP: 00179VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473891 | PA      | $455229.18    | 0.08%             | 2038-08-17      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 Trust                                                            | AMSR TRUST AMSR 2021 SFR2 C 144A                                                                                                          | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1445000 | PA      | $1388115.55   | 0.25%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD COMPANY GUAR 144A 09/34 5.125                                                                                      | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $110774.67    | 0.02%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                          | APA INFRASTRUCTURE LTD COMPANY GUAR 144A 09/44 5.75                                                                                       | CUSIP: 00188LAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $212157.45    | 0.04%             | 2044-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | ACRISURE LLC / FIN INC SR SECURED 144A 11/30 7.5                                                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25718.75     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                             | ACRISURE LLC / FIN INC SR UNSECURED 144A 06/29 8.5                                                                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62550.00     | 0.01%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings Inc                                                            | ALBION FINANCING 3 SARL 2025 USD TERM LOAN B                                                                                              | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |    154475 | PA      | $154668.09    | 0.03%             | 2029-08-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                  | ALBION FINANCING 1SARL / SR SECURED 144A 05/30 7                                                                                          | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201500.00    | 0.04%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                                   | ALEN 2021 ACEN MORTGAGE TRUST ALEN 2021 ACEN A 144A                                                                                       | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $134400.62    | 0.02%             | 2034-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/36 5.25                                                                                          | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90432.78     | 0.02%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                               | ALLIANT HOLDINGS INTER LLC 2024 TERM LOAN B6                                                                                              | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1051217 | PA      | $1046455.10   | 0.19%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLD / CO ISSUER SR SECURED 144A 04/28 6.75                                                                                       | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $121200.00    | 0.02%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLD / CO ISSUER SR SECURED 144A 01/31 7                                                                                          | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $380460.00    | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/32 7.375                                                                                    | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $854831.25    | 0.16%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                                                     | ALLIED UNIVERSAL HOLDCO SR SECURED 144A 02/31 7.875                                                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    262000 | PA      | $271497.50    | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                                                                                                   | CUSIP: 01F030660<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -715000 | PA      | $-608279.90   | -0.11%            | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE                                                                                                   | CUSIP: 01F050460<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    670000 | PA      | $670285.97    | 0.12%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                                                                                                 | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    410000 | PA      | $405863.71    | 0.07%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A                                                                                       | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193505 | PA      | $194264.77    | 0.04%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 A B 144A                                                                                        | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160442 | PA      | $162206.76    | 0.03%             | 2032-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                            | ALPHA GENERATION LLC TERM LOAN B                                                                                                          | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |    144499 | PA      | $144995.83    | 0.03%             | 2031-09-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                            | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289987.50    | 0.05%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES NORTH AM COMPANY GUAR 144A 03/30 5.1                                                                                      | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206046.32    | 0.04%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AMERICAN AIRLINES INC 2025 TERM LOAN                                                                                                      | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421932 | PA      | $417079.94    | 0.08%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| AMSR 2020-SFR5 Trust                                                            | AMSR TRUST AMSR 2020 SFR5 A 144A                                                                                                          | CUSIP: 03217JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170530 | PA      | $167929.62    | 0.03%             | 2037-11-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                                        | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 1A D 144A                                                                                        | CUSIP: 03236VAE1<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99342.69     | 0.02%             | 2028-08-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XI LLC                                       | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 2A A2 144A                                                                                       | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     50265 | PA      | $50362.84     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC                                     | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 1A B 144A                                                                                        | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142300.30    | 0.03%             | 2031-01-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-2                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2022 2 A1 144A                                                                                              | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220538 | PA      | $207559.13    | 0.04%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2023-6                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A2 144A                                                                                              | CUSIP: 03464UAB2<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |     89324 | PA      | $89740.25     | 0.02%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2021 1 A3 144A                                                                                              | CUSIP: 03465CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123456 | PA      | $105185.73    | 0.02%             | 2066-01-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2022-6                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2022 6 A1 144A                                                                                              | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250583 | PA      | $245186.49    | 0.04%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-3                                                 | ANGEL OAK MORTGAGE TRUST AOMT 2025 3 A1 144A                                                                                              | CUSIP: 03466RAA9<br>LEI: 254900U85BAJNPG0MG65 | Long             | ABS-MBS          | CORP              | US        |    667904 | PA      | $666139.50    | 0.12%             | 2070-03-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/49 5.55                                                                                          | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    102000 | PA      | $99770.48     | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                       | APPLEBEES/IHOP FUNDING LLC DIN 2019 1A A2II 144A                                                                                          | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965250 | PA      | $947947.51    | 0.17%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC 2024 2ND LIEN TERM LOAN                                                                                               | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1081059 | PA      | $1105112.45   | 0.20%             | 2032-02-23      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC 2024 1ST LIEN TERM LOAN                                                                                               | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    863736 | PA      | $866439.76    | 0.16%             | 2031-02-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | APPLOVIN CORP SR UNSECURED 12/31 5.375                                                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171615.00    | 0.03%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/30 8.625                                                                                      | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1485000 | PA      | $1472006.25   | 0.27%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                            | ARES MANAGEMENT CORP PREFERRED STOCK 10/27 6.75                                                                                           | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |      2534 | NS      | $133972.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES LX CLO LTD                                                                 | ARES CLO LTD ARES 2021 60A C 144A                                                                                                         | CUSIP: 04018FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499593.50   | 0.27%             | 2034-07-18      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                                    | ARI FLEET LEASE TRUST ARIFL 2025 A B 144A                                                                                                 | CUSIP: 04033CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $991188.70    | 0.18%             | 2034-01-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                          | ARSENAL AIC PARENT LLC 2025 TERM LOAN B                                                                                                   | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    297993 | PA      | $296651.77    | 0.05%             | 2030-08-18      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                          | ARSENAL AIC PARENT LLC UNSECURED 144A 10/31 11.5                                                                                          | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $344100.00    | 0.06%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                             | ASCEND LEARNING LLC 2021 2ND LIEN TERM LOAN                                                                                               | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    153130 | PA      | $151838.01    | 0.03%             | 2029-12-10      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                             | ASCEND LEARNING LLC 2025 REPRICED TERM LOAN B                                                                                             | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    179136 | PA      | $178202.30    | 0.03%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2021 2ND LIEN TERM LOAN B3                                                                                                    | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    505000 | PA      | $486693.75    | 0.09%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC 2021 SECOND LIEN TERM LOAN B4                                                                                                 | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    450257 | PA      | $425776.99    | 0.08%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION CORPORATION 2023 TERM LOAN B11                                                                                                    | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     19711 | PA      | $19636.79     | 0.00%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH INC 2022 TERM LOAN B                                                                                                         | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    276533 | PA      | $275200.21    | 0.05%             | 2029-02-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding 2024-1 LLC                                                | AUXILIOR TERM FUNDING LLC XCAP 2024 1A A3 144A                                                                                            | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101713.45    | 0.02%             | 2031-07-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Avalara Inc                                                                     | AVALARA INC 2025 TERM LOAN B                                                                                                              | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    455000 | PA      | $454918.10    | 0.08%             | 2032-03-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc                            | AVIS BUDGET CAR/FINANCE COMPANY GUAR 144A 01/30 8.25                                                                                      | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $147175.00    | 0.03%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A C 144A                                                                                       | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100324.24    | 0.02%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A C 144A                                                                                       | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100528.43    | 0.02%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A D 144A                                                                                       | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $205598.40    | 0.04%             | 2027-10-20      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A D 144A                                                                                       | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115634.24    | 0.02%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                             | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125                                                                                         | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    245000 | PA      | $249900.00    | 0.05%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                             | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25                                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380625.00    | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | 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      | $322037.44    | 0.06%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                                         | BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC C 144A                                                                                       | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132079 | PA      | $111032.24    | 0.02%             | 2038-08-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 Mortgage Trust                                                     | BMO MORTGAGE TRUST BMO 2024 5C5 AS                                                                                                        | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1331555.97   | 0.24%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ROIC                                                              | BX TRUST BX 2025 ROIC B 144A                                                                                                              | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $831600.00    | 0.15%             | 2030-03-15      | Floating      | 5.72%                 | 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      | $129956.70    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP SUBORDINATED 08/35 VAR                                                                                               | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    920000 | PA      | $900170.32    | 0.16%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP SUBORDINATED 10/35 VAR                                                                                               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    715000 | PA      | $702225.10    | 0.13%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                 | BANK BANK 2024 BNK47 A5                                                                                                                   | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $263878.67    | 0.05%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                 | BANK5 BANK5 2024 5YR8 AS                                                                                                                  | CUSIP: 065923BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1285000 | PA      | $1338079.37   | 0.24%             | 2057-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                | BANK5 BANK5 2024 5YR10 A3                                                                                                                 | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1292474.17   | 0.23%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                | BANK5 BANK5 2024 5YR10 AS                                                                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155000 | PA      | $1171791.16   | 0.21%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5 BANK5 2024 5YR12 AS                                                                                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $325505.97    | 0.06%             | 2057-12-15      | Variable      | 6.12%                 | 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      | $529117.58    | 0.10%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Barings Clo Ltd 2022-IV                                                         | BABSON CLO LTD BABSN 2022 4A A1R 144A                                                                                                     | CUSIP: 06763HAL0<br>LEI: 549300NRFNRCBGSJ3239 | Long             | ABS-CBDO         | CORP              | KY        |   1085000 | PA      | $1087879.08   | 0.20%             | 2037-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                                            | BATTALION CLO LTD BATLN 2020 15A BR 144A                                                                                                  | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996832.24    | 0.18%             | 2033-01-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XV Ltd                                                            | BATTALION CLO LTD BATLN 2020 15A CR 144A                                                                                                  | CUSIP: 07131AAT1<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250149.73    | 0.05%             | 2033-01-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO LTD BATLN 2018 12A BRR 144A                                                                                                 | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $279083.53    | 0.05%             | 2031-05-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Battalion CLO XII Ltd                                                           | BATTALION CLO LTD BATLN 2018 12A CRR 144A                                                                                                 | CUSIP: 07133RBA2<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $303081.92    | 0.06%             | 2031-05-17      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CORP SR SECURED 144A 10/28 8.375                                                                                            | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $186075.00    | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                            | BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25                                                                                         | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2489252.83   | 0.45%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Bayer US Finance II LLC                                                         | BAYER US FINANCE II LLC COMPANY GUAR 144A 07/64 4.7                                                                                       | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    349000 | PA      | $248756.73    | 0.05%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUN BVCLN 2024 CAR1 B 144A                                                                                     | CUSIP: 07336QAB8<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    142082 | PA      | $142589.88    | 0.03%             | 2031-12-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc                                                       | QXO INC TERM LOAN B                                                                                                                       | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     30222 | PA      | $30304.12     | 0.01%             | 2032-04-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                               | BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4                                                                                                | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $593576.64    | 0.11%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B12 Mortgage Trust                                               | BENCHMARK MORTGAGE TRUST BMARK 2019 B12 A5                                                                                                | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $589791.94    | 0.11%             | 2052-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                | BENCHMARK MORTGAGE TRUST BMARK 2024 V5 AM                                                                                                 | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766535 | PA      | $794434.04    | 0.14%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V7 Mortgage Trust                                                | BENCHMARK MORTGAGE TRUST BMARK 2024 V7 A3                                                                                                 | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $267610.77    | 0.05%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                 | BENEFIT STREET PARTNERS CLO LT BSP 2015 6BR A1R 144A                                                                                      | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1340000 | PA      | $1337320.00   | 0.24%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                          | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/29 6.05                                                                                       | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207225.40    | 0.04%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE PREFERRED STOCK 10/27 6                                                                                                     | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |      2973 | NS      | $200142.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO SR UNSECURED 02/50 3.75                                                                                                         | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    142000 | PA      | $97291.73     | 0.02%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE SR UNSECURED 05/54 6.858                                                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1290359.70   | 0.23%             | 2054-05-01      | Fixed         | 6.86%                 | 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      | $421137.18    | 0.08%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Brazos Delaware II LLC                                                          | BRAZOS DELAWARE II LLC 2025 TERM LOAN B                                                                                                   | CUSIP: 10620UAL6<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |    128347 | PA      | $127986.22    | 0.02%             | 2030-02-11      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125                                                                                           | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111822.55    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PART SR UNSECURED 04/32 5.2                                                                                             | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223784.33    | 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      | $342405.35    | 0.06%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-GPA3                                          | BX TRUST BX 2024 GPA3 B 144A                                                                                                              | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103149 | PA      | $103148.54    | 0.02%             | 2039-12-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-TAIL                                                              | BX TRUST BX 2025 TAIL A 144A                                                                                                              | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $190256.33    | 0.03%             | 2035-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                          | BX TRUST BX 2024 MDHS A 144A                                                                                                              | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115516 | PA      | $115660.14    | 0.02%             | 2041-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-MDHS                                          | BX TRUST BX 2024 MDHS B 144A                                                                                                              | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115516 | PA      | $115515.75    | 0.02%             | 2041-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                                          | BX TRUST BX 2024 SLCT B 144A                                                                                                              | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100672.55    | 0.02%             | 2042-01-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-SLCT                                          | BX TRUST BX 2024 SLCT C 144A                                                                                                              | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $163864.77    | 0.03%             | 2042-01-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                                        | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE C 144A                                                                                      | CUSIP: 12482HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365000 | PA      | $1364146.88   | 0.25%             | 2037-12-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/31 4.25                                                                                       | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $305687.50    | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/33 4.5                                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $329300.00    | 0.06%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/31 7.375                                                                                      | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $352750.00    | 0.06%             | 2031-03-01      | Fixed         | 7.38%                 | 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      | $262723.39    | 0.05%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                    | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                                                                                                  | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $210020.06    | 0.04%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                    | CCG RECEIVABLES TRUST CCG 2025 1 C 144A                                                                                                   | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $497924.05    | 0.09%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/32 10.875                                                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    380000 | PA      | $405650.00    | 0.07%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CIFC Funding 2013-IV Ltd                                                        | CIFC FUNDING LTD CIFC 2013 4A DR2 144A                                                                                                    | CUSIP: 12549FCA5<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |    835000 | PA      | $838079.05    | 0.15%             | 2031-04-27      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp                                                                  | CMG MEDIA CORPORATION SECURED 144A 06/29 8.875                                                                                            | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $427800.00    | 0.08%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| COMM 2015-CCRE25 Mortgage Trust                                                 | COMM MORTGAGE TRUST COMM 2015 CR25 A4                                                                                                     | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115193 | PA      | $114898.40    | 0.02%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 Mortgage Trust                                                   | COMM MORTGAGE TRUST COMM 2016 CR28 B                                                                                                      | CUSIP: 12593YBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $38702.67     | 0.01%             | 2049-02-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 Commercial Mortgage Trust                                        | CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C18 C                                                                                           | CUSIP: 12597DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $129455.54    | 0.02%             | 2052-12-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 04/27 5.5                                                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189500.00    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 05/28 11.25                                                                                            | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197500.00    | 0.04%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75                                                                                            | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187500.00    | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 Commercial Mortgage Trust                                         | CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C6 A5                                                                                           | CUSIP: 12636MAE8<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    113000 | PA      | $111074.11    | 0.02%             | 2049-01-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP SR UNSECURED 07/35 4.875                                                                                                  | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1352768.80   | 0.25%             | 2035-07-20      | Fixed         | 4.88%                 | 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      | $560109.06    | 0.10%             | 2053-02-21      | Fixed         | 5.62%                 | 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        |    428000 | PA      | $417787.06    | 0.08%             | 2054-12-10      | Variable      | 6.75%                 | 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        |    331000 | PA      | $333846.60    | 0.06%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-INV2 Mortgage Loan Trust                                              | COLT FUNDING LLC COLT 2025 INV2 A3 144A                                                                                                   | CUSIP: 12673UAC8<br>LEI: 213800M5KYYIOHI7KW93 | Long             | ABS-MBS          | CORP              | US        |    574015 | PA      | $575899.45    | 0.10%             | 2070-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY INC SR UNSECURED 02/35 5.4                                                                                                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164592.64    | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENTERTAINMENT CORP TERM LOAN B                                                                                                    | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    144392 | PA      | $143895.39    | 0.03%             | 2030-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENTERTAIN INC SR SECURED 144A 02/30 7                                                                                             | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163600.00    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                    | CAIXABANK SA SR UNSECURED 144A 06/35 VAR                                                                                                  | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1028085.00   | 0.19%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CO SUBORDINATED 07/32 VAR                                                                                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15675.80     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/28 VAR                                                                                           | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1349269.03   | 0.25%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CO SR UNSECURED 06/29 VAR                                                                                           | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $509749.45    | 0.09%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CO SR UNSECURED 02/30 VAR                                                                                           | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231213.15    | 0.04%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-4                                                  | CARMAX AUTO OWNER TRUST CARMX 2022 4 D                                                                                                    | CUSIP: 14318UAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $177783.99    | 0.03%             | 2029-04-16      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                  | CARMAX AUTO OWNER TRUST CARMX 2024 1 C                                                                                                    | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85835.77     | 0.02%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                  | CARMAX AUTO OWNER TRUST CARMX 2023 3 C                                                                                                    | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $193477.70    | 0.04%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                  | CARMAX AUTO OWNER TRUST CARMX 2024 2 D                                                                                                    | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $92631.92     | 0.02%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                          | CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A B                                                                                              | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40499.59     | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                          | CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A C                                                                                              | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $177449.04    | 0.03%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                  | CARMAX AUTO OWNER TRUST CARMX 2024 3 D                                                                                                    | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40514.09     | 0.01%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust 2025-A                                          | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A B                                                                                              | CUSIP: 14319UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1409387.14   | 0.26%             | 2030-09-16      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                       | CARPENTER TECHNOLOGY SR UNSECURED 03/30 7.625                                                                                             | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128593.75    | 0.02%             | 2030-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Carvana Co                                                                      | CARVANA CO SR SECURED 144A 06/31 9                                                                                                        | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    213897 | PA      | $248120.52    | 0.05%             | 2031-06-01      | Variable      | 14.00%                | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 D 144A                                                                                       | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16738 | PA      | $16535.19     | 0.00%             | 2028-12-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N3                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 B 144A                                                                                       | CUSIP: 14686RAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $458953.27    | 0.08%             | 2028-05-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P1 D                                                                                            | CUSIP: 14687BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $92104.74     | 0.02%             | 2027-12-10      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 B 144A                                                                                       | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55606.88     | 0.01%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 C 144A                                                                                       | CUSIP: 14687QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152205.27    | 0.03%             | 2030-05-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 B 144A                                                                                       | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60804.17     | 0.01%             | 2030-09-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N2                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 C 144A                                                                                       | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $81415.30     | 0.01%             | 2030-09-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-N3                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 B 144A                                                                                       | CUSIP: 14687WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $308791.09    | 0.06%             | 2030-12-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 C                                                                                            | CUSIP: 14688DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29162.70     | 0.01%             | 2028-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A                                                                                       | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $746219.85    | 0.14%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A                                                                                      | CUSIP: 14688XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $587476.25    | 0.11%             | 2029-08-10      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-N1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A                                                                                       | CUSIP: 14688XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1177000 | PA      | $1180608.09   | 0.21%             | 2031-05-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P1                                          | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 C                                                                                            | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1342533.14   | 0.24%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 07/32 6.629                                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    590000 | PA      | $604012.50    | 0.11%             | 2032-07-15      | Fixed         | 6.63%                 | 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      | $776825.00    | 0.14%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP SR UNSECURED 02/30 3.375                                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68437.50     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP SR UNSECURED 03/31 2.5                                                                                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    655000 | PA      | $557091.91    | 0.10%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT LLC/CAP SR SECURED 04/31 2.8                                                                                             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $574032.83    | 0.10%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1                                                                                             | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $98747.37     | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT LLC/CAP SR SECURED 06/34 6.55                                                                                            | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $96227.86     | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Next Generation Inc                                                     | CHARTER NEX US INC 2024 TERM LOAN B1                                                                                                      | CUSIP: 16125TAM4<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |    947401 | PA      | $948803.31    | 0.17%             | 2030-12-02      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-RPL4                                     | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1B 144A                                                                                   | CUSIP: 16160NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23717 | PA      | $20671.36     | 0.00%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO Ltd                                                           | CHENANGO PARK CLO, LTD. CHPRK 2018 1A BR 144A                                                                                             | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1235000 | PA      | $1233947.04   | 0.22%             | 2030-04-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                               | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58                                                                                        | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    195501 | PA      | $194484.20    | 0.04%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2016-I Ltd                                                         | CIFC FUNDING LTD CIFC 2016 1A D1R3 144A                                                                                                   | CUSIP: 17180TBS0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242963.15    | 0.04%             | 2031-10-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC SUBORDINATED 01/36 VAR                                                                                                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    545000 | PA      | $547432.88    | 0.10%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 EXP2 A3 144A                                                                                     | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     83326 | PA      | $71217.67     | 0.01%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                           | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/28 8.375                                                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221650.00    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                           | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625                                                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115171.14    | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL LP/US FIN SR SECURED 144A 02/30 6.75                                                                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    145000 | PA      | $147175.00    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                               | CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A A2 144A                                                                                         | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88490 | PA      | $88422.98     | 0.02%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding 2024-1 LLC                                               | CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A B 144A                                                                                          | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99582.23     | 0.02%             | 2032-08-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HOLD INC 2024 TERM LOAN                                                                                             | CUSIP: 18452RAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    358368 | PA      | $350559.57    | 0.06%             | 2028-08-21      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 04/28 7.75                                                                                     | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $251281.25    | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 06/29 7.5                                                                                      | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $144051.25    | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 09/28 9                                                                                          | CUSIP: 18453HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $298537.50    | 0.05%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GRP INC SECURED 144A 09/29 9                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    630000 | PA      | $643387.50    | 0.12%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GRP INC SR SECURED 144A 06/32 8.25                                                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152068.75    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cogentrix Finance Holdco I LLC                                                  | COGENTRIX FINANCE HOLDCO I LLC TERM LOAN B                                                                                                | CUSIP: 19239LAB2<br>LEI: 254900V51P55ABN4UU67 | Long             | LON              | CORP              | US        |    170000 | PA      | $170382.50    | 0.03%             | 2032-02-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                      | COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A                                                                                    | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     45000 | PA      | $32116.95     | 0.01%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                               | COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 08/28 6.042                                                                                    | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118376.06    | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP COMPANY GUAR 11/51 2.887                                                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    755000 | PA      | $448583.25    | 0.08%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc                                                          | COMSTOCK RESOURCES INC COMPANY GUAR 144A 03/29 6.75                                                                                       | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280725.00    | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONE Trust 2024-DFW1                                                            | CART CONE 2024 DFW1 A 144A                                                                                                                | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $119564.76    | 0.02%             | 2041-08-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL / Connect US Finco LLC                                       | CONNECT FINCO SARL/CONNE SR SECURED 144A 09/29 9                                                                                          | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $190000.00    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                                    | FANNIE MAE   CAS CAS 2023 R07 2M1 144A                                                                                                    | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286505 | PA      | $288635.15    | 0.05%             | 2043-09-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                    | FANNIE MAE   CAS CAS 2022 R07 1M1 144A                                                                                                    | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    438485 | PA      | $449549.09    | 0.08%             | 2042-06-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                    | FANNIE MAE   CAS CAS 2025 R02 1A1 144A                                                                                                    | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1348387 | PA      | $1346704.00   | 0.24%             | 2045-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                   | FANNIE MAE   CAS CAS 2025 R01 1M1 144A                                                                                                    | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    936996 | PA      | $937459.75    | 0.17%             | 2045-01-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BRANDS INC SR UNSECURED 05/30 4.8                                                                                           | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84852.95     | 0.02%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESOURCES COMPANY GUAR 06/44 4.9                                                                                              | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15282.08     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                                      | CORNERSTONE GENERATION LLC TERM LOAN B                                                                                                    | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    300000 | PA      | $301125.00    | 0.05%             | 2031-10-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II TBA 30 YR 2.5 JUMBOS                                                                                                              | CUSIP: 21H022663<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -430000 | PA      | $-360169.94   | -0.07%            | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II TBA 30 YR 5.5 JUMBOS                                                                                                              | CUSIP: 21H052660<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2475000 | PA      | $2457114.24   | 0.45%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II TBA 30 YR 6 JUMBOS                                                                                                                | CUSIP: 21H060663<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    395000 | PA      | $398765.65    | 0.07%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | IVORY COAST SR UNSECURED 144A 04/36 8.075                                                                                                 | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1455000 | PA      | $1371337.50   | 0.25%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                                                                                                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $895267.00    | 0.16%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Cross 2025-H4 Mortgage Trust                                                    | CROSS MORTGAGE TRUST CROSS 2025 H4 A1 144A                                                                                                | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2342959.94   | 0.43%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H6 Mortgage Trust                                                    | CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A                                                                                                | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222820 | PA      | $221488.13    | 0.04%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO 7 Ltd                                                           | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A                                                                                              | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    108823 | PA      | $108840.53    | 0.02%             | 2031-10-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                             | CUSHMAN + WAKEFIELD US SR SECURED 144A 09/31 8.875                                                                                        | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $170400.00    | 0.03%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| CyrusOne Data Centers Issuer I LLC                                              | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                                                                                      | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $216819.63    | 0.04%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                | DLLAA LLC DLLAA 2023 1A A3 144A                                                                                                           | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55628.31     | 0.01%             | 2028-02-22      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                | DLLAA LLC DLLAA 2023 1A A4 144A                                                                                                           | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66797.11     | 0.01%             | 2031-10-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST LLC DLLST 2024 1A A4 144A                                                                                                           | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40224.12     | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A3 144A                                                                                        | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43832 | PA      | $38688.48     | 0.01%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 C 144A                                                                                           | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610000 | PA      | $1630278.43   | 0.30%             | 2030-03-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 D 144A                                                                                           | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101362.18    | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 B 144A                                                                                           | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100241.25    | 0.02%             | 2030-08-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-2                                             | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 D 144A                                                                                           | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100373.50    | 0.02%             | 2031-02-24      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc                                                                 | DELTA TOPCO, INC 2024 2ND LIEN TERM LOAN                                                                                                  | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    820000 | PA      | $817179.20    | 0.15%             | 2030-11-29      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Delta Topco Inc                                                                 | DELTA TOPCO INC 2025 TERM LOAN B                                                                                                          | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    422976 | PA      | $420391.87    | 0.08%             | 2029-12-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Dext ABS 2025-1 LLC                                                             | DEXT ABS DEXT 2025 1 C 144A                                                                                                               | CUSIP: 252154AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1339513.45   | 0.24%             | 2035-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                          | DIAGEO INVESTMENT CORP COMPANY GUAR 08/30 5.125                                                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203762.00    | 0.04%             | 2030-08-15      | Fixed         | 5.12%                 | 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      | $417175.33    | 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        |    274000 | PA      | $244439.24    | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN LLC/COINC SR SECURED 144A 08/27 5.875                                                                                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5479 | PA      | $5383.12      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP COMPANY GUAR 07/26 7.75                                                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $107500.00    | 0.02%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP SR SECURED 144A 12/26 5.25                                                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $294400.00    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP SR SECURED 144A 12/28 5.75                                                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $130975.00    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dryden 93 CLO Ltd                                                               | DRYDEN SENIOR LOAN FUND DRSLF 2021 93A BR 144A                                                                                            | CUSIP: 26190TAS0<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $251214.83    | 0.05%             | 2038-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-3                                             | DRIVE AUTO RECEIVABLES TRUST DRIVE 2021 3 D 144A                                                                                          | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1033161 | PA      | $1014176.00   | 0.18%             | 2029-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING, LLC HONK 2019 1A A2 144A                                                                                           | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640328 | PA      | $635641.48    | 0.12%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HLGS INC 2021 USD 2ND LI INCR TL                                                                                     | CUSIP: 26658NAN9<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    269208 | PA      | $269208.08    | 0.05%             | 2029-05-21      | Floating      | 11.06%                | No            |                  3 | On Loan: No      |
| Engineered Machinery Holdings Inc                                               | ENGINEERED MACHINERY HOLD INC 2021 USD 2ND LIEN TL                                                                                        | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    285960 | PA      | $285960.02    | 0.05%             | 2029-05-21      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Dye & Durham Ltd                                                                | DYE + DURHAM LIMITED SR SECURED 144A 04/29 8.625                                                                                          | CUSIP: 267486AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $439875.00    | 0.08%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 INV2 A1 144A                                                                                     | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |    907941 | PA      | $898587.54    | 0.16%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 INV2 A2 144A                                                                                     | CUSIP: 26844LAB4<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |     96078 | PA      | $95129.04     | 0.02%             | 2069-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV1                                                                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV1 A1 144A                                                                                     | CUSIP: 26846XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159852 | PA      | $159824.63    | 0.03%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA SR UNSECURED 144A 05/54 5.95                                                                                                      | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    800000 | PA      | $746497.60    | 0.14%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                | EOC BORROWER LLC TERM LOAN B                                                                                                              | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $239174.40    | 0.04%             | 2032-03-24      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The                                                               | E W SCRIPPS COMPANY THE 2025 TERM LOAN B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    130000 | PA      | $123770.40    | 0.02%             | 2028-06-30      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| EW Scripps Co/The                                                               | EW SCRIPPS COMPANY THE 2025 TERM LOAN B3                                                                                                  | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    254392 | PA      | $227627.66    | 0.04%             | 2029-11-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                 | PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 07/31 9.875                                                                                    | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    108000 | PA      | $117450.00    | 0.02%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                   | ECHOSTAR CORP SR SECURED 11/29 10.75                                                                                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472350.00    | 0.09%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA SR UNSECURED 01/33 8.875                                                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    535000 | PA      | $543693.75    | 0.10%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA SR UNSECURED 02/32 7.75                                                                                                      | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    225000 | PA      | $214593.75    | 0.04%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC/The                                        | EDELMAN FINANCIAL CENTER LLC 2024 2ND LIEN TERM LOAN                                                                                      | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     25173 | PA      | $25063.34     | 0.00%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Edgewater Generation LLC                                                        | EDGEWATER GENERATION LLC 2025 REPRICED TERM LOAN                                                                                          | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    339630 | PA      | $340869.23    | 0.06%             | 2030-08-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                  | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV2 A1 144A                                                                                     | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $284910.25    | 0.05%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                           | EG GLOBAL FINANCE PLC SR SECURED 144A 11/28 12                                                                                            | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $221104.20    | 0.04%             | 2028-11-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A A 144A                                                                                            | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58118 | PA      | $59591.77     | 0.01%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER EHGVT 2023 A C 144A                                                                                            | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58118 | PA      | $59571.66     | 0.01%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                           | ELLUCIAN HOLDINGS, INC. 2024 1ST LIEN TERM LOAN B                                                                                         | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    455000 | PA      | $455323.05    | 0.08%             | 2029-10-09      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                           | ELLUCIAN HOLDINGS, INC. 2024 2ND LIEN TERM LOAN                                                                                           | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    446017 | PA      | $451034.92    | 0.08%             | 2032-11-22      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE SA SR UNSECURED 144A 04/34 5.625                                                                                                    | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $808714.40    | 0.15%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2021-2 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2021 2 A3 144A                                                                                         | CUSIP: 29374YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59163 | PA      | $58500.82     | 0.01%             | 2027-05-20      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-1 LLC                                           | ENTERPRISE FLEET FINANCING LLC EFF 2023 1 A3 144A                                                                                         | CUSIP: 29375CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101112.57    | 0.02%             | 2029-10-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                                            | EPICOR SOFTWARE CORPORATION 2024 TERM LOAN E                                                                                              | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    391113 | PA      | $391805.25    | 0.07%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                      | EXETER AUTOMOBILE RECEIVABLES EART 2023 4A B                                                                                              | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35234 | PA      | $35300.00     | 0.01%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                      | EXETER AUTOMOBILE RECEIVABLES EART 2023 1A D                                                                                              | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $5084.43      | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-2                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A B                                                                                              | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $783208.69    | 0.14%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                              | FS LUXEMBOURG SARL COMPANY GUAR 144A 02/31 8.875                                                                                          | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $406500.00    | 0.07%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL ZA5029 FR 10/47 FIXED 3.5                                                                                               | CUSIP: 31329NSS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    616618 | PA      | $558749.19    | 0.10%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL ZT0536 FR 03/48 FIXED 3.5                                                                                               | CUSIP: 3132ACSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216479 | PA      | $196310.85    | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SB0217 FR 01/33 FIXED 3                                                                                                 | CUSIP: 3132CWG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42449 | PA      | $41052.71     | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SB8189 FR 11/37 FIXED 4                                                                                                 | CUSIP: 3132D6C24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172168 | PA      | $166879.86    | 0.03%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SB8215 FR 03/38 FIXED 4                                                                                                 | CUSIP: 3132D6DU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83528 | PA      | $80885.07     | 0.01%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SC0329 FR 02/40 FIXED 3                                                                                                 | CUSIP: 3132D9LJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215876 | PA      | $200112.95    | 0.04%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD0784 FR 12/51 FIXED 2                                                                                                 | CUSIP: 3132DM2R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    294072 | PA      | $230913.60    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD0922 FR 03/52 FIXED 2.5                                                                                               | CUSIP: 3132DNAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3960174 | PA      | $3261885.98   | 0.59%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD1116 FR 06/52 FIXED 3.5                                                                                               | CUSIP: 3132DNGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    509069 | PA      | $454837.25    | 0.08%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD1266 FR 06/52 FIXED 3                                                                                                 | CUSIP: 3132DNMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67423 | PA      | $57987.00     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD2666 FR 03/53 FIXED 5                                                                                                 | CUSIP: 3132DP6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62047 | PA      | $60664.80     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD1840 FR 06/52 FIXED 3                                                                                                 | CUSIP: 3132DPBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142454 | PA      | $122276.67    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD3580 FR 04/52 FIXED 2                                                                                                 | CUSIP: 3132DQ6R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56677 | PA      | $44388.43     | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD2879 FR 08/52 FIXED 3                                                                                                 | CUSIP: 3132DQFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95003 | PA      | $82212.48     | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD3041 FR 05/53 FIXED 5                                                                                                 | CUSIP: 3132DQLW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30796 | PA      | $29897.64     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD4653 FR 07/53 FIXED 5                                                                                                 | CUSIP: 3132DSE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205204 | PA      | $199327.07    | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD4694 FR 01/54 FIXED 6.5                                                                                               | CUSIP: 3132DSGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23420 | PA      | $24159.93     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD4967 FR 02/54 FIXED 5.5                                                                                               | CUSIP: 3132DSQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56495 | PA      | $56232.72     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD4999 FR 08/53 FIXED 5                                                                                                 | CUSIP: 3132DSRU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1942964 | PA      | $1884191.42   | 0.34%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD5565 FR 05/54 FIXED 5.5                                                                                               | CUSIP: 3132DTFE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42997 | PA      | $42925.89     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD5865 FR 08/54 FIXED 5.5                                                                                               | CUSIP: 3132DTQS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1246537 | PA      | $1236143.54   | 0.22%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6048 FR 07/54 FIXED 6                                                                                                 | CUSIP: 3132DTWH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375184 | PA      | $382534.30    | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6155 FR 08/54 FIXED 5.5                                                                                               | CUSIP: 3132DTZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    588311 | PA      | $585489.64    | 0.11%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6382 FR 07/54 FIXED 5                                                                                                 | CUSIP: 3132DUCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63368 | PA      | $61478.56     | 0.01%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6569 FR 10/54 FIXED 5.5                                                                                               | CUSIP: 3132DUJN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83083 | PA      | $82595.64     | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6638 FR 10/54 FIXED 5.5                                                                                               | CUSIP: 3132DULT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67827 | PA      | $67550.14     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6767 FR 10/54 FIXED 6                                                                                                 | CUSIP: 3132DUQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    457040 | PA      | $462170.08    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6907 FR 12/54 FIXED 5                                                                                                 | CUSIP: 3132DUU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    854950 | PA      | $829250.60    | 0.15%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6891 FR 10/54 FIXED 6                                                                                                 | CUSIP: 3132DUUQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320765 | PA      | $325771.44    | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD6963 FR 10/52 FIXED 4                                                                                                 | CUSIP: 3132DUWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374345 | PA      | $344661.01    | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5                                                                                               | CUSIP: 3132DV3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    351282 | PA      | $315234.69    | 0.06%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD7265 FR 10/54 FIXED 6.5                                                                                               | CUSIP: 3132DVCA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1788505 | PA      | $1842630.29   | 0.33%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD7360 FR 10/54 FIXED 6                                                                                                 | CUSIP: 3132DVE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190225 | PA      | $192663.49    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD7362 FR 09/54 FIXED 5.5                                                                                               | CUSIP: 3132DVFB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1233801 | PA      | $1231284.52   | 0.22%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD7553 FR 03/52 FIXED 3                                                                                                 | CUSIP: 3132DVMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2726392 | PA      | $2356276.04   | 0.43%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8194 FR 02/52 FIXED 2.5                                                                                               | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1115662 | PA      | $911190.08    | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8167 FR 09/51 FIXED 2.5                                                                                               | CUSIP: 3132DWCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115867 | PA      | $94887.62     | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8199 FR 03/52 FIXED 2                                                                                                 | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3160631 | PA      | $2462872.81   | 0.45%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5                                                                                               | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    646058 | PA      | $526644.77    | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8266 FR 11/52 FIXED 4.5                                                                                               | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217992 | PA      | $206050.82    | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8267 FR 11/52 FIXED 5                                                                                                 | CUSIP: 3132DWFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    116503 | PA      | $113120.03    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5                                                                                               | CUSIP: 3132DWFQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98382 | PA      | $92993.19     | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8299 FR 02/53 FIXED 5                                                                                                 | CUSIP: 3132DWGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1094648 | PA      | $1062334.64   | 0.19%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5                                                                                               | CUSIP: 3132DWJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    676590 | PA      | $638476.58    | 0.12%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD8507 FR 02/55 FIXED 6                                                                                                 | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    669190 | PA      | $676008.45    | 0.12%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5                                                                                               | CUSIP: 3132E0A77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219344 | PA      | $218810.40    | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SD4223 FR 10/53 FIXED 6.5                                                                                               | CUSIP: 3132E0VQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50526 | PA      | $52121.85     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QC8491 FR 10/51 FIXED 2.5                                                                                               | CUSIP: 3133ATNG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111511 | PA      | $92526.60     | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QD8674 FR 03/52 FIXED 3                                                                                                 | CUSIP: 3133B6T75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    642637 | PA      | $552510.40    | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QJ3040 FR 09/54 FIXED 5.5                                                                                               | CUSIP: 3133CTLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75045 | PA      | $74419.44     | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QJ5643 FR 09/54 FIXED 6.5                                                                                               | CUSIP: 3133CWHU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36979 | PA      | $38084.88     | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QJ5819 FR 09/54 FIXED 6.5                                                                                               | CUSIP: 3133CWPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11323 | PA      | $11679.82     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QN8025 FR 10/36 FIXED 2.5                                                                                               | CUSIP: 3133GE4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56494 | PA      | $52470.57     | 0.01%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA3046 FR 07/50 FIXED 2                                                                                                 | CUSIP: 3133KJL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1906766 | PA      | $1503744.23   | 0.27%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA5258 FR 05/51 FIXED 2                                                                                                 | CUSIP: 3133KLZX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44234 | PA      | $34590.50     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA5561 FR 07/51 FIXED 2                                                                                                 | CUSIP: 3133KMFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     93817 | PA      | $74043.51     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA5680 FR 08/51 FIXED 2                                                                                                 | CUSIP: 3133KMJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24549 | PA      | $19172.18     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA5714 FR 03/52 FIXED 2                                                                                                 | CUSIP: 3133KMK38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    612817 | PA      | $484011.18    | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA6019 FR 10/51 FIXED 2.5                                                                                               | CUSIP: 3133KMVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24338 | PA      | $20024.85     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA6505 FR 12/51 FIXED 2                                                                                                 | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19899 | PA      | $15632.91     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA6623 FR 01/52 FIXED 2.5                                                                                               | CUSIP: 3133KNLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44876 | PA      | $36977.64     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA6766 FR 02/52 FIXED 2.5                                                                                               | CUSIP: 3133KNQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452877 | PA      | $372577.04    | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA6815 FR 02/52 FIXED 2.5                                                                                               | CUSIP: 3133KNSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2960359 | PA      | $2440757.31   | 0.44%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA6962 FR 03/52 FIXED 2.5                                                                                               | CUSIP: 3133KNWX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1002223 | PA      | $824826.08    | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA7554 FR 06/52 FIXED 4                                                                                                 | CUSIP: 3133KPMB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207393 | PA      | $190755.17    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RA8551 FR 02/53 FIXED 6                                                                                                 | CUSIP: 3133KQQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1467931 | PA      | $1491368.04   | 0.27%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RB5107 FR 04/41 FIXED 1.5                                                                                               | CUSIP: 3133KYU80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54673 | PA      | $44472.69     | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RB5148 FR 03/42 FIXED 2                                                                                                 | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    230652 | PA      | $194069.84    | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RB5149 FR 03/42 FIXED 2.5                                                                                               | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    292630 | PA      | $253419.37    | 0.05%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FED HM LN PC POOL RB5154 FR 04/42 FIXED 2.5                                                                                               | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78306 | PA      | $68259.42     | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QI9074 FR 06/54 FIXED 6                                                                                                 | CUSIP: 3133WGCK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24394 | PA      | $24714.91     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE FNR 2020 89 DI                                                                                                                 | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6564372 | PA      | $1031824.15   | 0.19%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE FNR 2020 75 BI                                                                                                                 | CUSIP: 3136BCJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5117120 | PA      | $673418.12    | 0.12%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE FNR 2020 97 AI                                                                                                                 | CUSIP: 3136BDEF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3103500 | PA      | $423648.82    | 0.08%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE FNR 2023 2 DI                                                                                                                  | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895792 | PA      | $117721.57    | 0.02%             | 2051-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC FHR 5086 MI                                                                                                                   | CUSIP: 3137FFHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4606042 | PA      | $732351.85    | 0.13%             | 2051-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC FHR 5000 UI                                                                                                                   | CUSIP: 3137FVHM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2433352 | PA      | $409097.07    | 0.07%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC FHR 5293 IO                                                                                                                   | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4915224 | PA      | $617676.00    | 0.11%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC FHR 5293 KI                                                                                                                   | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352671 | PA      | $45944.37     | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL AS8946 FN 03/47 FIXED 3.5                                                                                                       | CUSIP: 3138WJ5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62476 | PA      | $56719.88     | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL DC8257 FN 01/55 FIXED 5.5                                                                                                       | CUSIP: 3140AWE70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    691442 | PA      | $688837.49    | 0.13%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL DC9630 FN 01/55 FIXED 6.5                                                                                                       | CUSIP: 3140AXVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24003 | PA      | $24648.41     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL BM5109 FN 12/32 FIXED VAR                                                                                                       | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123858 | PA      | $120205.16    | 0.02%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL BR2935 FN 03/36 FIXED 1.5                                                                                                       | CUSIP: 3140L1HM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40384 | PA      | $35502.22     | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL BU5836 FN 11/51 FIXED 2                                                                                                         | CUSIP: 3140M7PW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135995 | PA      | $107355.05    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL BY4131 FN 07/53 FIXED 5                                                                                                         | CUSIP: 3140NLSV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41857 | PA      | $40586.09     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CA1354 FN 03/48 FIXED 3.5                                                                                                       | CUSIP: 3140Q8QG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32124 | PA      | $29045.34     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CA2639 FN 11/48 FIXED 4.5                                                                                                       | CUSIP: 3140Q94Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282558 | PA      | $270917.04    | 0.05%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CA1951 FN 07/48 FIXED 4                                                                                                         | CUSIP: 3140Q9EZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47718 | PA      | $44516.53     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CA4628 FN 11/49 FIXED 4                                                                                                         | CUSIP: 3140QCEA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     78357 | PA      | $72778.99     | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CA5466 FN 04/35 FIXED 3                                                                                                         | CUSIP: 3140QDCC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120100 | PA      | $114520.26    | 0.02%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CA7026 FN 09/50 FIXED 2.5                                                                                                       | CUSIP: 3140QEYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    234979 | PA      | $194987.18    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB0511 FN 05/51 FIXED 2.5                                                                                                       | CUSIP: 3140QKR91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    751799 | PA      | $619694.04    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB1783 FN 10/51 FIXED 2.5                                                                                                       | CUSIP: 3140QL6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38195 | PA      | $31390.35     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB1109 FN 07/51 FIXED 2                                                                                                         | CUSIP: 3140QLGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    865817 | PA      | $680991.44    | 0.12%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB1371 FN 08/51 FIXED 2.5                                                                                                       | CUSIP: 3140QLQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40860 | PA      | $33605.70     | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB1624 FN 09/51 FIXED 2.5                                                                                                       | CUSIP: 3140QLYW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126605 | PA      | $104357.84    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB2086 FN 11/51 FIXED 2.5                                                                                                       | CUSIP: 3140QMJ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149131 | PA      | $122923.20    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB2357 FN 12/51 FIXED 2                                                                                                         | CUSIP: 3140QMTP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120741 | PA      | $94858.12     | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB2538 FN 01/52 FIXED 2.5                                                                                                       | CUSIP: 3140QMZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41062 | PA      | $33872.25     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB2766 FN 02/52 FIXED 2                                                                                                         | CUSIP: 3140QNCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28424 | PA      | $22346.67     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB2848 FN 02/52 FIXED 2                                                                                                         | CUSIP: 3140QNEW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210827 | PA      | $166240.16    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB2869 FN 02/52 FIXED 2.5                                                                                                       | CUSIP: 3140QNFK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19352 | PA      | $15824.77     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB3115 FN 03/52 FIXED 3                                                                                                         | CUSIP: 3140QNN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56112 | PA      | $48409.22     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB3159 FN 03/52 FIXED 2.5                                                                                                       | CUSIP: 3140QNQM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119648 | PA      | $98532.52     | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB3254 FN 03/52 FIXED 3.5                                                                                                       | CUSIP: 3140QNTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1550165 | PA      | $1389052.09   | 0.25%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB3777 FN 05/52 FIXED 3.5                                                                                                       | CUSIP: 3140QPFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316402 | PA      | $282685.06    | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB4115 FN 07/52 FIXED 3.5                                                                                                       | CUSIP: 3140QPSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452822 | PA      | $401800.25    | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB5306 FN 12/52 FIXED 6                                                                                                         | CUSIP: 3140QQ3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216377 | PA      | $220485.51    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB5545 FN 01/53 FIXED 6.5                                                                                                       | CUSIP: 3140QRET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    152466 | PA      | $157809.36    | 0.03%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB7095 FN 09/53 FIXED 5                                                                                                         | CUSIP: 3140QS3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41901 | PA      | $40864.84     | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB7120 FN 09/53 FIXED 6                                                                                                         | CUSIP: 3140QS4E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325392 | PA      | $330820.95    | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB7982 FN 02/54 FIXED 5.5                                                                                                       | CUSIP: 3140QT2Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41361 | PA      | $41226.03     | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB7333 FN 10/53 FIXED 5.5                                                                                                       | CUSIP: 3140QTEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45686 | PA      | $45610.84     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB7346 FN 10/53 FIXED 6.5                                                                                                       | CUSIP: 3140QTEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45997 | PA      | $47618.60     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB7523 FN 11/53 FIXED 6.5                                                                                                       | CUSIP: 3140QTLD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64655 | PA      | $66657.57     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB8226 FN 03/54 FIXED 6.5                                                                                                       | CUSIP: 3140QUD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       781 | PA      | $807.55       | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB8198 FN 03/54 FIXED 7                                                                                                         | CUSIP: 3140QUDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34689 | PA      | $36446.83     | 0.01%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB8483 FN 05/54 FIXED 5.5                                                                                                       | CUSIP: 3140QUM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12373 | PA      | $12352.68     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB8485 FN 05/54 FIXED 5.5                                                                                                       | CUSIP: 3140QUNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57562 | PA      | $57055.74     | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB8851 FN 07/54 FIXED 6                                                                                                         | CUSIP: 3140QUZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    386524 | PA      | $394096.68    | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB9011 FN 08/54 FIXED 6                                                                                                         | CUSIP: 3140QVAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    142496 | PA      | $145013.88    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB9328 FN 10/54 FIXED 5.5                                                                                                       | CUSIP: 3140QVLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138113 | PA      | $137751.10    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL CB9649 FN 12/54 FIXED 5                                                                                                         | CUSIP: 3140QVWK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1121104 | PA      | $1090627.84   | 0.20%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FA0048 FN 09/53 FIXED VAR                                                                                                       | CUSIP: 3140W0BS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6836 | PA      | $6824.74      | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FA0116 FN 08/53 FIXED VAR                                                                                                       | CUSIP: 3140W0DW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    711689 | PA      | $637475.56    | 0.12%             | 2053-08-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FA0261 FN 01/37 FIXED VAR                                                                                                       | CUSIP: 3140W0JF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130202 | PA      | $126693.95    | 0.02%             | 2037-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FA0436 FN 06/52 FIXED VAR                                                                                                       | CUSIP: 3140W0PW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    992649 | PA      | $853073.89    | 0.16%             | 2052-06-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FA0522 FN 08/52 FIXED VAR                                                                                                       | CUSIP: 3140W0SL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1227551 | PA      | $1061997.87   | 0.19%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM3340 FN 05/35 FIXED VAR                                                                                                       | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68886 | PA      | $67221.26     | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM4386 FN 07/47 FIXED VAR                                                                                                       | CUSIP: 3140X72U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10267 | PA      | $10274.42     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM6264 FN 02/36 FIXED VAR                                                                                                       | CUSIP: 3140X96A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    911424 | PA      | $867166.87    | 0.16%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM5940 FN 02/51 FIXED VAR                                                                                                       | CUSIP: 3140X9S63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171405 | PA      | $135280.35    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM6004 FN 02/51 FIXED VAR                                                                                                       | CUSIP: 3140X9U60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163541 | PA      | $129074.91    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM6627 FN 09/49 FIXED VAR                                                                                                       | CUSIP: 3140XALH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26268 | PA      | $25180.94     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM7514 FN 06/51 FIXED VAR                                                                                                       | CUSIP: 3140XBK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    226871 | PA      | $188055.10    | 0.03%             | 2051-06-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM8961 FN 09/49 FIXED VAR                                                                                                       | CUSIP: 3140XC5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53905 | PA      | $53261.75     | 0.01%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM8543 FN 11/44 FIXED VAR                                                                                                       | CUSIP: 3140XCP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25591 | PA      | $25601.56     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM8732 FN 09/36 FIXED VAR                                                                                                       | CUSIP: 3140XCV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43337 | PA      | $39322.40     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM9806 FN 12/51 FIXED VAR                                                                                                       | CUSIP: 3140XD3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    210598 | PA      | $173912.50    | 0.03%             | 2051-12-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM9489 FN 11/51 FIXED VAR                                                                                                       | CUSIP: 3140XDRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25932 | PA      | $20466.35     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM9501 FN 11/51 FIXED VAR                                                                                                       | CUSIP: 3140XDRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2068571 | PA      | $1706759.13   | 0.31%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FM9704 FN 12/51 FIXED VAR                                                                                                       | CUSIP: 3140XDYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55630 | PA      | $43842.35     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS0838 FN 01/52 FIXED VAR                                                                                                       | CUSIP: 3140XF4Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16406 | PA      | $14709.09     | 0.00%             | 2052-01-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS0017 FN 08/47 FIXED VAR                                                                                                       | CUSIP: 3140XFAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25770 | PA      | $24091.44     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS0348 FN 01/52 FIXED VAR                                                                                                       | CUSIP: 3140XFL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155667 | PA      | $122952.18    | 0.02%             | 2052-01-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS0427 FN 02/37 FIXED VAR                                                                                                       | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127271 | PA      | $115027.82    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS0733 FN 02/52 FIXED VAR                                                                                                       | CUSIP: 3140XFY70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26475 | PA      | $20910.67     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS1618 FN 03/52 FIXED VAR                                                                                                       | CUSIP: 3140XGYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13814 | PA      | $10910.25     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS2037 FN 05/37 FIXED VAR                                                                                                       | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    685435 | PA      | $600914.23    | 0.11%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS2041 FN 08/51 FIXED VAR                                                                                                       | CUSIP: 3140XHHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52662 | PA      | $41111.64     | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS2477 FN 05/52 FIXED VAR                                                                                                       | CUSIP: 3140XHXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113631 | PA      | $94029.70     | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS3820 FN 01/53 FIXED VAR                                                                                                       | CUSIP: 3140XKG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41863 | PA      | $42675.61     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS3874 FN 02/50 FIXED VAR                                                                                                       | CUSIP: 3140XKJU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87375 | PA      | $83817.40     | 0.02%             | 2050-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS3956 FN 10/50 FIXED VAR                                                                                                       | CUSIP: 3140XKME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106288 | PA      | $101921.47    | 0.02%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS5342 FN 07/53 FIXED VAR                                                                                                       | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111050 | PA      | $110779.82    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS5046 FN 02/52 FIXED VAR                                                                                                       | CUSIP: 3140XLTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90636 | PA      | $74580.82     | 0.01%             | 2052-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS5191 FN 08/42 FIXED VAR                                                                                                       | CUSIP: 3140XLXV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101469 | PA      | $84395.58     | 0.02%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS6257 FN 06/53 FIXED VAR                                                                                                       | CUSIP: 3140XM5T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1660590 | PA      | $1527386.97   | 0.28%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS5460 FN 05/53 FIXED VAR                                                                                                       | CUSIP: 3140XMB62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75665 | PA      | $77021.13     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS5555 FN 07/52 FIXED VAR                                                                                                       | CUSIP: 3140XME51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    715458 | PA      | $635266.86    | 0.12%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS6303 FN 11/53 FIXED VAR                                                                                                       | CUSIP: 3140XNAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90843 | PA      | $93713.41     | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS6997 FN 03/52 FIXED VAR                                                                                                       | CUSIP: 3140XNX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    308467 | PA      | $265091.39    | 0.05%             | 2052-03-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS7058 FN 01/54 FIXED VAR                                                                                                       | CUSIP: 3140XNZY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124918 | PA      | $101990.64    | 0.02%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS8081 FN 10/53 FIXED VAR                                                                                                       | CUSIP: 3140XP6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    978137 | PA      | $971343.46    | 0.18%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS7303 FN 07/53 FIXED VAR                                                                                                       | CUSIP: 3140XPDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63381 | PA      | $61495.30     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS8793 FN 08/54 FIXED VAR                                                                                                       | CUSIP: 3140XQXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68809 | PA      | $69542.88     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS9443 FN 02/54 FIXED VAR                                                                                                       | CUSIP: 3140XRP58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55642 | PA      | $52531.15     | 0.01%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS9627 FN 09/54 FIXED VAR                                                                                                       | CUSIP: 3140XRVV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    543596 | PA      | $560348.99    | 0.10%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL FS9713 FN 06/42 FIXED VAR                                                                                                       | CUSIP: 3140XRYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    170395 | PA      | $162066.26    | 0.03%             | 2042-06-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA2863 FN 01/47 FIXED 3                                                                                                         | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19958 | PA      | $17409.65     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA3027 FN 06/47 FIXED 4                                                                                                         | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26758 | PA      | $25074.43     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA3058 FN 07/47 FIXED 4                                                                                                         | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111923 | PA      | $104471.61    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA3087 FN 08/47 FIXED 3.5                                                                                                       | CUSIP: 31418CND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329243 | PA      | $298634.93    | 0.05%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA3151 FN 10/37 FIXED 3                                                                                                         | CUSIP: 31418CQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62517 | PA      | $58483.74     | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA3182 FN 11/47 FIXED 3.5                                                                                                       | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19365 | PA      | $17521.66     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4379 FN 07/51 FIXED 2.5                                                                                                       | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26033 | PA      | $21338.19     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4413 FN 09/51 FIXED 2                                                                                                         | CUSIP: 31418D3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    557441 | PA      | $434823.24    | 0.08%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4418 FN 09/36 FIXED 2                                                                                                         | CUSIP: 31418D4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108957 | PA      | $98529.00     | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FNMA POOL MA4442 FN 10/36 FIXED 2                                                                                                         | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50947 | PA      | $46046.48     | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4469 FN 11/36 FIXED 1.5                                                                                                       | CUSIP: 31418D6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148187 | PA      | $129904.67    | 0.02%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4492 FN 12/51 FIXED 2                                                                                                         | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9933119 | PA      | $7742890.18   | 1.41%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4158 FN 10/50 FIXED 2                                                                                                         | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16216 | PA      | $12722.34     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4237 FN 01/51 FIXED 2                                                                                                         | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775799 | PA      | $608385.63    | 0.11%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4208 FN 12/50 FIXED 2                                                                                                         | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    437803 | PA      | $343406.86    | 0.06%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4255 FN 02/51 FIXED 2                                                                                                         | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85448 | PA      | $66918.97     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA5273 FN 02/54 FIXED 6.5                                                                                                       | CUSIP: 31418E2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96951 | PA      | $99569.65     | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4513 FN 01/52 FIXED 3                                                                                                         | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    213435 | PA      | $181660.87    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4519 FN 01/42 FIXED 1.5                                                                                                       | CUSIP: 31418EAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27546 | PA      | $22269.30     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4521 FN 01/42 FIXED 2.5                                                                                                       | CUSIP: 31418EAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53237 | PA      | $46055.31     | 0.01%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4547 FN 02/52 FIXED 2                                                                                                         | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1359165 | PA      | $1059296.75   | 0.19%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4567 FN 03/37 FIXED 2                                                                                                         | CUSIP: 31418ECD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2813262 | PA      | $2542634.59   | 0.46%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4568 FN 03/37 FIXED 2.5                                                                                                       | CUSIP: 31418ECE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94750 | PA      | $87497.02     | 0.02%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4577 FN 04/52 FIXED 2                                                                                                         | CUSIP: 31418ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141857 | PA      | $110398.66    | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4578 FN 04/52 FIXED 2.5                                                                                                       | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    535163 | PA      | $437276.02    | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4581 FN 04/37 FIXED 1.5                                                                                                       | CUSIP: 31418ECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42236 | PA      | $37023.24     | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4582 FN 04/37 FIXED 2                                                                                                         | CUSIP: 31418ECU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271566 | PA      | $245442.45    | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4583 FN 04/37 FIXED 2.5                                                                                                       | CUSIP: 31418ECV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    898803 | PA      | $830352.56    | 0.15%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4700 FN 08/52 FIXED 4                                                                                                         | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87723 | PA      | $80549.92     | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4730 FN 09/52 FIXED 3                                                                                                         | CUSIP: 31418EHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51807 | PA      | $44103.72     | 0.01%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4732 FN 09/52 FIXED 4                                                                                                         | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1979315 | PA      | $1813788.24   | 0.33%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4782 FN 10/52 FIXED 3.5                                                                                                       | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1147747 | PA      | $1019321.91   | 0.19%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4783 FN 10/52 FIXED 4                                                                                                         | CUSIP: 31418EJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    842320 | PA      | $773354.38    | 0.14%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4784 FN 10/52 FIXED 4.5                                                                                                       | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    713020 | PA      | $673936.85    | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4797 FN 11/37 FIXED 4                                                                                                         | CUSIP: 31418EKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23449 | PA      | $22721.57     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA4918 FN 02/53 FIXED 5                                                                                                         | CUSIP: 31418EPC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    119640 | PA      | $116108.65    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA5070 FN 07/53 FIXED 4.5                                                                                                       | CUSIP: 31418ET42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1243592 | PA      | $1175087.47   | 0.21%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA5165 FN 10/53 FIXED 5.5                                                                                                       | CUSIP: 31418EW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133508 | PA      | $132331.47    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA5533 FN 11/39 FIXED 4                                                                                                         | CUSIP: 31418FEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287038 | PA      | $277854.25    | 0.05%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FNMA POOL MA5584 FN 01/55 FIXED 4.5                                                                                                       | CUSIP: 31418FF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1188670 | PA      | $1121680.41   | 0.20%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QX0557 FR 12/54 FIXED 6.5                                                                                               | CUSIP: 31425UTP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26072 | PA      | $26771.70     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QX1253 FR 12/54 FIXED 6                                                                                                 | CUSIP: 31425VMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1018471 | PA      | $1033021.22   | 0.19%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QX2526 FR 01/55 FIXED 6.5                                                                                               | CUSIP: 31425WYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39143 | PA      | $40211.45     | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL QX3636 FR 01/55 FIXED 6.5                                                                                               | CUSIP: 31425YBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12762 | PA      | $13104.65     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SL0284 FR 02/55 FIXED 5.5                                                                                               | CUSIP: 31427MJ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    235884 | PA      | $233592.88    | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SL0401 FR 02/52 FIXED 2.5                                                                                               | CUSIP: 31427MNT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1292388 | PA      | $1061701.94   | 0.19%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL SL0616 FR 03/55 FIXED 6                                                                                                 | CUSIP: 31427MVJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136762 | PA      | $139043.57    | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RJ1716 FR 06/54 FIXED 6                                                                                                 | CUSIP: 3142GR4A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127345 | PA      | $129468.88    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RJ2623 FR 10/54 FIXED 5.5                                                                                               | CUSIP: 3142GS4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66132 | PA      | $65997.36     | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RJ1859 FR 06/54 FIXED 6                                                                                                 | CUSIP: 3142GSB56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103906 | PA      | $105272.70    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FED HM LN PC POOL RJ1975 FR 07/54 FIXED 6                                                                                                 | CUSIP: 3142GSFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52258 | PA      | $52945.97     | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                                       | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 3 M1 144A                                                                                        | CUSIP: 31573JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $135741.94    | 0.02%             | 2066-09-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp                                                           | FILTRATION GROUP CORPORATION 2025 TERM LOAN B                                                                                             | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    625321 | PA      | $626972.24    | 0.11%             | 2028-10-21      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                                         | FINANCE OF AMERICA HECM BUYOUT FAHB 2024 HB1 A1A 144A                                                                                     | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161740 | PA      | $160462.41    | 0.03%             | 2034-10-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRANSMISSION SR UNSECURED 01/35 5                                                                                             | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146169.45    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                  | FIRSTKEY HOMES TRUST FKH 2020 SFR2 B 144A                                                                                                 | CUSIP: 33767JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $285378.18    | 0.05%             | 2037-10-19      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                  | FIRSTKEY HOMES TRUST FKH 2020 SFR2 C 144A                                                                                                 | CUSIP: 33767JAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $334495.23    | 0.06%             | 2037-10-19      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                                  | FIRSTKEY HOMES TRUST FKH 2020 SFR2 D 144A                                                                                                 | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $496511.10    | 0.09%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                  | FIRSTKEY HOMES 2020 SFR1 TRUST FKH 2020 SFR1 B 144A                                                                                       | CUSIP: 33767MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $123745.16    | 0.02%             | 2037-08-17      | Fixed         | 1.74%                 | 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      | $353311.14    | 0.06%             | 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      | $64456.29     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                                   | FIVE CORNERS FND TR II SR UNSECURED 144A 05/30 2.85                                                                                       | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184059.00    | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Goto Foods Funding LLC                                                          | FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2II 144A                                                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142600 | PA      | $141551.03    | 0.03%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Goto Foods Funding LLC                                                          | FOCUS BRANDS FUNDING LLC FOCUS 2022 1 A2 144A                                                                                             | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48625 | PA      | $49162.33     | 0.01%             | 2052-07-30      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORD CREDIT FLOORPLAN MASTER O FORDF 2023 1 B 144A                                                                                        | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $546726.56    | 0.10%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORD CREDIT AUTO LEASE TRUST FORDL 2023 B C                                                                                               | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1434925.48   | 0.26%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORD CREDIT AUTO LEASE TRUST FORDL 2023 B D                                                                                               | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25292.75     | 0.00%             | 2028-06-15      | Fixed         | 6.97%                 | 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      | $595802.66    | 0.11%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                    | FORTITUDE GROUP HOLDINGS COMPANY GUAR 144A 04/30 6.25                                                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424618.74    | 0.08%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/30 5.9                                                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825759.20    | 0.15%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/32 6.15                                                                                          | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830277.60    | 0.15%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/31 5.5                                                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607999.20    | 0.11%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/33 5.9                                                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    615000 | PA      | $627743.42    | 0.11%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC   STACR STACR 2025 HQA1 A1 144A                                                                                               | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    182750 | PA      | $182350.47    | 0.03%             | 2045-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Hqa1                                         | FREDDIE MAC   STACR STACR 2025 HQA1 M1 144A                                                                                               | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |    731938 | PA      | $731250.69    | 0.13%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC FYBR 2023 1 C 144A                                                                                                    | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215083 | PA      | $226436.65    | 0.04%             | 2053-08-20      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC FYBR 2024 1 A2 144A                                                                                                   | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $641139.69    | 0.12%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                                                                                                    | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | PA      | $1366784.86   | 0.25%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5                                                                                         | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701964.20    | 0.13%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 Trust                                                            | GCAT GCAT 2025 NQM1 A1 144A                                                                                                               | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $474310.82    | 0.09%             | 2069-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA3521 G2 03/46 FIXED 3.5                                                                                                    | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126214 | PA      | $114653.80    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA3597 G2 04/46 FIXED 3.5                                                                                                    | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    421487 | PA      | $379911.25    | 0.07%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA3803 G2 07/46 FIXED 3.5                                                                                                    | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1173242 | PA      | $1060220.91   | 0.19%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA4003 G2 10/46 FIXED 3                                                                                                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50406 | PA      | $44523.68     | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA4068 G2 11/46 FIXED 3                                                                                                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    171806 | PA      | $151710.95    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA4511 G2 06/47 FIXED 4                                                                                                      | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6437 | PA      | $5976.87      | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA4512 G2 06/47 FIXED 4.5                                                                                                    | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60406 | PA      | $57919.58     | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA4586 G2 07/47 FIXED 3.5                                                                                                    | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65081 | PA      | $58719.89     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA4655 G2 08/47 FIXED 5                                                                                                      | CUSIP: 36179TE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37881 | PA      | $37366.07     | 0.01%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA4780 G2 10/47 FIXED 4.5                                                                                                    | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18808 | PA      | $18030.90     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA5019 G2 02/48 FIXED 3.5                                                                                                    | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142223 | PA      | $128220.47    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA5140 G2 04/48 FIXED 5.5                                                                                                    | CUSIP: 36179TV93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30862 | PA      | $31343.00     | 0.01%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA5876 G2 04/49 FIXED 4                                                                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141695 | PA      | $132021.97    | 0.02%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA5988 G2 06/49 FIXED 5                                                                                                      | CUSIP: 36179UUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    326830 | PA      | $321279.31    | 0.06%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA6042 G2 07/49 FIXED 5                                                                                                      | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    172849 | PA      | $170339.58    | 0.03%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7135 G2 01/51 FIXED 2                                                                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    391138 | PA      | $314290.13    | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7139 G2 01/51 FIXED 4                                                                                                      | CUSIP: 36179V4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18956 | PA      | $17525.16     | 0.00%             | 2051-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA6531 G2 03/50 FIXED 3                                                                                                      | CUSIP: 36179VHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18658 | PA      | $16002.51     | 0.00%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA6543 G2 03/50 FIXED 4                                                                                                      | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     97859 | PA      | $90430.38     | 0.02%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA6819 G2 08/50 FIXED 2.5                                                                                                    | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13343 | PA      | $11202.18     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7988 G2 04/52 FIXED 3                                                                                                      | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2643573 | PA      | $2304545.19   | 0.42%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8098 G2 06/52 FIXED 3                                                                                                      | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131349 | PA      | $114504.07    | 0.02%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7312 G2 04/51 FIXED 2.5                                                                                                    | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77711 | PA      | $65134.66     | 0.01%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7533 G2 08/51 FIXED 2                                                                                                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3020376 | PA      | $2426952.02   | 0.44%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7590 G2 09/51 FIXED 3                                                                                                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    164236 | PA      | $143172.99    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7649 G2 10/51 FIXED 2.5                                                                                                    | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2354697 | PA      | $1973628.91   | 0.36%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7705 G2 11/51 FIXED 2.5                                                                                                    | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160541 | PA      | $134559.87    | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7827 G2 01/52 FIXED 2.5                                                                                                    | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133979 | PA      | $112296.54    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7935 G2 03/52 FIXED 2                                                                                                      | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1614941 | PA      | $1297647.87   | 0.24%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7936 G2 03/52 FIXED 2.5                                                                                                    | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2714615 | PA      | $2275299.68   | 0.41%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA7937 G2 03/52 FIXED 3                                                                                                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    498908 | PA      | $434932.48    | 0.08%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8202 G2 08/52 FIXED 5                                                                                                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12597 | PA      | $12282.21     | 0.00%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8267 G2 09/52 FIXED 4                                                                                                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1350414 | PA      | $1242295.17   | 0.23%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8271 G2 09/52 FIXED 6                                                                                                      | CUSIP: 36179XFL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53789 | PA      | $54736.27     | 0.01%             | 2052-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8350 G2 10/52 FIXED 6                                                                                                      | CUSIP: 36179XH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32685 | PA      | $33260.40     | 0.01%             | 2052-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8346 G2 10/52 FIXED 4                                                                                                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    784571 | PA      | $721755.16    | 0.13%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8492 G2 12/52 FIXED 6                                                                                                      | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    405858 | PA      | $412815.52    | 0.08%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8646 G2 02/53 FIXED 4.5                                                                                                    | CUSIP: 36179XTB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    447749 | PA      | $424446.64    | 0.08%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA8800 G2 04/53 FIXED 5                                                                                                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    689733 | PA      | $672134.40    | 0.12%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MA9015 G2 07/53 FIXED 4.5                                                                                                    | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    507501 | PA      | $480615.39    | 0.09%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL BD0384 G2 10/47 FIXED 3.5                                                                                                    | CUSIP: 3617BFM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24819 | PA      | $22293.71     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GENERAL MOTORS GFORT 2023 1 B 144A                                                                                                        | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100668.73    | 0.02%             | 2028-06-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust Series 2025-1                               | GENERAL MOTORS GFORT 2025 1A C 144A                                                                                                       | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $799879.52    | 0.15%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GENERAL MOTORS GFORT 2025 2A C 144A                                                                                                       | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $823096.73    | 0.15%             | 2030-03-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL MB0091 G2 12/54 FIXED 5                                                                                                      | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    750563 | PA      | $728559.67    | 0.13%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL AV9440 G2 11/46 FIXED 3                                                                                                      | CUSIP: 36195LPZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19194 | PA      | $16658.75     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GNMA II POOL 786366 G2 08/52 FIXED 4.5                                                                                                    | CUSIP: 3622AB6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    899405 | PA      | $850246.79    | 0.15%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                          | GS MORTGAGE SECURITIES TRUST GSMS 2019 GC40 B                                                                                             | CUSIP: 36257HBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $70922.54     | 0.01%             | 2052-07-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR2                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A4 144A                                                                                      | CUSIP: 36262JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397666 | PA      | $315425.55    | 0.06%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                       | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 3 B                                                                                             | CUSIP: 36267KAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $5095.15      | 0.00%             | 2029-01-16      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                       | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 3 C                                                                                             | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10206.85     | 0.00%             | 2029-02-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 B                                                                                             | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $475976.60    | 0.09%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                           | GENESEE + WYOMING INC SR SECURED 144A 04/32 6.25                                                                                          | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167475.00    | 0.03%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                       | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 1 B                                                                                             | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10000 | PA      | $10073.18     | 0.00%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GROUP INC SR UNSECURED 02/33 VAR                                                                                            | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132653.70    | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                               | GOLUB CAPITAL CAP FND SR UNSECURED 144A 05/30 5.875                                                                                       | CUSIP: 38179RAC9<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    858000 | PA      | $849659.38    | 0.15%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 173 MI                                                                                            | CUSIP: 38382LNV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    651642 | PA      | $95610.31     | 0.02%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 181 WI                                                                                            | CUSIP: 38382LXR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342080 | PA      | $40144.30     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 57 AI                                                                                             | CUSIP: 38382QAU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1535584 | PA      | $182875.45    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 96 VI                                                                                             | CUSIP: 38382UG39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1659462 | PA      | $226332.92    | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 LM                                                                                             | CUSIP: 38383REY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $20431.78     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 55 EI                                                                                             | CUSIP: 38383X3E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5638577 | PA      | $818107.33    | 0.15%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-AFC1 Trust                                                           | HOMES TRUST HOMES 2024 AFC1 A1 144A                                                                                                       | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |    286403 | PA      | $284449.00    | 0.05%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF SINCLAIR CORP SR UNSECURED 01/31 5.75                                                                                                  | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527975.18    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                                                                                                  | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    566000 | PA      | $558326.17    | 0.10%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                         | HILTON USA TRUST HILT 2024 ORL B 144A                                                                                                     | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $139737.50    | 0.03%             | 2037-05-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS EQUIPMENT TRUST HPEFS 2024 1A C 144A                                                                                                | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $205339.17    | 0.04%             | 2031-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS EQUIPMENT TRUST HPEFS 2024 1A D 144A                                                                                                | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1607742.08   | 0.29%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 Trust                                                           | HOMES TRUST HOMES 2025 NQM2 A1 144A                                                                                                       | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $379680.65    | 0.07%             | 2070-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS PLC SR UNSECURED 03/31 VAR                                                                                                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401112.40    | 0.07%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-1                                                    | HPEFS EQUIPMENT TRUST HPEFS 2023 1A B 144A                                                                                                | CUSIP: 40443DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $205356.64    | 0.04%             | 2028-04-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2024 2A B 144A                                                                                                | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100871.49    | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2024 2A D 144A                                                                                                | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101315.76    | 0.02%             | 2032-04-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375                                                                                           | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    404000 | PA      | $393900.00    | 0.07%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                              | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327                                                                                          | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $633056.19    | 0.12%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE S FUNDING LLC AND CARLS HNGRY 2020 1A A2 144A                                                                                      | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    794725 | PA      | $757166.22    | 0.14%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | CKE RESTAURANTS HOLDINGS INC HNGRY 2021 1A A2 144A                                                                                        | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197312 | PA      | $179435.55    | 0.03%             | 2051-06-20      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Hardee s Funding LLC                                                            | CKE RESTAURANTS HOLDINGS INC HNGRY 2024 1A A2 144A                                                                                        | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99987 | PA      | $102641.49    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | 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      | $-53851.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                        | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75                                                                                       | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405000 | PA      | $359943.75    | 0.07%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HAT Holdings I LLC / HAT Holdings II LLC                                        | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8                                                                                          | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41100.00     | 0.01%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                              | HEALTH CARE SERVICE CORP SR UNSECURED 144A 06/54 5.875                                                                                    | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    565000 | PA      | $532206.84    | 0.10%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE CO SR UNSECURED 10/29 4.55                                                                                                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107015.69    | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                     | HEXCEL CORP SR UNSECURED 02/35 5.875                                                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214103.24    | 0.04%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                           | HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125                                                                                       | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    405000 | PA      | $423731.25    | 0.08%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 11/33 8.375                                                                                    | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $477600.00    | 0.09%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/35 7.25                                                                                     | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $148400.00    | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                             | HILCORP ENERGY I LP TERM LOAN B                                                                                                           | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    817761 | PA      | $815373.26    | 0.15%             | 2030-02-11      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2020-A                                             | HILTON GRAND VACATIONS TRUST HGVT 2020 AA C 144A                                                                                          | CUSIP: 43285HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82605 | PA      | $83046.96     | 0.02%             | 2039-02-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                           | HOLCIM FINANCE US LLC COMPANY GUAR 144A 04/28 4.7                                                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    205000 | PA      | $205925.99    | 0.04%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                           | HOLCIM FINANCE US LLC COMPANY GUAR 144A 04/30 4.95                                                                                        | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241464.72    | 0.04%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2022-1 Trust                                           | HOME PARTNERS OF AMERICA TRUST HPA 2022 1 A 144A                                                                                          | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180339 | PA      | $177210.01    | 0.03%             | 2039-04-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2022-1 Trust                                           | HOME PARTNERS OF AMERICA TRUST HPA 2022 1 D 144A                                                                                          | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143151 | PA      | $140541.63    | 0.03%             | 2039-04-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Howard Hughes Corp/The                                                          | HOWARD HUGHES CORP COMPANY GUAR 144A 08/28 5.375                                                                                          | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293250.00    | 0.05%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2023 2A C 144A                                                                                                | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100958.08    | 0.02%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS EQUIPMENT TRUST HPEFS 2023 2A D 144A                                                                                                | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101571.00    | 0.02%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LIMITED 2025 TERM LOAN B                                                                                                | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1015938 | PA      | $1015561.86   | 0.18%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25                                                                                          | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777187.50    | 0.14%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375                                                                                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    530000 | PA      | $553187.50    | 0.10%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC SR UNSECURED 05/35 5.55                                                                                                        | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    760000 | PA      | $746513.80    | 0.14%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | THE HUNTINGTON NATIONAL BANK HACLN 2025 1 B 144A                                                                                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    896004 | PA      | $893743.79    | 0.16%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | THE HUNTINGTON NATIONAL BANK HACLN 2024 1 B1 144A                                                                                         | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153620 | PA      | $155664.94    | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | THE HUNTINGTON NATIONAL BANK HACLN 2024 2 B1 144A                                                                                         | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192160 | PA      | $193245.72    | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-SPRL Mortgage Trust                                           | HUDSON YARDS HY 2025 SPRL B 144A                                                                                                          | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $745476.07    | 0.14%             | 2040-01-13      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/31 5.4                                                                                       | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150879.15    | 0.03%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust 2024-RGCY                                         | HYT COMMERCIAL MORTGAGE TRUST HYT 2024 RGCY A 144A                                                                                        | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239850.00    | 0.04%             | 2041-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ilpt Commercial Mortgage Trust 2022-Lpfx                                        | ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPFX C 144A                                                                                      | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87272.08     | 0.02%             | 2032-03-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                | IRB HOLDING CORP 2024 1ST LIEN TERM LOAN B                                                                                                | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    228339 | PA      | $228008.10    | 0.04%             | 2027-12-15      | Floating      | 6.83%                 | 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      | $817850.40    | 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      | $796844.80    | 0.14%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Icon Parent Inc                                                                 | 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      | 9.21%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | CRESCENT ENERGY FINANCE COMPANY GUAR 144A 04/32 7.625                                                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203175.00    | 0.04%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | CRESCENT ENERGY FINANCE COMPANY GUAR 144A 01/33 7.375                                                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    465000 | PA      | $431287.50    | 0.08%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co                                                   | INDIANAPOLIS PWR + LIGHT 1ST MORTGAGE 144A 04/54 5.7                                                                                      | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123418.23    | 0.02%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC SR SECURED 02/29 6.25                                                                                                           | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248400.00    | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-5                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2017 5 B2 144A                                                                                             | CUSIP: 46590YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179819 | PA      | $178107.57    | 0.03%             | 2048-10-26      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-LTV1                                              | JP MORGAN MORTGAGE TRUST JPMMT 2020 LTV1 B1A 144A                                                                                         | CUSIP: 46591NBR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175190 | PA      | $150781.27    | 0.03%             | 2050-06-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Kaspi.KZ JSC                                                                    | KASPI.KZ JSC SR UNSECURED 144A 03/30 6.25                                                                                                 | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    805000 | PA      | $792652.11    | 0.14%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding LLC                                                     | JACK IN THE BOX FUNDING, LLC JACK 2022 1A A2I 144A                                                                                        | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1552100 | PA      | $1492756.54   | 0.27%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2016-3                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2016 3 B3 144A                                                                                             | CUSIP: 46647EBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67622 | PA      | $64667.68     | 0.01%             | 2046-10-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-2                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2017 2 B5 144A                                                                                             | CUSIP: 46648HBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333941 | PA      | $293899.53    | 0.05%             | 2047-05-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-5                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2020 5 B2 144A                                                                                             | CUSIP: 46653JBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177565 | PA      | $153999.03    | 0.03%             | 2050-12-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-DSC2                                            | JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A                                                                                          | CUSIP: 46657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176369 | PA      | $174928.32    | 0.03%             | 2063-11-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO XV Ltd                                                            | JAMESTOWN CLO LTD JTWN 2020 15A A1R 144A                                                                                                  | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250067.01    | 0.05%             | 2035-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                                           | JANE STREET GROUP LLC 2024 TERM LOAN B1                                                                                                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    428164 | PA      | $426922.38    | 0.08%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                             | JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125                                                                                       | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $333200.00    | 0.06%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                             | JANE STREET GRP/JSG FIN SR SECURED 144A 11/32 6.125                                                                                       | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $324593.75    | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                             | JANE STREET GRP/JSG FIN SR SECURED 144A 05/33 6.75                                                                                        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $362987.50    | 0.07%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JAVELIN BUYER INC 2024 1ST LIEN TERM LOAN                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430000 | PA      | $430808.40    | 0.08%             | 2031-12-05      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JAVELIN BUYER INC 2024 2ND LIEN TERM LOAN                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195865 | PA      | $191581.80    | 0.03%             | 2032-10-07      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc                                      | JONES DESLAURIERS INSURA SR UNSECURED 144A 12/30 10.5                                                                                     | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $567100.00    | 0.10%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Jones Deslauriers Insurance Management Inc                                      | JONES DESLAURIERS INSURA SR SECURED 144A 03/30 8.5                                                                                        | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $277587.50    | 0.05%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 Ltd                                                                  | KKR FINANCIAL CLO LTD KKR 2022 43A BR 144A                                                                                                | CUSIP: 48255UAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $301555.45    | 0.05%             | 2036-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                                      | KASEYA INC 2025 1L TERM LOAN B                                                                                                            | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |    265000 | PA      | $264811.85    | 0.05%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | KASEYA INC 2025 2ND LIEN TERM LOAN B                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    799694 | PA      | $796943.20    | 0.14%             | 2033-03-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP COMPANY GUAR 08/29 4.25                                                                                                  | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141725.25    | 0.03%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP COMPANY GUAR 02/30 3.05                                                                                                  | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101752.58    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP COMPANY GUAR 11/32 2.5                                                                                                   | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58952.18     | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | KINETIK HOLDINGS LP SR UNSECURED 144A 12/28 6.625                                                                                         | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95880.00     | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | 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      | $435070.31    | 0.08%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | BATH + BODY WORKS INC COMPANY GUAR 07/36 6.75                                                                                             | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123750.00    | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | BATH + BODY WORKS INC COMPANY GUAR 144A 10/30 6.625                                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127343.75    | 0.02%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC COMPANY GUAR 03/30 5.2                                                                                                   | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66256.08     | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC COMPANY GUAR 04/28 4.9                                                                                                   | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260620.88    | 0.05%             | 2028-04-03      | Fixed         | 4.90%                 | 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      | $530236.91    | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC 2024 TERM LOAN B                                                                                                         | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    483035 | PA      | $479615.02    | 0.09%             | 2029-07-30      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FINANCING INC SR SECURED 144A 11/29 11                                                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     86407 | PA      | $97963.94     | 0.02%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FINANCING INC SR SECURED 144A 12/30 10.75                                                                                         | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    368576 | PA      | $415569.44    | 0.08%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FINANCING INC SECURED 144A 04/30 4.5                                                                                              | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149600.00    | 0.03%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FINANCING INC 2025 TERM LOAN B                                                                                                    | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    710000 | PA      | $713550.00    | 0.13%             | 2032-03-20      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11                                                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    595000 | PA      | $653756.25    | 0.12%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH INC SR UNSECURED 144A 06/32 10                                                                                           | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    403000 | PA      | $421135.00    | 0.08%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                          | LUMEN TECHNOLOGIES, INC. 2024 TERM LOAN A                                                                                                 | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     83555 | PA      | $85295.53     | 0.02%             | 2028-06-01      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| MFA 2022-INV2 Trust                                                             | MFRA TRUST MFRA 2022 INV2 A1 144A                                                                                                         | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327247 | PA      | $325189.32    | 0.06%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MITER Brands Acquisition Holdco Inc                                             | MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2                                                                                                | CUSIP: 55336CAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188885 | PA      | $188324.19    | 0.03%             | 2031-03-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OPER PARTNERSP/FINL SR SECURED 144A 02/32 8.5                                                                                         | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $251125.00    | 0.05%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                           | MSWF COMMERCIAL MORTGAGE TRUST MSWF 2023 2 A5                                                                                             | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $581528.42    | 0.11%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                  | MVW 2020 1 LLC MVWOT 2020 1A C 144A                                                                                                       | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57729 | PA      | $56798.25     | 0.01%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                 | MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875                                                                                             | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110543.75    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Madison Park Funding LX Ltd                                                     | MADISON PARK FUNDING LTD MDPK 2022 60A BR 144A                                                                                            | CUSIP: 557910AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $314783.63    | 0.06%             | 2037-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd                                                   | MADISON PARK FUNDING LTD MDPK 2019 35A CR 144A                                                                                            | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    255000 | PA      | $255415.81    | 0.05%             | 2032-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIV Ltd                                                   | MADISON PARK FUNDING LTD MDPK 2016 24A CR2 144A                                                                                           | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1625000 | PA      | $1620945.97   | 0.29%             | 2029-10-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX LTD                                                    | MADISON PARK FUNDING LTD MDPK 2018 30A BR 144A                                                                                            | CUSIP: 55821TAQ0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700994.41    | 0.13%             | 2037-07-16      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                       | MADISON SAFETY + FLOW LLC 2025 TERM LOAN B                                                                                                | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    193823 | PA      | $193944.79    | 0.04%             | 2031-09-26      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LXI Ltd                                                    | MADISON PARK FUNDING LTD MDPK 2023 61A B 144A                                                                                             | CUSIP: 55822NAE9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | JE        |   1400000 | PA      | $1408358.01   | 0.26%             | 2037-01-20      | Floating      | 6.67%                 | 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      | $75648.15     | 0.01%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC SR UNSECURED 144A 03/35 5.2                                                                                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417892.86    | 0.08%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC SR UNSECURED 144A 05/45 5.65                                                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293854.20    | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HLD II LLC SR UNSECURED 144A 12/27 5                                                                                          | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    142000 | PA      | $140402.50    | 0.03%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP SR UNSECURED 144A 02/30 7.375                                                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    285000 | PA      | $263625.00    | 0.05%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                                                                                                  | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    253448 | PA      | $243436.78    | 0.04%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B                                                                                           | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    421327 | PA      | $420838.43    | 0.08%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                       | MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25                                                                                       | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $167887.50    | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MFA 2023-INV2 Trust                                                             | MFRA TRUST MFRA 2023 INV2 A2 144A                                                                                                         | CUSIP: 59319BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85065 | PA      | $86132.93     | 0.02%             | 2058-10-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                             | MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625                                                                                     | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $164500.00    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                   | MIDCAP FINANCIAL ISSR TR SR UNSECURED 144A 05/28 6.5                                                                                      | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $387000.00    | 0.07%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5                                                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    295000 | PA      | $283200.00    | 0.05%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| MMAF Equipment Finance LLC 2022-B                                               | MMAF EQUIPMENT FINANCE LLC MMAF 2022 B A3 144A                                                                                            | CUSIP: 606940AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43478 | PA      | $43532.70     | 0.01%             | 2028-07-10      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2020-A                                               | MMAF EQUIPMENT FINANCE LLC MMAF 2020 A A4 144A                                                                                            | CUSIP: 60700MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95151.70     | 0.02%             | 2030-08-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                           | MOLINA HEALTHCARE INC SR UNSECURED 144A 05/32 3.875                                                                                       | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119981.25    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                           | MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25                                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174343.75    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                     | MORGAN STANLEY BAML TRUST MSBAM 2015 C24 A4                                                                                               | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66993 | PA      | $66850.09     | 0.01%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                     | MORGAN STANLEY BAML TRUST MSBAM 2015 C24 AS                                                                                               | CUSIP: 61765LAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $193617.24    | 0.04%             | 2048-05-15      | Variable      | 4.04%                 | 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      | $150876.60    | 0.03%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                  | MVW OWNER TRUST MVWOT 2023 1A B 144A                                                                                                      | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46840 | PA      | $47042.54     | 0.01%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                  | MVW OWNER TRUST MVWOT 2023 1A C 144A                                                                                                      | CUSIP: 62848PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46840 | PA      | $47772.22     | 0.01%             | 2040-10-20      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2025-A LLC                                                         | NMEF FUNDING LLC NMEF 2025 A A2 144A                                                                                                      | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $389344.92    | 0.07%             | 2032-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                              | NGL ENRGY OP/FIN CORP SR SECURED 144A 02/29 8.125                                                                                         | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48875.00     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                              | NGL ENRGY OP/FIN CORP SR SECURED 144A 02/32 8.375                                                                                         | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $164500.00    | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | NATIONAL FUEL GAS CO SR UNSECURED 03/30 5.5                                                                                               | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412214.67    | 0.07%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP SR UNSECURED 07/30 9.375                                                                                                     | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538750.00    | 0.10%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP SR UNSECURED 03/31 11.5                                                                                                      | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    325000 | PA      | $363187.50    | 0.07%             | 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      | $206515.00    | 0.04%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                            | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2023 1 A 144A                                                                                        | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95303.37     | 0.02%             | 2028-08-25      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 B 144A                                                                                        | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15106.80     | 0.00%             | 2029-04-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 C 144A                                                                                        | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25155.55     | 0.00%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-C                                | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA B 144A                                                                                           | CUSIP: 63940YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151000 | PA      | $140886.05    | 0.03%             | 2068-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29                                                                                           | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331187.50    | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC 2022 USD TERM LOAN B                                                                                                 | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    228287 | PA      | $213092.52    | 0.04%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS, LLC 2019 TERM LOAN B5                                                                                                       | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    443698 | PA      | $434824.10    | 0.08%             | 2027-04-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS, LLC 2022 TERM LOAN B6                                                                                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    467489 | PA      | $461060.62    | 0.08%             | 2028-01-18      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 32 Ltd                                       | NEUBERGER BERMAN CLO LTD NEUB 2019 32A BR 144A                                                                                            | CUSIP: 64132DAL2<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249999.37    | 0.05%             | 2032-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 43 Ltd                                       | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A                                                                                            | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1380000 | PA      | $1380403.18   | 0.25%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS PHASE 1 ISS USRE 2021 1 B1 144A                                                                                        | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $91026.28     | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                                                                                             | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117705.00    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XIV-B Ltd                                                    | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A                                                                                            | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |    160315 | PA      | $159916.79    | 0.03%             | 2031-11-13      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR4 Trust                                                            | AMSR TRUST AMSR 2021 SFR4 A 144A                                                                                                          | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1785000 | PA      | $1718510.36   | 0.31%             | 2038-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 Ltd                                                             | OCP CLO LTD OCP 2017 13A B1R2 144A                                                                                                        | CUSIP: 67097LAX4<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250123.55    | 0.05%             | 2037-11-26      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2025-INV1                                                       | NEW YORK MORTGAGE TRUST NYMT 2025 INV1 A1 144A                                                                                            | CUSIP: 67120YAC3<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-MBS          | CORP              | US        |    730009 | PA      | $729666.39    | 0.13%             | 2060-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB1 Trust                                                             | ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A                                                                                            | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79510 | PA      | $78229.16     | 0.01%             | 2053-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 Trust                                                             | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM6 A1 144A                                                                                            | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   1387817 | PA      | $1390967.06   | 0.25%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM8 Trust                                                             | ONSLOW BAY FINANCIAL LLC OBX 2025 NQM8 A1 144A                                                                                            | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $992879.54    | 0.18%             | 2065-03-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2                                                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558000.00    | 0.10%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875                                                                                         | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    525000 | PA      | $589312.50    | 0.11%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A                                                                                              | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31211 | PA      | $31282.93     | 0.01%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2023-3                                                 | OCTANE RECEIVABLES TRUST OCTL 2023 3A C 144A                                                                                              | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101948.72    | 0.02%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 47 Ltd                                              | OCTAGON INVESTMENT PARTNERS 47 OCT47 2020 1A A2R2 144A                                                                                    | CUSIP: 67576XAY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    330000 | PA      | $331483.14    | 0.06%             | 2038-01-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 47 Ltd                                              | OCTAGON INVESTMENT PARTNERS 47 OCT47 2020 1A BR2 144A                                                                                     | CUSIP: 67576XBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    325000 | PA      | $322320.85    | 0.06%             | 2038-01-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2024-RVM1                                              | OCTANE RECEIVABLES TRUST OCTL 2024 RVM1 A 144A                                                                                            | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1188814 | PA      | $1196394.68   | 0.22%             | 2046-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Loan Trust 2020-1                                            | BAYVIEW OPPORTUNITY MASTER FUN BVINV 2020 1 A3 144A                                                                                       | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86186.01     | 0.02%             | 2050-05-28      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                                         | ONEDIGITAL BORROWER LLC 2024 2ND LIEN TERM LOAN                                                                                           | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    447838 | PA      | $441679.87    | 0.08%             | 2032-07-02      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC COMPANY GUAR 11/34 5.05                                                                                                         | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332572.10    | 0.06%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                  | 1261229 BC LTD SR SECURED 144A 04/32 10                                                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    440000 | PA      | $435600.00    | 0.08%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | ONT GAMING GTA/OTG CO IS SR SECURED 144A 08/30 8                                                                                          | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    115000 | PA      | $113418.75    | 0.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                  | OPAL BIDCO SR SECURED 144A 03/32 6.5                                                                                                      | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $209212.50    | 0.04%             | 2032-03-31      | Fixed         | 6.50%                 | 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        |     45000 | PA      | $44043.75     | 0.01%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc                                                       | PMHC II INC 2022 TERM LOAN B                                                                                                              | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    156860 | PA      | $137743.19    | 0.03%             | 2029-04-23      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc                                                       | VIBRANTZ TECH INC SR UNSECURED 144A 02/30 9                                                                                               | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    205000 | PA      | $143500.00    | 0.03%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| PSEG Power LLC                                                                  | PSEG POWER LLC SR UNSECURED 144A 05/30 5.2                                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $146422.16    | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables 2025-1 LLC                                           | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A                                                                                       | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $335465.55    | 0.06%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2021-1 Ltd                                                    | PALMER SQUARE CLO LTD PLMRS 2021 1A A1AR 144A                                                                                             | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1335000 | PA      | $1331662.50   | 0.24%             | 2038-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | 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      |
| Paychex Inc                                                                     | PAYCHEX INC SR UNSECURED 04/30 5.1                                                                                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248068.14    | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | 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      | $203286.20    | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                                                                                               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1090000 | PA      | $1104987.50   | 0.20%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco Inc                                                               | PAREXEL INTERNATIONAL CORP 2025 TERM LOAN B                                                                                               | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    153775 | PA      | $153739.45    | 0.03%             | 2028-11-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                                            | PORT BEAUMONT TX NAV DIST DOCK PTBTRN 07/26 FIXED 10                                                                                      | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |    135000 | PA      | $138127.28    | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE PREF 2024 1A A2 144A                                                                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69825 | PA      | $70143.66     | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance 2024-1 LLC                                          | POST ROAD EQUIPMENT FINANCE PREF 2024 1A C 144A                                                                                           | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101272.50    | 0.02%             | 2030-10-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                             | PRAIRIE ACQUIROR LP SR SECURED 144A 08/29 9                                                                                               | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192375.00    | 0.03%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                             | PRAIRIE ECI ACQUIROR LP 2024 TERM LOAN B                                                                                                  | CUSIP: 73955HAE4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |    154063 | PA      | $154545.13    | 0.03%             | 2029-08-01      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group Inc                                                              | PRO MACH GROUP INC 2025 TERM LOAN B                                                                                                       | CUSIP: 74273JAK9<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    139850 | PA      | $139889.16    | 0.03%             | 2028-08-31      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR8 E1 144A                                                                                         | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    638000 | PA      | $615941.72    | 0.11%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR2 Trust                                            | PROGRESS RESIDENTIAL TRUST PROG 2025 SFR2 A 144A                                                                                          | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1526950.70   | 0.28%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 07/25 FIXED 5.375                                                                                                  | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1810 | PA      | $1811.26      | 0.00%             | 2025-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 07/27 FIXED 5.625                                                                                                  | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      3593 | PA      | $3687.29      | 0.00%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 07/29 FIXED 5.625                                                                                                  | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      3535 | PA      | $3703.83      | 0.00%             | 2029-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 07/33 FIXED 4                                                                                                      | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      3256 | PA      | $3130.09      | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 07/35 FIXED 4                                                                                                      | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      2926 | PA      | $2761.36      | 0.00%             | 2035-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 07/37 FIXED 4                                                                                                      | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      2511 | PA      | $2318.41      | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 07/41 FIXED 4                                                                                                      | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |      3415 | PA      | $2924.76      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 07/33 ZEROCPNOID 0                                                                                                 | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      4190 | PA      | $2834.98      | 0.00%             | 2033-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR                                                                                               | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   2592214 | PA      | $1555328.33   | 0.28%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                                                                                                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    267414 | PA      | $266076.72    | 0.05%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375                                                                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    305000 | PA      | $308812.50    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258825.00    | 0.05%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2025-CES3                                                   | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A                                                                                       | CUSIP: 749420AA3<br>LEI: 254900HS4CN69R7ARQ97 | Long             | ABS-O            | CORP              | US        |   1363905 | PA      | $1371293.22   | 0.25%             | 2055-03-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                                   | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES8 A1A 144A                                                                                       | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196961 | PA      | $197190.39    | 0.04%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RFS OPCO LLC                                                                    | RFS OPCO LLC TERM LOAN                                                                                                                    | CUSIP: 74970UAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $34476.75     | 0.01%             | 2031-04-04      | Floating      | 9.05%                 | No            |                  3 | On Loan: No      |
| RR 34 LTD                                                                       | RR LTD RRAM 2024 34RA A2AR 144A                                                                                                           | CUSIP: 74988WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250106.34    | 0.05%             | 2039-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco LLC                                                              | RADIATE HOLDCO LLC 2021 TERM LOAN B                                                                                                       | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    178885 | PA      | $156949.71    | 0.03%             | 2026-09-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE COMPANY GUAR 144A 03/34 6.45                                                                                         | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    540000 | PA      | $527714.46    | 0.10%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75                                                                                         | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91318.75     | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Trust                                               | REAL ESTATE ASSET LIQUIDITY TR REALT 2025 1A A1 144A                                                                                      | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1873910 | PA      | $1363973.54   | 0.25%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Trust                                               | REAL ESTATE ASSET LIQUIDITY TR REALT 2025 1A A2 144A                                                                                      | CUSIP: 75585RSU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1690000 | PA      | $1229112.18   | 0.22%             | 2060-01-12      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC 2024 INCREMENTAL TERM LOAN                                                                                                   | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     34465 | PA      | $34432.29     | 0.01%             | 2028-04-24      | Floating      | 8.05%                 | 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      | $153145.58    | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | 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      | $40983.72     | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | 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      | $600913.64    | 0.11%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH INC 2024 1ST LIEN TERM LOAN B                                                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    353502 | PA      | $348531.54    | 0.06%             | 2031-05-14      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GRP OF AMER SR UNSECURED 09/33 6                                                                                              | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    243000 | PA      | $251139.53    | 0.05%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GRP OF AMER SUBORDINATED 09/55 VAR                                                                                            | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246003.50    | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                      | RENAISSANCERE HOLDINGS L SR UNSECURED 04/35 5.8                                                                                           | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $201328.00    | 0.04%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                   | RENTOKIL TERMINIX LLC COMPANY GUAR 144A 04/30 5                                                                                           | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845628.45    | 0.15%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund \u2013 Collateral                                                                                   | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   6454590 | NS      | $6454590.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                                           | RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625                                                                                             | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47925.00     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                            | RIVIAN HLD/AUTO LLC SR SECURED 144A 10/26 VAR                                                                                             | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $267330.00    | 0.05%             | 2026-10-15      | Floating      | 10.15%                | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2022-2 Ltd                                                   | ROCKFORD TOWER CLO LTD ROCKT 2022 2A CR 144A                                                                                              | CUSIP: 77340LAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1475000 | PA      | $1483783.14   | 0.27%             | 2035-10-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Institutional Floating Rate Fund                                   | T ROWE PRICE INSTITUTIONAL FLO T ROWE PR INST FLTNG RT Z                                                                                  | CUSIP: 77958B873<br>LEI: 863VOPTBPYYVTH00FU88 | Long             | EC               | RF                | US        |    591468 | NS      | $5559798.17   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                                | SCF EQUIPMENT TRUST LLC SCFET 2024 1A D 144A                                                                                              | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $128561.59    | 0.02%             | 2033-06-21      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2022-1 LLC                                                | SCF EQUIPMENT TRUST LLC SCFET 2022 1A B 144A                                                                                              | CUSIP: 784033AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1135000 | PA      | $1119814.38   | 0.20%             | 2030-10-21      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831                                                                                             | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $501759.85    | 0.09%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                 | SEB FUNDING LLC SEB4P 2024 1A A2 144A                                                                                                     | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $147591.24    | 0.03%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A B 144A                                                                                       | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $172558.48    | 0.03%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A C 144A                                                                                       | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15190.20     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2025-A                                                    | SBNA AUTO LEASE TRUST SBALT 2025 A A4 144A                                                                                                | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $708301.87    | 0.13%             | 2029-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP SR UNSECURED 08/33 5.625                                                                                                     | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    156000 | PA      | $136890.00    | 0.02%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC 2024 TERM LOAN B1                                                                                                          | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    338850 | PA      | $334895.62    | 0.06%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC SR SECURED 144A 11/29 10.75                                                                                                | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96900.00     | 0.02%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Sabre GLBL Inc                                                                  | SABRE GLBL INC SR SECURED 144A 07/30 11.125                                                                                               | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123150.00    | 0.02%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM2                             | SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM2 A1 144A                                                                                      | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $607674.10    | 0.11%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A                                                                                        | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498932.50    | 0.09%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 5 C                                                                                             | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28961 | PA      | $28945.98     | 0.01%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 B                                                                                             | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $679825.98    | 0.12%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 C                                                                                             | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $678637.91    | 0.12%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 B C                                                                                             | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172860 | PA      | $173505.75    | 0.03%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A B 144A                                                                                        | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221039 | PA      | $222419.30    | 0.04%             | 2032-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                   | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 C                                                                                             | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55016.01     | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875                                                                                         | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $98325.00     | 0.02%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SDR Commercial Mortgage Trust 2024-DSNY                                         | SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY B 144A                                                                                        | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98531.25     | 0.02%             | 2039-05-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A                                                                                        | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     54428 | PA      | $54670.58     | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2019-5                                                   | SEQUOIA MORTGAGE TRUST SEMT 2019 5 B3 144A                                                                                                | CUSIP: 81743ACD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418988 | PA      | $376461.82    | 0.07%             | 2049-12-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-HYB1                                                | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A                                                                                            | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254917 | PA      | $255998.44    | 0.05%             | 2063-11-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROPERTIES TRUST SR SECURED 144A 11/31 8.625                                                                                      | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    480000 | PA      | $511200.00    | 0.09%             | 2031-11-15      | Fixed         | 8.62%                 | 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        |    175000 | PA      | $175000.00    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| SFS Auto Receivables Securitization Trust 2025-1                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A C 144A                                                                                       | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $385637.91    | 0.07%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | SHIFT4 PAYMENTS LLC/FIN COMPANY GUAR 144A 08/32 6.75                                                                                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107100.00    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2020-2 Receivables Funding LLC                                 | SIERRA RECEIVABLES FUNDING CO SRFC 2020 2A C 144A                                                                                         | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21432 | PA      | $21257.90     | 0.00%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd                                                           | SIGNAL PEAK CLO, LLC SPEAK 2018 5A BR 144A                                                                                                | CUSIP: 82666VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $251451.87    | 0.05%             | 2037-04-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2022-3 Receivables Funding LLC                                 | SIERRA RECEIVABLES FUNDING CO SRFC 2022 3A B 144A                                                                                         | CUSIP: 826934AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64234 | PA      | $65438.73     | 0.01%             | 2039-07-20      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                                                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113400.00    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada s Wonderland Co | SIX FLAGS ENT/SIX FLAG SR SECURED 144A 05/32 6.625                                                                                        | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $244500.00    | 0.04%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 10/29 5.026                                                                                    | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113889.79    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE COMPANY GUAR 144A 01/28 VAR                                                                                              | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $313853.15    | 0.06%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE COMPANY GUAR 144A 04/29 VAR                                                                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $808000.00    | 0.15%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP COMPANY GUAR 03/29 5.4                                                                                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280559.68    | 0.05%             | 2029-03-01      | Fixed         | 5.40%                 | 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      | $667757.44    | 0.12%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP COMPANY GUAR 03/34 5.6                                                                                                     | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474167.96    | 0.09%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP COMPANY GUAR 04/54 5.9                                                                                                     | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    445000 | PA      | $426926.77    | 0.08%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                                                                                                  | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309563 | PA      | $301842.18    | 0.05%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                        | SOUND POINT CLO LTD SNDPT 2019 1A BRR 144A                                                                                                | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249986.55    | 0.05%             | 2032-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                            | SOUTH32 TREASURY LTD COMPANY GUAR 144A 04/32 4.35                                                                                         | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   1221000 | PA      | $1125260.17   | 0.20%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/35 5.45                                                                                             | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265348.48    | 0.05%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                                                                                                | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179282.86    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75                                                                                               | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    470000 | PA      | $562825.00    | 0.10%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK + DECKER I JR SUBORDINA 03/60 VAR                                                                                           | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    840000 | PA      | $811320.72    | 0.15%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                 | STAR PARENT INC SR SECURED 144A 10/30 9                                                                                                   | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164800.00    | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Montenegro Government International Bond                                        | REPUBLIC OF MONTENEGRO SR UNSECURED 144A 03/31 7.25                                                                                       | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |   1345000 | PA      | $1375262.50   | 0.25%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS INC SR UNSECURED 05/35 5.25                                                                                                | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    470000 | PA      | $462480.94    | 0.08%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                       | STELLANTIS FIN US INC COMPANY GUAR 144A 03/30 5.75                                                                                        | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    830000 | PA      | $832080.81    | 0.15%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/29 7                                                                                                       | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97850.00     | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/32 7.25                                                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145425.00    | 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      | $126685.50    | 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      | $395390.19    | 0.07%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Swiss RE Subordinated Finance PLC                                               | SWISS RE SUB FIN PLC COMPANY GUAR 144A 04/46 VAR                                                                                          | CUSIP: 87088QAB0<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $586969.20    | 0.11%             | 2046-04-01      | Variable      | 6.19%                 | 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      | $381353.20    | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd                                                            | SYMPHONY CLO LTD SYMP 2015 16A ARR 144A                                                                                                   | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    177574 | PA      | $177942.38    | 0.03%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                 | STAR PARENT INC TERM LOAN B                                                                                                               | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    109461 | PA      | $107490.78    | 0.02%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| TPIC SPV I LLC                                                                  | TPIC SPV LLC TPIC 2024 1A A 144A                                                                                                          | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |    274015 | PA      | $274015.37    | 0.05%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUPPLY, LLC 2023 TERM LOAN B                                                                                                 | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    434947 | PA      | $435151.82    | 0.08%             | 2030-05-17      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUPPLY LLC 2024 INCREMENTAL TERM LOAN B                                                                                      | CUSIP: 87422LAY6<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |    194375 | PA      | $194343.90    | 0.04%             | 2031-12-11      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625                                                                                       | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    325000 | PA      | $346125.00    | 0.06%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375                                                                                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141750.00    | 0.03%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS COMPANY GUAR 03/30 5.5                                                                                           | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $42304.75     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | 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      | $1192227.92   | 0.22%             | 2035-08-15      | Fixed         | 5.55%                 | 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        |    175000 | PA      | $183312.50    | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp                                                                  | CMG MEDIA CORPORATION 2024 TERM LOAN                                                                                                      | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497612 | PA      | $471487.22    | 0.09%             | 2029-06-18      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GROUP INC 2024 USD TERM LOAN                                                                                               | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    168980 | PA      | $168478.60    | 0.03%             | 2031-03-24      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GROUP INC 2024 1ST LIEN TERM LOAN B                                                                                        | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    511995 | PA      | $510398.06    | 0.09%             | 2029-03-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC SR SECURED 05/37 6.55                                                                                               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    740000 | PA      | $744425.94    | 0.14%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-3                                                | TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1B 144A                                                                                            | CUSIP: 89183FAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84808 | PA      | $85431.04     | 0.02%             | 2065-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                                                            | TOWNSQUARE MEDIA INC 2025 TERM LOAN                                                                                                       | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    165000 | PA      | $149325.00    | 0.03%             | 2030-02-06      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| Toyota Lease Owner Trust 2025-A                                                 | TOYOTA LEASE OWNER TRUST TLOT 2025 A A4 144A                                                                                              | CUSIP: 89239NAE5<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $614051.80    | 0.11%             | 2029-06-20      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC SR SECURED 144A 12/30 6.875                                                                                                 | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128593.75    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC SR SECURED 144A 12/31 7.125                                                                                                 | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382950.00    | 0.07%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC COMPANY GUAR 144A 05/33 6.375                                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271562.50    | 0.05%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Transocean Aquila Ltd                                                           | TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8                                                                                             | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     69308 | PA      | $69307.69     | 0.01%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                  | TRANSOCEAN INC SR SECURED 144A 02/30 8.75                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    222400 | PA      | $223512.00    | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                  | TRANSOCEAN INC COMPANY GUAR 144A 05/29 8.25                                                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     85000 | PA      | $76075.00     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2019-SFR1 Trust                                           | TRICON AMERICAN HOMES TAH 2019 SFR1 D 144A                                                                                                | CUSIP: 89612LAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98135.01     | 0.02%             | 2038-03-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2021-SFR1 Trust                                              | TRICON RESIDENTIAL TCN 2021 SFR1 A 144A                                                                                                   | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751728 | PA      | $726823.56    | 0.13%             | 2038-07-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                                              | TRICON RESIDENTIAL TCN 2024 SFR2 A 144A                                                                                                   | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99886 | PA      | $99466.09     | 0.02%             | 2040-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR2 Trust                                              | TRICON RESIDENTIAL TCN 2024 SFR2 D 144A                                                                                                   | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $154865.10    | 0.03%             | 2040-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd                                                             | TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A                                                                                                  | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100534.69   | 0.20%             | 2034-01-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo VII Ltd                                                            | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                                                                                                  | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992593.70    | 0.18%             | 2035-01-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| TIH Insurance Holdings LLC                                                      | TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN                                                                                          | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    644737 | PA      | $644736.84    | 0.12%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| TIH Insurance Holdings LLC                                                      | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                                                                                            | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259355 | PA      | $258597.52    | 0.05%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG, INC, 2024 TERM LOAN B                                                                                                                | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1048127 | PA      | $1049803.98   | 0.19%             | 2031-02-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| X Corp                                                                          | TWITTER INC 2025 FIXED TERM LOAN                                                                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320000 | PA      | $318348.80    | 0.06%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC                                                                | UFC HOLDINGS LLC 2024 TERM LOAN B                                                                                                         | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    149488 | PA      | $149804.41    | 0.03%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC SR SECURED 144A 02/31 6.875                                                                                                       | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324450.00    | 0.06%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                      | USI INC/NY SR UNSECURED 144A 01/32 7.5                                                                                                    | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |    330000 | PA      | $346087.50    | 0.06%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A                                                                                        | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96222 | PA      | $97364.96     | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP SUBORDINATED 07/33 VAR                                                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272061.72    | 0.05%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 05/40 1.125                                                                                                               | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    395000 | PA      | $239715.63    | 0.04%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 08/51 2                                                                                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1420000 | PA      | $797141.41    | 0.14%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 08/41 1.75                                                                                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $123284.77    | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/42 2.375                                                                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $56953.12     | 0.01%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 05/42 3.25                                                                                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $105401.56    | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 11/52 4                                                                                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $239476.56    | 0.04%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 11/42 4                                                                                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $138725.00    | 0.03%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/53 3.625                                                                                                               | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $23943.75     | 0.00%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/43 3.875                                                                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $100984.38    | 0.02%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 05/53 3.625                                                                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $510375.00    | 0.09%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 05/43 3.875                                                                                                               | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2020000 | PA      | $1769314.85   | 0.32%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 08/53 4.125                                                                                                               | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $353963.67    | 0.06%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 08/43 4.375                                                                                                               | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $341317.77    | 0.06%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 11/43 4.75                                                                                                                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    655000 | PA      | $642130.27    | 0.12%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/54 4.25                                                                                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $183066.60    | 0.03%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/44 4.5                                                                                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $322402.34    | 0.06%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 05/54 4.625                                                                                                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $404165.04    | 0.07%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 08/54 4.25                                                                                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15250000 | PA      | $13637431.60  | 2.48%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 08/44 4.125                                                                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25660000 | PA      | $23062927.28  | 4.19%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 11/44 4.625                                                                                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7301937.50   | 1.33%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/55 4.625                                                                                                               | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13245000 | PA      | $12637592.51  | 2.30%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/45 4.75                                                                                                                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13685000 | PA      | $13363723.28  | 2.43%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 10/29 4                                                                                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $260589.06    | 0.05%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/30 4                                                                                                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8360000 | PA      | $8380246.83   | 1.52%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 08/30 4.125                                                                                                               | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1130000 | PA      | $1136444.53   | 0.21%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 08/34 3.875                                                                                                               | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7240000 | PA      | $6977267.21   | 1.27%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 10/29 4.125                                                                                                               | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    515000 | PA      | $518782.03    | 0.09%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 11/34 4.25                                                                                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2135000 | PA      | $2114984.38   | 0.38%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 12/31 4.5                                                                                                                 | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7475000 | PA      | $7628879.90   | 1.39%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 12/29 4.375                                                                                                               | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | PA      | $1536778.90   | 0.28%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 01/30 4.25                                                                                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4605000 | PA      | $4662922.24   | 0.85%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 01/32 4.375                                                                                                               | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14285000 | PA      | $14472490.63  | 2.63%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 02/32 4.125                                                                                                               | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11380000 | PA      | $11362218.75  | 2.07%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 03/32 4.125                                                                                                               | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6080000 | PA      | $6069074.97   | 1.10%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 03/30 4                                                                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7310000 | PA      | $7324277.31   | 1.33%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 04/27 3.75                                                                                                                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4405000 | PA      | $4391750.60   | 0.80%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 04/30 3.875                                                                                                               | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9925000 | PA      | $9887781.25   | 1.80%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMMUNICATIONS SR SECURED 144A 08/28 8                                                                                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    168000 | PA      | $167370.00    | 0.03%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMMUNICATIONS SR SECURED 144A 07/31 8.5                                                                                        | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110400.00    | 0.02%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VNDO Trust 2016-350P                                                            | VNO MORTGAGE TRUST VNDO 2016 350P D 144A                                                                                                  | CUSIP: 91831UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $101538.39    | 0.02%             | 2035-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY CORP SR UNSECURED 02/30 5.15                                                                                                | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348862.28    | 0.06%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | VENTURE GLOBAL PLAQUE SR SECURED 144A 05/33 7.5                                                                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109462.50    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | VENTURE GLOBAL PLAQUE SR SECURED 144A 05/35 7.75                                                                                          | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    365000 | PA      | $383706.25    | 0.07%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5                                                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    360000 | PA      | $384300.00    | 0.07%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875                                                                                        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68981.25     | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR                                                                                        | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    520000 | PA      | $488800.00    | 0.09%             | 2174-03-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2023-1 LLC                                                  | VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A                                                                                              | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111776 | PA      | $113463.88    | 0.02%             | 2031-01-13      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                                  | VERDANT RECEIVABLES LLC VERD 2024 1A A2 144A                                                                                              | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87122 | PA      | $88326.24     | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2024 6 C                                                                                                        | CUSIP: 92348KDH3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $660879.99    | 0.12%             | 2030-08-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2025 3 C                                                                                                        | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1497829.65   | 0.27%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-INV1                                            | VERUS SECURITIZATION TRUST VERUS 2025 INV1 A3 144A                                                                                        | CUSIP: 924929AE2<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-MBS          | CORP              | US        |    261977 | PA      | $262934.07    | 0.05%             | 2070-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                               | VERUS SECURITIZATION TRUST VERUS 2020 1 A3 144A                                                                                           | CUSIP: 92536PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45401 | PA      | $44500.53     | 0.01%             | 2060-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST VERUS 2021 1 A3 144A                                                                                           | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90466 | PA      | $79694.59     | 0.01%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                              | VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A                                                                                          | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29743 | PA      | $28132.90     | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-4                                               | VERUS SECURITIZATION TRUST VERUS 2022 4 A1 144A                                                                                           | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67145 | PA      | $66753.77     | 0.01%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-1                                               | VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A                                                                                           | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66858 | PA      | $66751.24     | 0.01%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-2                                               | VERUS SECURITIZATION TRUST VERUS 2025 2 A1 144A                                                                                           | CUSIP: 92540VAA3<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-MBS          | CORP              | US        |    661776 | PA      | $659897.37    | 0.12%             | 2070-03-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                      | VIASAT INC SR UNSECURED 144A 05/31 7.5                                                                                                    | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $178593.75    | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Viasat Inc                                                                      | VIASAT INC TERM LOAN                                                                                                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    104577 | PA      | $98634.86     | 0.02%             | 2029-03-02      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                         | VISTA POINT SECURITIZATION TRU VSTA 2020 2 A1 144A                                                                                        | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14041 | PA      | $13449.54     | 0.00%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                     | VISTRA CORP JR SUBORDINA 144A VAR                                                                                                         | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    789000 | PA      | $803793.75    | 0.15%             | 2174-04-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                     | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                                                                                                   | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1433456.25   | 0.26%             | 2173-07-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/30 5.35                                                                                     | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315671.27    | 0.06%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2018-3 Ltd                                                             | VOYA CLO LTD VOYA 2018 3A A1R2 144A                                                                                                       | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |    168767 | PA      | $168832.49    | 0.03%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                              | VOYAGER PARENT LLC SR SECURED 144A 07/32 9.25                                                                                             | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283593.75    | 0.05%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Inc                                                             | WEC US HOLDINGS LTD. 2024 TERM LOAN                                                                                                       | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    198650 | PA      | $198183.31    | 0.04%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                            | WB COMMERCIAL MORTGAGE TRUST WB 2024 HQ A 144A                                                                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100242.29    | 0.02%             | 2040-03-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                | WAND NEWCO 3 INC 2025 REPRICED TERM LOAN B                                                                                                | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    286462 | PA      | $283566.16    | 0.05%             | 2031-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                | WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625                                                                                              | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145425.00    | 0.03%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CELESTIAL SATURN PARENT INC 2ND LIEN TERM LOAN                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     85000 | PA      | $82131.25     | 0.01%             | 2029-06-04      | Floating      | 10.94%                | 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        |     25000 | PA      | $24375.00     | 0.00%             | 2029-10-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2018-2 Ltd                                                        | WELLFLEET CLO LTD WELF 2018 2A BR 144A                                                                                                    | CUSIP: 94949JAN5<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250512.18    | 0.05%             | 2031-10-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR                                                                                              | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103689.64    | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO + COMPANY SR UNSECURED 04/51 VAR                                                                                              | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    890000 | PA      | $779922.13    | 0.14%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR                                                                                              | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437218.75    | 0.08%             | 2173-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AH PARENT, INC. SERIES A TC3I9NQ04                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       250 | NS      | $250490.00    | 0.05%             |  |  |  | Yes           |                  3 | 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      |
| Wheels Fleet Lease Funding 1 LLC                                                | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A A1 144A                                                                                       | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $776003.24    | 0.14%             | 2040-01-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                | WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A C 144A                                                                                        | CUSIP: 96328GCH8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $841355.84    | 0.15%             | 2040-01-18      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2019-3 Clo Ltd                                            | WIND RIVER CLO LTD WINDR 2019 3A CR2 144A                                                                                                 | CUSIP: 97314JAN5<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    190000 | PA      | $190553.10    | 0.03%             | 2031-04-15      | Floating      | 6.26%                 | 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      | $98500.00     | 0.02%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zaxbys Funding LLC                                                              | ZAXBY S FUNDING LLC ZAXBY 2021 1A A2 144A                                                                                                 | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1251250 | PA      | $1144863.22   | 0.21%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund                                                                                                     | CUSIP: 000000000<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  11485706 | NS      | $11485705.80  | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FUNDING LTD SR SECURED REGS 03/36 1.875                                                                                          | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    459000 | PA      | $445247.32    | 0.08%             | 2034-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PP EUR HOLD COMPANY GUAR REGS 03/29 1.75                                                                                       | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    540000 | PA      | $573491.10    | 0.10%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                         | TK ELEVATOR HOLDCO GMBH SR UNSECURED REGS 07/28 6.625                                                                                     | CUSIP: 000000000<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    112500 | PA      | $127855.66    | 0.02%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Autostrade per l Italia SpA                                                     | AUTOSTRADE PER L ITALIA SR UNSECURED REGS 01/30 2                                                                                         | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    675000 | PA      | $727724.17    | 0.13%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co SA                                                           | CELLNEX FINANCE CO SA COMPANY GUAR REGS 09/32 2                                                                                           | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1432622.39   | 0.26%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OPER PARTNERSP/FINL COMPANY GUAR 10/26 0.993                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $170167.47    | 0.03%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                                   | AXIAN TELECOM COMPANY GUAR REGS 02/27 7.375                                                                                               | CUSIP: 000000000<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |    670000 | PA      | $675244.89    | 0.12%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Montenegro Government International Bond                                        | REPUBLIC OF MONTENEGRO SR UNSECURED REGS 03/31 7.25                                                                                       | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    480000 | PA      | $490800.00    | 0.09%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VEON Holdings BV                                                                | VEON HOLDINGS BV SR UNSECURED REGS 11/27 3.375                                                                                            | CUSIP: 000000000<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |    610000 | PA      | $558150.00    | 0.10%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                         | IMCD NV COMPANY GUAR REGS 04/30 3.625                                                                                                     | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $567390.10    | 0.10%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REPUBLIC OF SRI LANKA SR UNSECURED 144A 02/38 VAR                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    856208 | PA      | $674152.49    | 0.12%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REPUBLIC OF SRI LANKA SR UNSECURED 144A 01/30 VAR                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     41436 | PA      | $36152.91     | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/36 VAR                                                                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     38088 | PA      | $29803.86     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                           | ALDAR PROPERTIES PJSC SUBORDINATED REGS 04/55 VAR                                                                                         | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |    540000 | PA      | $542270.16    | 0.10%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                            | HEATHROW FUNDING LTD SR SECURED REGS 01/38 3.875                                                                                          | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $112062.11    | 0.02%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Health & Happiness H&H International Holdings Ltd                               | HEALTH AND HAPPINESS H+H SR SECURED REGS 07/28 9.125                                                                                      | CUSIP: 000000000<br>LEI: 2138007WU5DJFZFDDV59 | Long             | DBT              | CORP              | KY        |    850000 | PA      | $864875.00    | 0.16%             | 2028-07-24      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                          | BULGARIA SR UNSECURED REGS 05/38 4.125                                                                                                    | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    710000 | PA      | $822768.64    | 0.15%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 10YR MINI JGB FUT JUN25 XSIM 20250612                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |         3 | NC      | $-527.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  JUN25 XEUR 20250606                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -14 | NC      | $-19311.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  JUN25 XEUR 20250606                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -8 | NC      | $178.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   JUN25 XEUR 20250606                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -22 | NC      | $-12963.93    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-OAT FUTURE   JUN25 XEUR 20250606                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -5 | NC      | $-10789.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BTP FUTURE   JUN25 XEUR 20250606                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         2 | NC      | $3445.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)SEP25 XCBT 20250919                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -131 | NC      | $-13783.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) SEP25 XCBT 20250919                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        48 | NC      | $69773.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CAN 10YR BOND FUT SEP25 XMOD 20250918                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        41 | NC      | $42748.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR ULTRA FUT SEP25 XCBT 20250919                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       672 | NC      | $537223.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  SEP25 IFLL 20250926                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |        -6 | NC      | $-2973.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) SEP25 XCBT 20250930                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       278 | NC      | $58246.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CAN 5YR BOND FUT  SEP25 XMOD 20250918                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |       -24 | NC      | $-14382.16    | -0.00%            |  |  |  | No            |                  1 | 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      | $37.21        | 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      | $-3.20        | -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      | $15.11        | 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      | $24.06        | 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      | $-768.73      | -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      | $3506.71      | 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      | $-3052.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B10038702 IRS USD R V 12MSOFR 5410038702_FLO CCPOIS/ Short: B10038702 IRS USD P F  3.81500 5410038702_FIX CCPOIS                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $58399.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B15057713 CDS USD R V 03MEVENT 5415057713PRO CCPCDX/ Short: B15057713 CDS USD P F  5.00000 5415057713FEE CCPCDX                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $-1946515.61  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B16360251 IRS USD R V 12MSOFR 5416360251_FLO CCPOIS/ Short: B16360251 IRS USD P F  3.70300 5416360251_FIX CCPOIS                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $211603.82    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B26665203 IRS USD R V 12MUSCPI 5426665203INF CCPINFLATIONZERO/ Short: B26665203 IRS USD P F  2.55750 5426665203FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-10039.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B26665208 IRS USD R V 12MUSCPI 5426665208INF CCPINFLATIONZERO/ Short: B26665208 IRS USD P F  2.54500 5426665208FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-2050.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B27360828 IRS USD R V 12MUSCPI 5427360828INF CCPINFLATIONZERO/ Short: B27360828 IRS USD P F  2.54800 5427360828FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-6322.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B29823481 IRS USD R V 12MUSCPI 5429823481INF CCPINFLATIONZERO/ Short: B29823481 IRS USD P F  2.56200 5429823481FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-4461.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B30516102 IRS USD R V 12MUSCPI 5430516102INF CCPINFLATIONZERO/ Short: B30516102 IRS USD P F  2.53300 5430516102FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-351.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B30516339 IRS USD R V 12MUSCPI 5430516339INF CCPINFLATIONZERO/ Short: B30516339 IRS USD P F  2.55500 5430516339FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-6531.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B33742397 IRS USD R V 12MSOFR 5433742397_FLO CCPOIS/ Short: B33742397 IRS USD P F  4.00200 5433742397_FIX CCPOIS                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-407476.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                 | Long: B52889939 CDS USD R V 03MEVENT TC23WNAG4 07CABWAH0 CCPCORPOR/ Short: B52889939 CDS USD P F  5.00000 BEAZER HOMES 29 12   CCPCORPOR  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-134759.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B69248447 IRS USD R V 12MUSCPI 5369248447INF CCPINFLATIONZERO/ Short: B69248447 IRS USD P F  2.45900 5369248447FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $5799.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B69248724 IRS USD R V 12MUSCPI 5369248724INF CCPINFLATIONZERO/ Short: B69248724 IRS USD P F  2.45400 5369248724FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $4935.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B70504723 IRS USD R V 12MUSCPI 5370504723INF CCPINFLATIONZERO/ Short: B70504723 IRS USD P F  2.44700 5370504723FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $5796.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B70504784 IRS USD R V 12MUSCPI 5370504784INF CCPINFLATIONZERO/ Short: B70504784 IRS USD P F  2.45820 5370504784FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $908.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B70548696 IRS USD R V 12MUSCPI 5370548696INF CCPINFLATIONZERO/ Short: B70548696 IRS USD P F  2.43920 5370548696FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $4278.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B70548750 IRS USD R V 12MUSCPI 5370548750INF CCPINFLATIONZERO/ Short: B70548750 IRS USD P F  2.45350 5370548750FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $5013.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: B79297795 IRS USD R V 12MUSCPI 5379297795INF CCPINFLATIONZERO/ Short: B79297795 IRS USD P F  2.51950 5379297795FIX CCPINFLATIONZERO | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-19562.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | INSTRUCTURE HOLDINGS INC 2024 TERM LOAN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270000 | PA      | $269640.90    | 0.05%             | 2031-09-11      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BCPE PEQUOD BUYER INC USD TERM LOAN B                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275000 | PA      | $275550.00    | 0.05%             | 2031-09-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | QUALITYTECH LP TERM LOAN B                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49625.00     | 0.01%             | 2031-10-30      | Floating      | 7.83%                 | No            |                  3 | 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        |   1205000 | PA      | $1186925.00   | 0.22%             | 2032-11-21      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFS OPCO LLC DELAYED DRAW TERM LOAN                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000 | PA      | $19850.00     | 0.00%             | 2031-11-25      | Floating      | 9.05%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | SANDISK CORP TERM LOAN B                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    616511 | PA      | $607263.61    | 0.11%             | 2031-12-13      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | SHIFT4 PAYMENTS LLC 2025 TERM LOAN                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45262.35     | 0.01%             | 2032-05-08      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ALERA GROUP INC 2025 TERM LOAN                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $145081.20    | 0.03%             | 2032-05-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ALERA GROUP INC 2025 2ND LIEN TERM LOAN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    820000 | PA      | $824100.00    | 0.15%             | 2033-05-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-20775.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $23.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-46461.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-12153.95    | -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      | $362277.39    | 0.07%             |  |  |  | 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      | $-17.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-16797.18    | -0.00%            |  |  |  | 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      | $225.78       | 0.00%             |  |  |  | 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      | $-16.31       | -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      | $-39499.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-14717.44    | -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      | $2060.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $5310.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-13852.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | PURCHASED USD/ SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-2083.61     | -0.00%            |  |  |  | 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      | $-21.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | PURCHASED BRL/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | BR        |         1 | NC      | $-5364.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CORPORATION TERM LOAN                                                                                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    431857 | PA      | $430285.39    | 0.08%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Dye & Durham Corp                                                               | DYE AND DURHAM CORPORATION 2024 USD TERM LOAN B                                                                                           | CUSIP: 000000000<br>LEI: 549300XUQDPIC5QRY347 | Long             | LON              | CORP              | CA        |     48286 | PA      | $48527.15     | 0.01%             | 2031-04-11      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc                                      | JONES DESLUIR INSRNC MGMT INC 2025 TERM LOAN B                                                                                            | CUSIP: C4900AAM9<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    472567 | PA      | $466461.00    | 0.08%             | 2030-03-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                  | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    425000 | PA      | $402747.00    | 0.07%             | 2030-09-25      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                                           | ONTARIO GAMING GTA LP TERM LOAN B                                                                                                         | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    121994 | PA      | $119919.78    | 0.02%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL LP 2025 USD TERM LOAN B                                                                                                    | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    390000 | PA      | $388658.40    | 0.07%             | 2032-01-28      | Floating      | 7.08%                 | 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      | $-686.13      | -0.00%            |  |  |  | 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      | $54.21        | 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      | $-91.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | PURCHASED CAD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |         1 | NC      | $208.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                           | PURCHASED USD/ SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-23347.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | PURCHASED CAD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |         1 | NC      | $101.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                           | PURCHASED USD/ SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CA        |         1 | NC      | $-3452.26     | -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      | $-170.38      | -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      | $35.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |         1 | NC      | $300.38       | 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      | $29.80        | 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      | $32.23        | 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      | $-17.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | PURCHASED USD/ SOLD CHF                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CH        |         1 | NC      | $18322.21     | 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      | $241.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED USD/ SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |         1 | NC      | $3229.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |         1 | NC      | $161.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED CLP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |         1 | NC      | $-2883.28     | -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      | $-182.95      | -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      | $-13.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CL        |         1 | NC      | $2877.18      | 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      | $-85.78       | -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      | $-7548.66     | -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      | $-1.36        | -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      | $-55.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |         1 | NC      | $989.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                           | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |         1 | NC      | $5900.24      | 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      | $945.73       | 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      | $-18.14       | -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      | $-1227.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED COP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CO        |         1 | NC      | $-901.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED USD/ SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $151.22       | 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      | $4.45         | 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      | $-475.30      | -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      | $3.99         | 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      | $-1825.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                         | PURCHASED USD/ SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $-2556.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | PURCHASED CZK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | CZ        |         1 | NC      | $3288.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK ELEVATOR MIDCO GMBH 2025 USD TERM LOAN B                                                                                               | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    743373 | PA      | $744555.23    | 0.14%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                         | PURCHASED EGP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | EG        |         1 | NC      | $93727.78     | 0.02%             |  |  |  | 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      | $-74030.39    | -0.01%            |  |  |  | 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      | $-21.86       | -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      | $-2296.16     | -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      | $-600.51      | -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      | $21.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |         1 | NC      | $-393.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                         | PURCHASED USD/ SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KY        |         1 | NC      | $-66832.59    | -0.01%            |  |  |  | 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      | $5690.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL BIDCO SAS USD TERM LOAN B                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    820000 | PA      | $820410.00    | 0.15%             | 2032-03-31      | Floating      | 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      | $43.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-11.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                            | PURCHASED GBP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |         1 | NC      | $2733.44      | 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      | $22.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-29.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |         1 | NC      | $12.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-1908.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | PURCHASED USD/ SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-29741.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                            | PURCHASED GBP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | GB        |         1 | NC      | $21598.29     | 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      | $-8.46        | -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      | $-46.49       | -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      | $-2573.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED HUF/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | HU        |         1 | NC      | $247.67       | 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      | $121.97       | 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      | $-83.88       | -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      | $-2752.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED IDR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |         1 | NC      | $61.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                     | PURCHASED IDR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |         1 | NC      | $8.81         | 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      | $-1067.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | PURCHASED USD/ SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |         1 | NC      | $-62.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                     | PURCHASED USD/ SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |         1 | NC      | $-88.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | PURCHASED IDR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |         1 | NC      | $3783.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED IDR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |         1 | NC      | $89.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                     | PURCHASED USD/ SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |         1 | NC      | $620.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED IDR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ID        |         1 | NC      | $-6.13        | -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      | $611.12       | 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      | $96.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                                              | PURCHASED USD/ SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |         1 | NC      | $-15542.14    | -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      | $893.88       | 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      | $297.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                          | PURCHASED USD/ SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IL        |         1 | NC      | $25.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IN        |         1 | NC      | $256.90       | 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      | $2582.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | PURCHASED USD/ SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IN        |         1 | NC      | $6760.25      | 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      | $-14.88       | -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      | $-73.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                   | PURCHASED INR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-6483.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | IN        |         1 | NC      | $-153.70      | -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      | $122.15       | 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      | $13.19        | 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      | $-53.58       | -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      | $183.29       | 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      | $-362.91      | -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      | $1679.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | PURCHASED USD/ SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-60.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                         | PURCHASED JPY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |         1 | NC      | $396.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | PURCHASED JPY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-11259.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.                                                              | PURCHASED USD/ SOLD JPY                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |         1 | NC      | $165569.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | PURCHASED JPY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-151046.07   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                         | PURCHASED JPY/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | JP        |         1 | NC      | $4229.41      | 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      | $-22153.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED KRW/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-70.77       | -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      | $-218.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED KRW/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |         1 | NC      | $4072.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                        | PURCHASED KRW/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-6564.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED KRW/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |         1 | NC      | $-66.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                        | PURCHASED USD/ SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | KR        |         1 | NC      | $7451.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Connect Finco SARL                                                              | CONNECT FINCO SARL 2024 EXTENDED TERM LOAN B                                                                                              | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    124197 | PA      | $113097.84    | 0.02%             | 2029-09-27      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DELTA 2 LUX SARL 2024 TERM LOAN B1                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    130000 | PA      | $129935.00    | 0.02%             | 2031-09-10      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | DELTA 2 LUX SARL 2024 TERM LOAN B2                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     65000 | PA      | $64967.50     | 0.01%             | 2031-09-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg Sarl                                                     | LOIRE FINCO LUXEMBOURG SARL 2025 USD TERM LOAN B                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    250000 | PA      | $249375.00    | 0.05%             | 2030-01-31      | Floating      | 8.43%                 | 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      | $-484.40      | -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      | $-847.33      | -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      | $736.94       | 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      | $1890.39      | 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      | $2887.74      | 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      | $17.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |         1 | NC      | $-6169.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                            | PURCHASED USD/ SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |         1 | NC      | $-1761.90     | -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      | $-48.67       | -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      | $6136.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                            | PURCHASED MYR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |         1 | NC      | $-4190.07     | -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      | $-24.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                                                            | PURCHASED USD/ SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | MY        |         1 | NC      | $3890.46      | 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      | $-28.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EG America LLC                                                                  | EG GROUP LIMITED 2024 TERM LOAN B                                                                                                         | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | GB        |    154449 | PA      | $154786.99    | 0.03%             | 2028-02-07      | Floating      | 8.58%                 | 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      | $-14.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | PURCHASED USD/ SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-930.75      | -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      | $8.49         | 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      | $-6.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | PURCHASED USD/ SOLD NOK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-49283.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | PURCHASED NOK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NO        |         1 | NC      | $-423.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA INTERNATIONAL PLC                                                        | PURCHASED NOK/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | NO        |         1 | NC      | $774.98       | 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      | $611.69       | 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      | $-26.26       | -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      | $-768.33      | -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      | $23.35        | 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      | $407.29       | 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      | $40.30        | 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      | $72.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                               | PURCHASED NZD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-175.12      | -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      | $28.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | PURCHASED USD/ SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | NZ        |         1 | NC      | $-2326.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5288478666 TROWE SWAPTION 4.55 PUT USD 20250709                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $3643.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5287116314 TROWE SWAPTION 4.75 PUT USD 20250708                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $305.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5331295540 TROWE SWAPTION 4.55 PUT USD 20250718                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $4151.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5331295533 TROWE SWAPTION 4.75 PUT USD 20250718                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $433.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5388998660 TROWE PUT USD 50 20250815                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       503 | NC      | $20533.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5311703179 TROWE SWAPTION 4.55 PUT USD 20250707                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $3625.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5311703409 TROWE SWAPTION 4.75 PUT USD 20250707                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $246.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5437664051 TROWE CALL USD 79 20250620                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -165 | NC      | $-11925.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5437664055 TROWE PUT USD 79 20250620                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -165 | NC      | $-6858.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5441464402 TROWE PUT USD 79 20250620                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -134 | NC      | $-5569.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5441464406 TROWE CALL USD 79 20250620                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -134 | NC      | $-9685.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5446096380 TROWE CALL USD 79 20250620                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       -46 | NC      | $-3324.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 5446096382 TROWE PUT USD 79 20250620                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       -46 | NC      | $-1912.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED PEN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |         1 | NC      | $999.35       | 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      | $-24.22       | -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      | $-67.44       | -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      | $42.14        | 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      | $-4574.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                           | PURCHASED PEN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |         1 | NC      | $5855.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PE        |         1 | NC      | $-1020.38     | -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      | $9.47         | 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      | $17.09        | 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      | $-94.87       | -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      | $13.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                          | PURCHASED PHP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |         1 | NC      | $1954.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |         1 | NC      | $29.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |         1 | NC      | $1215.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED PHP/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |         1 | NC      | $-1302.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED USD/ SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PH        |         1 | NC      | $12.50        | 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      | $-11.68       | -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      | $-6.45        | -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      | $-2551.38     | -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      | $-16.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED PLN/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | PL        |         1 | NC      | $1585.32      | 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      | $7.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                 | Long: S61966717 CDS EUR R F  1.00000 5361966717FEE CCPCORPORATE/ Short: S61966717 CDS EUR P V 03MEVENT 5361966717PRO CCPCORPORATE         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-101241.89   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: S71677778 CDS USD R F  1.00000 5371677778FEE CCPCDX/ Short: S71677778 CDS USD P V 03MEVENT 5371677778PRO CCPCDX                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $1205942.53   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: S71677802 CDS EUR R F  1.00000 5371677804FEE CCPITRAXX/ Short: S71677802 CDS EUR P V 03MEVENT 5371677804PRO CCPITRAXX               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $976401.11    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | Long: S79633573 CDS USD R F  5.00000 5379633573FEE CCPCDX/ Short: S79633573 CDS USD P V 03MEVENT 5379633573PRO CCPCDX                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |         1 | NC      | $1205610.87   | 0.22%             |  |  |  | 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      | $-4.64        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED USD/ SOLD SEK                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SE        |         1 | NC      | $-416.54      | -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      | $6.57         | 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      | $241.78       | 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      | $-25.28       | -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      | $-7.38        | -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      | $-1278.15     | -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      | $-112.05      | -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      | $22.03        | 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      | $-61.32       | -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      | $-183.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED USD/ SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | SG        |         1 | NC      | $-10260.95    | -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      | $-7.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                        | PURCHASED THB/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-6874.65     | -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      | $-147.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                          | PURCHASED USD/ SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |         1 | NC      | $-9495.25     | -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      | $-206.66      | -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      | $-22.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                                                        | PURCHASED USD/ SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TH        |         1 | NC      | $6886.09      | 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      | $-21.40       | -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      | $97.97        | 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      | $5530.46      | 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      | $-1.85        | -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      | $-9.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED TWD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |         1 | NC      | $294.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-650.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED TWD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |         1 | NC      | $8868.53      | 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      | $-30.05       | -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      | $197.69       | 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      | $261.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED TWD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |         1 | NC      | $3.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED TWD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |         1 | NC      | $50.71        | 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      | $2487.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | PURCHASED USD/ SOLD TWD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |         1 | NC      | $-22867.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                   | PURCHASED TWD/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | TW        |         1 | NC      | $120.09       | 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      | $-261.18      | -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      | $257.58       | 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      | $1.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                               | KOSMOS ENERGY LTD COMPANY GUAR REGS 05/27 7.75                                                                                            | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |    510000 | PA      | $443700.00    | 0.08%             | 2027-05-01      | Fixed         | 7.75%                 | 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      | $3.20         | 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      | $-27.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank N.A.                                                           | PURCHASED ZAR/ SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | ZA        |         1 | NC      | $2598.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-03

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President