# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001413032-25-000077
**Filing Date:** 2025-8
**Character Count:** 405375
**Document Hash:** 3b26e15594400f4be19dbdfd87f6066a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001413032-25-000077.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001413032-25-000077

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 251244732

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Columbia Variable Portfolio - Balanced Fund (Series ID: S000019838)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000055675 | Columbia Variable Portfolio - Balanced Fund Class 3 |  |
| C000143976 | Columbia Variable Portfolio - Balanced Fund Class 1 |  |
| C000143977 | Columbia Variable Portfolio - Balanced Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Variable Portfolio - Balanced Fund

- **b. EDGAR series identifier (if any):** S000019838

- **c. LEI of Series:** BP7VEYBDB8571LB64036

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1697334551.97

**Total Liabilities:** $90509918.83

**Net Assets:** $1606824633.14

**Delayed Delivery Securities:** $90047803.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 57849.080300000000 | **1-Year:** 5497.438400000000 | **5-Year:** 20965.331100000000 | **10-Year:** 32172.945600000000 | **30-Year:** 88173.385700000100

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

- **3-Month:** 10.982400000000 | **1-Year:** 2041.306800000000 | **5-Year:** 15777.188700000000 | **10-Year:** 13400.195200000000 | **30-Year:** 36012.695400000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000055675 | -0.15%               | 3.67%                | 4.07%                |
| Class ID C000143976 | -0.14%               | 3.69%                | 4.08%                |
| Class ID C000143977 | -0.15%               | 3.66%                | 4.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2751903.82             | $-2937984.60                               |
| Month 2  | $7656880.01              | $45928834.33                               |
| Month 3  | $909640.14               | $58341587.86                               |

**Designated Index Information**

- **Index Name:** 60% SNP500 / 40% LEH_AGG Index

- **Index Identifier:** SNPLEHAGU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACRISURE LLC                                                    | ACRISURE LLC / ACRISURE FINANCE IN     | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21295.96     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                     | ACUSHNET CO                            | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8343.13      | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                      | ADIENT GLOBAL HOLDINGS LTD             | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     18000 | PA      | $18423.21     | 0.00%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                       | Adobe Inc                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      8860 | NS      | $3427756.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                    | AFFRM_23-B                             | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3725000 | PA      | $3744842.33   | 0.23%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-B                    | AFFRM_23-B                             | CUSIP: 00792FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $301942.59    | 0.02%             | 2028-09-15      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X2                   | AFFRM_24-X2                            | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658046 | PA      | $658003.03    | 0.04%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                    | AFFRM_24-A                             | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1607797.28   | 0.10%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-A                    | AFFRM_24-A                             | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4125000 | PA      | $4145102.36   | 0.26%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-B                    | AFFRM_24-B                             | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1501111.05   | 0.09%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER LLC                                       | AG TTMT ESCROW ISSUER LLC              | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $50768.26     | 0.00%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AGILENT TECH INC                                                | Agilent Technologies Inc               | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     42282 | NS      | $4989698.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST AJAXM_21-A                             | AJAXM_21-A                             | CUSIP: 00971AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1672841 | PA      | $1505899.94   | 0.09%             | 2065-09-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                        | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AB7<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24974.04     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                        | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AF8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29587.91     | 0.00%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                              | ALLY FINANCIAL INC                     | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5896.16      | 0.00%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                            | ALPHA GENERATION LLC                   | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30954.12     | 0.00%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    111860 | NS      | $19842845.40  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    125550 | NS      | $22125676.50  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK PARTNERS LP                                            | ARCHROCK PARTNERS LP/ARCHROCK FIN      | CUSIP: 03959KAD2<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30580.08     | 0.00%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                              | ARDAGH METAL PACKAGING FIN/FIN PLC     | CUSIP: 03969YAB4<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |    103000 | PA      | $93990.44     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                              | ARDAGH METAL PACKAGING FIN/FIN PLC     | CUSIP: 03969YAC2<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |     63000 | PA      | $63173.72     | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                              | ARDONAGH FINCO LTD                     | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     53000 | PA      | $55389.09     | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                      | ARDONAGH GROUP FINANCE LTD             | CUSIP: 039956AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     52000 | PA      | $54718.87     | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                  | Amazon.com Inc                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    192541 | NS      | $42241569.99  | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AMENTUM HOLDINGS INC                                            | AMENTUM HOLDINGS INC                   | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62672.22     | 0.00%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER INC                                        | ARETEC GROUP INC                       | CUSIP: 040133AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $90066.03     | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD ARES_18-47A                                        | ARES_18-47A                            | CUSIP: 04016VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    550000 | PA      | $550388.85    | 0.03%             | 2030-04-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                               | AMERICAN AIRLINES INC TLB 3.25         | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9000 | PA      | $9049.50      | 0.00%             | 2032-05-28      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES                                               | AMERICAN AIRLINES INC                  | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $61821.38     | 0.00%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARETEC ESCROW ISSUER 2 INC                                      | ARETEC GROUP INC                       | CUSIP: 04020JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $71413.15     | 0.00%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                    | ASBURY AUTOMOTIVE GROUP INC            | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     34000 | PA      | $32829.19     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                               | AMERICAN AXLE & MANUFACTURING INC      | CUSIP: 02406PBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $28379.53     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY C                        | ABC SUPPLY CO INC                      | CUSIP: 024747AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $51160.59     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                             | ASCEND LEARNING LLC TL 2LN 5.75        | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     10815 | PA      | $10811.87     | 0.00%             | 2029-12-10      | Variable      | 10.18%                | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                             | ASSUREDPARTNERS INC                    | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36993.87     | 0.00%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                             | ASSUREDPARTNERS INC                    | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31076.33     | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                             | AVANTOR FUNDING INC                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24554.48     | 0.00%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_23-3          | ACAR_23-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1433742 | PA      | $1441968.17   | 0.09%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                        | American Express Co                    | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     30460 | NS      | $9716130.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANTOR FUNDING INC                                             | AVANTOR FUNDING INC                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61529.74     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                     | AVIENT CORP                            | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23181.90     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                    | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     39219 | NS      | $8668183.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIGAS PARTNERS LP                                            | AMERIGAS PARTNERS LP/AMERIGAS FINA     | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54929.00     | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                      | AVIS BUDGET CAR RENTAL LLC             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $42439.87     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                      | AVIS BUDGET CAR RENTAL/AVIS BUDGET     | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22966.62     | 0.00%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                       | Amgen Inc                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     14967 | NS      | $4178936.07   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                       | AMGEN INC                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1953465.16   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                | AMWINS GROUP INC                       | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50956.13     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMSTED IND INC                                                  | AMSTED INDUSTRIES INCORPORATED         | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7111.60      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                      | AVIS BUDGET CAR RENTAL LLC/AVIS BU     | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $24063.77     | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_21-1A                      | AESOP_21-1A                            | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3884393.60   | 0.24%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-R1                             | AOMT_20-R1                             | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    259345 | PA      | $245305.49    | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1481126 | PA      | $1336053.47   | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE SYSTEMS PLC                        | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $503794.67    | 0.03%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE SYSTEMS PLC                        | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    803000 | PA      | $822786.59    | 0.05%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 3140QVE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4590320 | PA      | $4683958.98   | 0.29%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 3140QVKW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5727196 | PA      | $5657025.27   | 0.35%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHMS MORTGAGE TRUST BHMS_18-ATLS                                | BHMS_18-ATLS                           | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $2373613.24   | 0.15%             | 2035-07-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_23-LIFE                                             | BX_23-LIFE                             | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1156327.28   | 0.07%             | 2028-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS SUPER                   | CUSIP: 3140W0EA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4846123 | PA      | $3894954.08   | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5469654 | PA      | $5470681.29   | 0.34%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5094431 | PA      | $5178275.74   | 0.32%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31419JLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91242 | PA      | $90940.90     | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-PAC                          | BX_21-PAC                              | CUSIP: 05609PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $2161406.03   | 0.13%             | 2036-10-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                     | BACARDI LTD / MARTINI BV               | CUSIP: 05635JAC4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    649000 | PA      | $626338.31    | 0.04%             | 2043-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD BCC_19-1A                           | BCC_19-1A                              | CUSIP: 05683VBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1351930.50   | 0.08%             | 2034-04-19      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    419981 | NS      | $19873500.92  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                  | CUSIP: 31427NJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2993455 | PA      | $3002573.33   | 0.19%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC (NEVADA)                             | FERTITTA ENTERTAINMENT LLC             | CUSIP: 31556TAC3<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61877.44     | 0.00%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | BANK OF AMERICA CORP                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5085345.75   | 0.32%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                     | BACARDI LTD                            | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    241000 | PA      | $241812.81    | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_22-2                    | EFMT_22-2                              | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4273137 | PA      | $4241781.01   | 0.26%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_19-2                    | EFMT_19-2                              | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55614 | PA      | $53385.13     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                     | BACARDI LTD                            | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3214965.06   | 0.20%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD BABSN_18-4A                                      | BABSN_18-4A                            | CUSIP: 06760XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3450000 | PA      | $3453229.20   | 0.21%             | 2030-10-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_20-1                    | EFMT_20-1                              | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5132 | PA      | $5088.78      | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                      | FKH_20-SFR2                            | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2975000 | PA      | $2938957.58   | 0.18%             | 2037-10-19      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| BASSWOOD PARK CLO LTD BARK_21-1A                                | BARK_21-1A                             | CUSIP: 070252AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1025000 | PA      | $1025757.48   | 0.06%             | 2034-04-20      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                              | BAUSCH & LOMB ESCROW CORP              | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $33431.61     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR1                                      | FKH_20-SFR1                            | CUSIP: 33767MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $670433.02    | 0.04%             | 2037-08-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                    | FOCUS FINANCIAL PARTNERS LLC           | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52073.00     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COS INC                  | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7071.32      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COS INC                  | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4202.30      | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                     | STACR_22-DNA6                          | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    191436 | PA      | $192630.54    | 0.01%             | 2042-09-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5                     | STACR_21-DNA5                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203861 | PA      | $205037.46    | 0.01%             | 2034-01-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                     | BAUSCH HEALTH COS INC                  | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10904.67     | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                              | BAYTEX ENERGY CORP                     | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     29000 | PA      | $29021.21     | 0.00%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_21-DNA7                     | STACR_21-DNA7                          | CUSIP: 35564KMA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1172747 | PA      | $1171605.42   | 0.07%             | 2041-11-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                     | STACR_22-DNA3                          | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1132857.99   | 0.07%             | 2042-04-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                              | BAYTEX ENERGY CORP                     | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13361.08     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                              | CNX RESOURCES CORP                     | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8338.60      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA5                     | STACR_22-DNA5                          | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    918399 | PA      | $938362.56    | 0.06%             | 2042-06-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                            | FRONTIER COMMUNICATIONS HOLDINGS       | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36603.37     | 0.00%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                              | CNX RESOURCES CORP                     | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33172.55     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                       | CNX MIDSTREAM PARTNERS LP              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $70975.86     | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                            | FRONTIER COMMUNICATIONS HOLDINGS       | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $60581.35     | 0.00%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCAT LLC GCAT_21-CM2                                            | GCAT_21-CM2                            | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1673593 | PA      | $1556486.84   | 0.10%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST CSMC_18-RPL9            | CSMC_18-RPL9                           | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1154668 | PA      | $1118835.61   | 0.07%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORP                          | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     34000 | PA      | $34593.70     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                            | GGAM FINANCE LTD                       | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     12000 | PA      | $12384.06     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                            | GGAM FINANCE LTD                       | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     37000 | PA      | $38237.88     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                             | CATERPILLAR FINANCIAL SERVICES         | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    732000 | PA      | $735700.66    | 0.05%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                    | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 150190AK2<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50497.05     | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LIMITED                                            | GGAM FINANCE LTD                       | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     52000 | PA      | $52313.24     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1                  | GFORT_24-1A                            | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $2713965.39   | 0.17%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11496.54     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25489.30     | 0.00%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATI                                | GSMS_17-485L                           | CUSIP: 36252CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $602198.56    | 0.04%             | 2037-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-NQM1                     | GSMBS_20-NQM1                          | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    209588 | PA      | $198385.96    | 0.01%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | CELANESE US HOLDINGS LLC               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31715.44     | 0.00%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | CELANESE US HOLDINGS LLC               | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70718.71     | 0.00%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_21-IP                         | GSMS_21-IP                             | CUSIP: 36262MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $819843.75    | 0.05%             | 2036-10-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                  | GE HEALTHCARE TECHNOLOGIES INC         | CUSIP: 36266GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $131061.75    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                    | CENTENE CORPORATION                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5174111.96   | 0.32%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                              | CDK GLOBAL INC                         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $37487.16     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                  | GE HEALTHCARE TECHNOLOGIES INC         | CUSIP: 36267VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2225715.63   | 0.14%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                        | GTCR W-2 MERGER SUB LLC                | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55229.37     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                                              | CENTRAL PARENT LLC/CDK GLOBAL II       | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $28141.22     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                        | CHAMPION IRON CANADA INC               | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     16000 | PA      | $16208.21     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_23-SHIP           | GSMS_23-SHIP                           | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1118005.62   | 0.07%             | 2038-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GATES CORP                                                      | GATES CORPORATION                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10382.73     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                    | CHARLES RIVER LABORATORIES INTL        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24251.21     | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS SUPER                   | CUSIP: 3140XNBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7210839 | PA      | $7125178.37   | 0.44%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                  | GE Vernova Inc                         | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     12710 | NS      | $6725496.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                             | General Electric Co                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     19611 | NS      | $5047675.29   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31414CBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52556 | PA      | $53728.02     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31414PKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15021 | PA      | $15355.87     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                               | GENERAL MILLS INC                      | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437488.65    | 0.03%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                          | GENESEE & WYOMING INC                  | CUSIP: 371559AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61303.69     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4210255 | PA      | $4282058.70   | 0.27%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-101            | GNMA_20-101                            | CUSIP: 38382F5U4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2559092 | PA      | $322467.66    | 0.02%             | 2050-07-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-77             | GNMA_20-77                             | CUSIP: 38382FAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3372858 | PA      | $444507.57    | 0.03%             | 2049-05-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                            | ROCKET COMPANIES INC                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20381.45     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                            | ROCKET COMPANIES INC                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25584.99     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                             | ROCKET MORTGAGE LLC/ROCKET MORT        | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    141000 | PA      | $126099.40    | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                             | GILEAD SCIENCES INC                    | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $5658719.56   | 0.35%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD GLM_21-10A                | GLM_21-10A                             | CUSIP: 38138TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1425000 | PA      | $1428464.18   | 0.09%             | 2037-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                    | ROCKIES EXPRESS PIPELINE LLC           | CUSIP: 77340RAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20886.17     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | ROYAL BANK OF CANADA                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $403066.16    | 0.03%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 1 LTD GLM_24-19A              | GLM_24-19A                             | CUSIP: 38138WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |   2750000 | PA      | $2757202.25   | 0.17%             | 2037-04-20      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                     | GOLDMAN SACHS GROUP INC                | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2579515.68   | 0.16%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | ROYAL BANK OF CANADA                   | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $706407.19    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY LLC                                              | RYAN SPECIALTY LLC                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46329.06     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                  | S&P Global Inc                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     15309 | NS      | $8072282.61   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                | SBALT_24-A                             | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1308576.36   | 0.08%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST GDLP_24-1             | GDLP_24-1A                             | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1377751 | PA      | $1393429.72   | 0.09%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                       | GOODYEAR TIRE & RUBBER COMPANY         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14659.24     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_23-A                                | SBALT_23-A                             | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2929350 | PA      | $2942406.99   | 0.18%             | 2027-04-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                    | NAVIENT LLC                            | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38576.54     | 0.00%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22             | GNMA_19-22                             | CUSIP: 38381RDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3512847 | PA      | $431288.06    | 0.03%             | 2049-02-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST SCART_21-AA           | SCART_21-AA                            | CUSIP: 80282YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16998 | PA      | $16972.24     | 0.00%             | 2026-11-16      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST SCART_21-AA           | SCART_21-AA                            | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $173774.88    | 0.01%             | 2027-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| HENRY SCHEIN INC.                                               | Henry Schein Inc                       | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     73060 | NS      | $5337033.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                    | SM ENERGY CO                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41028.07     | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                    | SM ENERGY CO                           | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34880.72     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                             | Charles Schwab Corp/The                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    144186 | NS      | $13155530.64  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                       | Block Inc                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |    133438 | NS      | $9064443.34   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                    | SM ENERGY CO                           | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16770.85     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                   | SS&C TECHNOLOGIES INC                  | CUSIP: 78466CAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22840.15     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM MORTGAGE TRUST SPGN_22-TFLM                           | SPGN_22-TFLM                           | CUSIP: 78473HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3314294.50   | 0.21%             | 2039-02-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| STAR_22-SFR3                                                    | STAR_22-SFR3                           | CUSIP: 78474PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1901340.07   | 0.12%             | 2039-05-17      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                       | BLOCK INC                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71225.41     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                 | STANDARD BUILDING SOLUTIONS INC        | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36854.17     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                 | STANDARD INDUSTRIES INC                | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9969.84      | 0.00%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                    | SCIENTIFIC GAMES HOLDINGS LP/FINCO     | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77066.17     | 0.00%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                       | SCOTTS MIRACLE-GRO CO/THE              | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42228.29     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                       | SCOTTS MIRACLE-GRO CO/THE              | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9172.63      | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                              | SEAGATE HDD CAYMAN                     | CUSIP: 81180WBN0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     19000 | PA      | $20295.31     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                              | SEAGATE HDD CAYMAN                     | CUSIP: 81180WBP5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     12000 | PA      | $12849.10     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                             | SELECT MEDICAL CORPORATION             | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61368.32     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                         | SENSATA TECHNOLOGIES BV                | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     43000 | PA      | $43048.35     | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                        | SERVICE PROPERTIES TRUST               | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27889.10     | 0.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                        | SERVICE PROPERTIES TRUST               | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15647.93     | 0.00%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                  | Sherwin-Williams Co/The                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      8132 | NS      | $2792203.52   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                             | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB     | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57162.30     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC                                               | SIMMONS FOODS INC/SIMMONS PREP         | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46360.75     | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                             | SIRIUS XM RADIO INC                    | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20820.96     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                             | SIRIUS XM RADIO INC                    | CUSIP: 82967NBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47633.91     | 0.00%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                    | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     89000 | PA      | $91447.50     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                    | SIX FLAGS ENTERTAINMENT CORP           | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42310.44     | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                        | SNAP INC                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52303.44     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                | SPIRIT AEROSYSTEMS INC                 | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $25530.26     | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                | SPIRIT AEROSYSTEMS INC                 | CUSIP: 85205TAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $12147.41     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                 | STANDARD INDUSTRIES INC                | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45516.36     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                 | SYNEOS HEALTH INC                      | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    118000 | PA      | $124276.63    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_19-INV1                      | STAR_19-INV1                           | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    185931 | PA      | $182985.38    | 0.01%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR_20-2                         | STAR_20-2                              | CUSIP: 85573DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54060 | PA      | $53860.31     | 0.00%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                | STAR_20-INV1                           | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64162 | PA      | $61283.32     | 0.00%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4                   | STAR_21-4                              | CUSIP: 85573PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    525000 | PA      | $407110.57    | 0.03%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                       | SUNOCO LP                              | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39908.58     | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                       | SUNOCO LP                              | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59974.09     | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                       | SUNOCO LP                              | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27879.44     | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                     | SURGERY CENTER HOLDINGS INC            | CUSIP: 86881WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71371.71     | 0.00%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                   | SYNAPTICS INCORPORATED                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15163.76     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                    | Synopsys Inc                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |     17567 | NS      | $9006249.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-55             | GNMA_21-55                             | CUSIP: 38382PHU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2710732 | PA      | $365616.69    | 0.02%             | 2051-03-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58             | GNMA_21-58                             | CUSIP: 38382RCF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2600256 | PA      | $306920.69    | 0.02%             | 2051-04-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-66             | GNMA_21-66                             | CUSIP: 38382RE53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4990645 | PA      | $674615.47    | 0.04%             | 2051-04-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-74             | GNMA_21-74                             | CUSIP: 38382RHM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3138341 | PA      | $423248.30    | 0.03%             | 2051-04-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-98             | GNMA_21-98                             | CUSIP: 38382TC93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2453976 | PA      | $356487.80    | 0.02%             | 2051-06-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-154            | GNMA_21-154                            | CUSIP: 38383AET7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6207505 | PA      | $850337.00    | 0.05%             | 2051-09-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-28             | GNMA_24-28                             | CUSIP: 38384JAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2413921 | PA      | $356079.70    | 0.02%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-22             | GNMA_24-22D                            | CUSIP: 38384JF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6140204 | PA      | $765655.19    | 0.05%             | 2051-08-20      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                 | HANESBRANDS INC                        | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24345.73     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                | HEALTHEQUITY INC                       | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21384.24     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                     | HEINEKEN NV                            | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1140000 | PA      | $1121656.95   | 0.07%             | 2028-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                    | HELIOS SOFTWARE HOLDINGS INC           | CUSIP: 42329HAA6<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21768.82     | 0.00%             | 2028-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2                    | HOF_20-2                               | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    396642 | PA      | $388341.53    | 0.02%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                     | Honeywell International Inc            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     43827 | NS      | $10206431.76  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                            | LADDER CAPITAL FIN HLDGS LLLP          | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63754.86     | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAM Research                                                    | Lam Research Corp                      | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     93265 | NS      | $9078415.10   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                        | LAMB WESTON HOLDINGS INC               | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21527.84     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1                         | LMAT_21-GS1                            | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    956991 | PA      | $963265.37    | 0.06%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                         | LMAT_21-GS2                            | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1684573 | PA      | $1684182.02   | 0.10%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                              | LIGHT & WONDER INTERNATIONAL INC       | CUSIP: 531968AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $61732.39     | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                            | LIFEPOINT HEALTH INC                   | CUSIP: 53219LAW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $14366.25     | 0.00%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                           | Eli Lilly & Co                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     23198 | NS      | $18083536.94  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                | LINCOLN FINANCIAL GLOBAL FUNDING       | CUSIP: 53359KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $49388.38     | 0.00%             | 2030-01-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                               | LITHIA MOTORS INC                      | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19008.87     | 0.00%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                   | LIVE NATION ENTERTAINMENT INC          | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44065.09     | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                   | LIVE NATION ENTERTAINMENT INC          | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30657.89     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                     | LOCKHEED MARTIN CORPORATION            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498473.70    | 0.03%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                           | LONG RIDGE ENERGY LLC                  | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43638.29     | 0.00%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                             | LOWES COMPANIES INC                    | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    737000 | PA      | $571915.92    | 0.04%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                             | LOWES COMPANIES INC                    | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    378000 | PA      | $295790.10    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LULULEMON ATHLETICA INC                                         | Lululemon Athletica Inc                | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |     13165 | NS      | $3127740.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                         | MFRA_21-INV1                           | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77292 | PA      | $74579.56     | 0.00%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                         | MFRA_21-INV1                           | CUSIP: 552747AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14437 | PA      | $13938.01     | 0.00%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-INV1                                         | MFRA_21-INV1                           | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24139 | PA      | $23320.57     | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_20-NQM3                                          | MFRA_20-NQM3                           | CUSIP: 552757AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $430102.53    | 0.03%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                   | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39972.39     | 0.00%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                   | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44869.76     | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                   | OLYMPUS WATER US HOLDING CORP          | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69379.77     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                           | ON Semiconductor Corp                  | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |     99468 | NS      | $5213117.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                               | 1011778 BC ULC/NEW RED FINANCE INC     | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $51290.25     | 0.00%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                               | 1011778 BC UNLIMITED LIABILITY CO      | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $31477.72     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                           | ONYP_20-1NYP                           | CUSIP: 68249DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1042525.99   | 0.06%             | 2036-01-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST ONYP_20-1NYP                           | ONYP_20-1NYP                           | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $398789.19    | 0.02%             | 2036-01-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | ONEMAIN FINANCE CORP                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18596.73     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | ONEMAIN FINANCE CORP                   | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32930.40     | 0.00%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | ONEMAIN FINANCE CORP                   | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59558.85     | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | ONEMAIN FINANCE CORP                   | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15598.50     | 0.00%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | ONEMAIN FINANCE CORP                   | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70958.23     | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | ONEMAIN FINANCE CORP                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53009.53     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST OMFIT_23-2                     | OMFIT_23-2A                            | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3625000 | PA      | $3707545.24   | 0.23%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                  | 1261229 B.C. LTD.                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     95000 | PA      | $95851.56     | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                  | OPAL BIDCO SAS                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     41000 | PA      | $41790.68     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_24-3                                   | OPTN_24-3                              | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81228 | PA      | $81243.40     | 0.01%             | 2029-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                    | FIBERCOP SPA                           | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     11000 | PA      | $10735.74     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                    | FIBERCOP SPA                           | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      9000 | PA      | $8952.38      | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                    | ORGANON & CO                           | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17301.39     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                    | ORGANON & CO                           | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50353.36     | 0.00%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                      | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30792.90     | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.                              | Take-Two Interactive Software Inc      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     49631 | NS      | $12052888.35  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY INC                                                    | Tapestry Inc                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     45464 | NS      | $3992193.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                 | TAYLOR MORRISON COMMUNITIES INC        | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10159.93     | 0.00%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                 | TAYLOR MORRISON COMMUNITIES INC        | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30406.21     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                 | TAYLOR MORRISON COMMUNITIES INC        | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15907.97     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36926.48     | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | TENET HEALTHCARE CORP                  | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10857.36     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51063.67     | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26451.33     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | TENET HEALTHCARE CORP                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21317.29     | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47992.45     | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | TENET HEALTHCARE CORPORATION           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61051.86     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                   | TERRAFORM POWER OPERATING LLC          | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41568.56     | 0.00%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                   | TERRAFORM POWER OPERATING LLC          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72788.56     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                                       | Tesla Inc                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     33505 | NS      | $10643198.30  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_23-1                                 | THRM_23-1A                             | CUSIP: 88338QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49052 | PA      | $49204.04     | 0.00%             | 2029-04-15      | Fixed         | 7.58%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER                                                   | Thermo Fisher Scientific Inc           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     18049 | NS      | $7318147.54   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                        | PICARD MIDCO INC                       | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84763.92     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                           | TIME WARNER CABLE INC                  | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2040268.37   | 0.13%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                          | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20426.68     | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                          | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70555.62     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41132.27     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                          | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103574.65    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                          | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31173.81     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                          | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80374.38     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS LLC                                     | TRANSMONTAIGNE PARTNERS LLC            | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $73881.30     | 0.00%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                           | TRANSOCEAN AQUILA LTD                  | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     38323 | PA      | $38722.82     | 0.00%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                  | TRANSOCEAN INC                         | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     11000 | PA      | $10183.80     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                  | TRANSOCEAN INC                         | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     18000 | PA      | $16054.39     | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FINANCING LTD                                  | TRANSOCEAN TITAN FIN LTD               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     38000 | PA      | $38868.81     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR1                               | TAH_20-SFR1                            | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $632670.55    | 0.04%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES TAH_20-SFR2                               | TAH_20-SFR2                            | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1010678.67   | 0.06%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                      | TRONOX INC                             | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6038.04      | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                         | ULTIMATE SOFTWARE UKG TLB 3.00         | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17368 | PA      | $17429.20     | 0.00%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                         | UKG INC                                | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $84058.48     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US FOODS INC                           | CUSIP: 90290MAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $51148.54     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US FOODS INC                           | CUSIP: 90290MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33115.68     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US FOODS INC                           | CUSIP: 90290MAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $33092.06     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                | UWM HOLDINGS LLC                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $52068.38     | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    140970 | NS      | $13152501.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                                       | Union Pacific Corp                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     70325 | NS      | $16180376.00  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES INC                                             | UNITED AIRLINES INC                    | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37729.87     | 0.00%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11325.85     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48848.03     | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65100.28     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                  | WESTERN MIDSTREAM OPERATING LP         | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    764000 | PA      | $794403.41    | 0.05%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE FLOORING MASTER TRUST WFLOOR_24-1                      | WFLOOR_24-1A                           | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $827530.69    | 0.05%             | 2028-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                         | WEX INC                                | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41356.49     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                  | WHIRLPOOL CORPORATION                  | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8074.02      | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                  | WHIRLPOOL CORPORATION                  | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8025.01      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                             | WHITE CAP BUYER LLC                    | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $102821.50    | 0.01%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                  | WILLIAMS SCOTSMAN INC                  | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10515.84     | 0.00%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                  | WILLIAMS SCOTSMAN INC                  | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12333.77     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                  | WILLIAMS SCOTSMAN INC                  | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31156.20     | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                                         | WINDSTREAM ESCROW LLC                  | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41893.58     | 0.00%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE INC                                        | WOLVERINE WORLD WIDE INC               | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51084.32     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                       | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24565.05     | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                       | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58965.91     | 0.00%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                    | ZF NORTH AMERICA CAPITAL INC           | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40072.78     | 0.00%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                    | ZF NORTH AMERICA CAPITAL INC           | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     76000 | PA      | $70204.28     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                      | Zimmer Biomet Holdings Inc             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |     76529 | NS      | $6980210.09   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                           | ELLUCIAN HOLDINGS INC TL 5.0           | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     20000 | PA      | $20400.00     | 0.00%             | 2032-11-22      | Variable      | 9.08%                 | No            |                  3 | On Loan: No      |
| ASCEND LEARNING LLC                                             | ASCEND LEARNING LLC TLB 3.0            | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     52433 | PA      | $52400.50     | 0.00%             | 2028-12-11      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                                 | HANESBRANDS INC TLB 2.75               | CUSIP: 000000000<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |      6434 | PA      | $6444.61      | 0.00%             | 2032-03-07      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                        | US 5YR NOTE SEP 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       402 | NC      | $528320.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                         | Aon PLC                                | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     27931 | NS      | $9964663.56   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                   | Accenture PLC                          | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     25711 | NS      | $7684760.79   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORPORATION PLC                                           | Eaton Corp PLC                         | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     19995 | NS      | $7138015.05   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                             | TE Connectivity PLC                    | CUSIP: G87052109<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     52711 | NS      | $8890764.37   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-204            | GNMA_24-204                            | CUSIP: 38385BSH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7914732 | PA      | $959412.70    | 0.06%             | 2054-12-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-39             | GNMA_25-39                             | CUSIP: 38385EZR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2507269 | PA      | $2541453.85   | 0.16%             | 2055-03-20      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                      | GRIFOLS ESCROW ISSUER SAU              | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     85000 | PA      | $81560.08     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                | GROUP 1 AUTOMOTIVE INC                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44455.30     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTO INC                                                | GROUP 1 AUTOMOTIVE INC                 | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20583.56     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HB FULLER CO                                                    | H.B. FULLER CO                         | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28055.54     | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                           | HCA INC                                | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3687533.14   | 0.23%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                           | HCA INC                                | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    610000 | PA      | $627161.50    | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1332020.74   | 0.08%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    378000 | PA      | $384998.92    | 0.02%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     52000 | PA      | $53515.05     | 0.00%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                                    | HELIOS SOFTWARE HOLDINGS/ION CORP      | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38048.45     | 0.00%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | HERC HOLDINGS INC                      | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25989.55     | 0.00%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | HERC HOLDINGS INC                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34901.73     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | HERC HOLDINGS ESCROW INC               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37691.89     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | HERC HOLDINGS ESCROW INC               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     99000 | PA      | $103754.50    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                              | LONZA SPECIALTY INGREDIENTS            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |     26000 | PA      | $23339.78     | 0.00%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                    | HESS MIDSTREAM OPERATIONS LP           | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20081.18     | 0.00%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                    | HESS MIDSTREAM PARTNERS LP             | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10148.38     | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | HIGHTOWER HOLDINGS LLC                 | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61792.81     | 0.00%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | HIGHTOWER HOLDING LLC                  | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     59000 | PA      | $62745.45     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50256.66     | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10859.33     | 0.00%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15583.85     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18164.92     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP/HILCORP FIN        | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60220.96     | 0.00%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                             | HILCORP ENERGY I LP                    | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49950.50     | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                           | HILTON DOMESTIC OPERATING COMPANY      | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14266.61     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER                                 | HILTON GRAND VAC BOR ESC               | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52832.57     | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HGVT_19-AA                                                      | HGVT_19-AA                             | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160936 | PA      | $157966.49    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1             | NZES_20-PLS1                           | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202492 | PA      | $200457.32    | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_19-2                         | HPA_19-2                               | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030332 | PA      | $984089.12    | 0.06%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                         | HPA_21-2                               | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6239453 | PA      | $6006521.32   | 0.37%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-AFC2                                       | HOMES_25-AFC2                          | CUSIP: 43761YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1701114.01   | 0.11%             | 2060-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST MFRA_21-NQM1                                         | MFRA_21-NQM1                           | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    361227 | PA      | $338068.41    | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_22-NQM2                                          | MFRA_22-NQM2                           | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4082633 | PA      | $4012570.89   | 0.25%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_23-NQM4                                          | MFRA_23-NQM4                           | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329648 | PA      | $331593.88    | 0.02%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                 | MADISON IAQ LLC                        | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13590.50     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                 | MADISON IAQ LLC                        | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74681.25     | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_19-33A                            | MDPK_19-33A                            | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3600000 | PA      | $3604320.00   | 0.22%             | 2032-10-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_21-48A                            | MDPK_21-48A                            | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    431286 | PA      | $432335.75    | 0.03%             | 2033-04-19      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    496000 | PA      | $468613.47    | 0.03%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | WARNERMEDIA HOLDINGS INC               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     48000 | PA      | $32255.29     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO MAGNE_15-12A                                      | MAGNE_15-12A                           | CUSIP: 55953HBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    629685 | PA      | $629687.53    | 0.04%             | 2031-10-15      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_24-1A                                | MFT_24-1A                              | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141078 | PA      | $141291.93    | 0.01%             | 2034-07-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST MFT_24-1A                                | MFT_24-1A                              | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1233163.52   | 0.08%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | MARS INC                               | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1388676.28   | 0.09%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | MARS INC                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1847496.03   | 0.11%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                          | Marvell Technology Inc                 | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35778 | NS      | $2769217.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                  | Mastercard Inc                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     18643 | NS      | $10476247.42  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERBRAND INC                                                 | MASTERBRAND INC                        | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7152.90      | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                            | MATADOR RESOURCES CO                   | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39782.54     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                            | MATADOR RESOURCES CO                   | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73996.58     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                     | MATCH GROUP HOLDINGS II LLC            | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3572.92      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                       | MCGRAW-HILL EDUCATION INC              | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30520.43     | 0.00%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                     | CONDOR MERGER SUB INC                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122721.23    | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                       | MCGRAW-HILL EDUCATION INC              | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31293.45     | 0.00%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                   | UNITED WHOLESALE MORTGAGE LLC          | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6982.84      | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2516414.95   | 0.16%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6540.13      | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    533000 | PA      | $518247.43    | 0.03%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UNITEDHEALTH GROUP INC                 | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    278000 | PA      | $283316.18    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5              | VOLT_21-NPL5                           | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43703 | PA      | $43689.34     | 0.00%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                             | MEDLINE BORROWER LP                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53386.65     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                        | MET TOWER GLOBAL FUNDING               | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1044121.38   | 0.06%             | 2029-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                        | MET TOWER GLOBAL FUNDING               | CUSIP: 58989V2J2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1061240.58   | 0.07%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST MST_18-1A                          | MST_18-1A                              | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    283876 | PA      | $275547.81    | 0.02%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                  | Microsoft Corp                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    173903 | NS      | $86501091.23  | 5.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECH INC                                              | Microchip Technology Inc               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     40655 | NS      | $2860892.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC                                     | MIDWEST GAMING BORROWER LLC            | CUSIP: 59833DAB6<br>LEI: 5493005826VXDUREHL94 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27932.52     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_18-3                             | MCMLT_18-3                             | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    364277 | PA      | $358127.10    | 0.02%             | 2058-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM1                                           | OBX_23-NQM1                            | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    671981 | PA      | $671127.50    | 0.04%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_19-4A                             | OAKC_19-4A                             | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1375000 | PA      | $1377736.25   | 0.09%             | 2038-01-22      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| OAK HILL CREDIT PARTNERS OAKC_20-6A                             | OAKC_20-6A                             | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2600000 | PA      | $2608546.20   | 0.16%             | 2037-10-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM8                                           | OBX_23-NQM8                            | CUSIP: 67118CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1163556 | PA      | $1179634.69   | 0.07%             | 2063-09-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| VOLT_21-NP11                                                    | VOLT_21-NP11                           | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    624428 | PA      | $621621.62    | 0.04%             | 2051-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                              | VOYAGER PARENT LLC                     | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40647.97     | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OBX TRUST OBX_23-NQM8                                           | OBX_23-NQM8                            | CUSIP: 67118CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    958229 | PA      | $971859.50    | 0.06%             | 2063-09-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORPORATION       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    327000 | PA      | $330102.21    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    124000 | PA      | $112254.23    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18853.98     | 0.00%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORPORATION       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1282017.25   | 0.08%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE LOAN TRUST OVMLT_20-1                        | OVMLT_20-1                             | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150757 | PA      | $141463.89    | 0.01%             | 2050-05-28      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| OAKC_21-8A                                                      | OAKC_21-8A                             | CUSIP: 67707GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    650000 | PA      | $652538.90    | 0.04%             | 2038-01-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| OH EDISON CO                                                    | OHIO EDISON COMPANY                    | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1175990.96   | 0.07%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OKTA INC                                                        | Okta Inc                               | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     56869 | NS      | $5685193.93   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                      | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22938.83     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                      | OUTFRONT MEDIA CAP LLC/CAP CORP        | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31605.27     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                      | OUTFRONT MEDIA CAPITAL LLC/CORP        | CUSIP: 69007TAG9<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30711.62     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E CORPORATION                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23711.84     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                          | PNC FINANCIAL SERVICES GROUP INC       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519261.95    | 0.03%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PRPM_21-4                                                       | PRPM_21-4                              | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1632188 | PA      | $1633729.75   | 0.10%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                             | PRKCM_21-AFC2                          | CUSIP: 69361JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1412660.00   | 0.09%             | 2056-11-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                             | PRKCM_21-AFC2                          | CUSIP: 69361JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1475000 | PA      | $1046924.32   | 0.07%             | 2056-11-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                             | PRKCM_21-AFC2                          | CUSIP: 69361JAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $909637.95    | 0.06%             | 2056-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_23-NQM3                                           | PRPM_23-NQM3                           | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152764 | PA      | $153962.52    | 0.01%             | 2068-11-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-NQM1                                           | PRPM_24-NQM1                           | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    494020 | PA      | $498671.31    | 0.03%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PRPM LLC PRPM_24-RCF2                                           | PRPM_24-RCF2                           | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    737457 | PA      | $717347.71    | 0.04%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS AND ELECTRIC COMPANY       | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1662700.81   | 0.10%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-8                        | PAID_23-8                              | CUSIP: 694960AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96016 | PA      | $97432.60     | 0.01%             | 2031-06-16      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-2                        | PAID_24-2                              | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243023 | PA      | $245336.83    | 0.02%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-5                        | PAID_24-5                              | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406833 | PA      | $409264.55    | 0.03%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                          | PAID_24-7                              | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1766278 | PA      | $1784431.72   | 0.11%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST PAID_24-7                          | PAIDGT_24-7                            | CUSIP: 69545AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1951482 | PA      | $1974879.24   | 0.12%             | 2031-12-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_21-HG1                      | PAID_21-HG1                            | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24013 | PA      | $23905.30     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-3                        | PAID_24-3                              | CUSIP: 69547XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1414086 | PA      | $1422517.56   | 0.09%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-1                        | PAID_24-1                              | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207374 | PA      | $209232.90    | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_24-6                        | PAID_24-6                              | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386828 | PA      | $389822.95    | 0.02%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                                                 | T-Mobile US Inc                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     39891 | NS      | $9504429.66   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-1                             | TPMT_18-1                              | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46494 | PA      | $45867.73     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-6                             | TPMT_18-6                              | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174344 | PA      | $172513.24    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                          | WR GRACE HOLDINGS LLC                  | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13314.41     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                     | Walmart Inc                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |    119966 | NS      | $11730275.48  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                        | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     94000 | PA      | $100071.07    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                             | NOVOLEX                                | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30428.17     | 0.00%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY1                           | TPMT_19-HY1                            | CUSIP: 89177EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221293 | PA      | $221434.56    | 0.01%             | 2048-10-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_19-HY2                           | TPMT_19-HY2                            | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285389 | PA      | $293210.70    | 0.02%             | 2058-05-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                   | UNITED SHORE FINANCIAL SERVICES LL     | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29982.04     | 0.00%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                      | US BANCORP                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    525000 | PA      | $551345.84    | 0.03%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BOND                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7550000 | PA      | $5653062.50   | 0.35%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                   | UNITED WHOLESALE MORTGAGE LLC          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54418.53     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                             | CLYDESDALE ACQUISITION HOLDINGS        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82833.71     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                             | CLYDESDALE ACQUISITION HOLDINGS IN     | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40994.97     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                     | WALMART INC                            | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    641000 | PA      | $649421.88    | 0.04%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                    | WALGREENS BOOTS ALLIANCE INC           | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11472.10     | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                               | WASTE PRO USA INC                      | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52001.49     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WATCO COMPANIES LLC                                             | WATCO COS LLC / WATCO FINANCE CORP     | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74126.96     | 0.00%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    177133 | NS      | $14191895.96  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | WELLS FARGO & COMPANY                  | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2047961.09   | 0.13%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                 | COLGATE ENERGY PARTNERS III LLC        | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92336.74     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC CASL_24-A                         | CASL_24-A                              | CUSIP: 19424RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3531156 | PA      | $3571615.67   | 0.22%             | 2054-06-25      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59699.22     | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC                                       | ZI TECH LLC/ZI FIN CORP                | CUSIP: 98981BAA0<br>LEI: 254900NOX7TLOJ3WS309 | Long             | DBT              | CORP              | US        |     99000 | PA      | $93146.03     | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                                                 | DIGICERT INC 2ND LN TL 7.0             | CUSIP: 000000000<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     12000 | PA      | $10380.00     | 0.00%             | 2029-02-19      | Variable      | 11.33%                | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                          | W R GRACE HOLDINGS LLC TLB 3.25        | CUSIP: 000000000<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |     32810 | PA      | $32823.78     | 0.00%             | 2028-09-22      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS LLC                                   | TRUIST (MCGRIFF) INS TLB 2LN 4.75      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13036 | PA      | $13174.36     | 0.00%             | 2032-05-06      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_22-4                              | COLT_22-4                              | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1460570 | PA      | $1456636.18   | 0.09%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_22-1                              | COLT_22-1                              | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1723335 | PA      | $1575805.46   | 0.10%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_24-1                              | COLT_24-1                              | CUSIP: 19688TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1063818 | PA      | $1067668.05   | 0.07%             | 2069-02-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                   | COLUMBIA SHORT TERM CASH FUND          | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 100664717 | NS      | $100644583.73 | 6.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORPORATION                                             | COMCAST CORPORATION                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    562000 | PA      | $557193.70    | 0.03%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL I                                | COMPASS MINERALS INTERNATIONAL INC     | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21713.50     | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                | COMSTOCK RESOURCES INC                 | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35916.04     | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONCENTRA ESCROW ISSUER CORP                                    | CONCENTRA ESCROW ISSUER CORP           | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $40436.19     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| A&D MTG TR ADMT_24-NQM2                                         | ADMT_24-NQM2                           | CUSIP: 00002NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3819161 | PA      | $3869078.45   | 0.24%             | 2069-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                                      | ACHV_24-1PL                            | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149749 | PA      | $151067.53    | 0.01%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST ACHV_24-1PL                                      | ACHV_24-1PL                            | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218116 | PA      | $220416.11    | 0.01%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                   | AG ISSUER LLC                          | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41100.99     | 0.00%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_20-SFR2                                         | AMSR_20-SFR2                           | CUSIP: 00178UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498900.95    | 0.03%             | 2037-07-17      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                       | AMERICAN AIRLINES/AADVANTAGE           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     26645 | PA      | $26638.64     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                       | AMERICAN AIRLINES/AADVANTAGE           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     70290 | PA      | $70454.04     | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                             | Abbott Laboratories                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     82149 | NS      | $11173085.49  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     25512 | NS      | $4735537.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                      | ABBVIE INC                             | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1178164.44   | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | ABBVIE INC                             | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4131000 | PA      | $4211823.23   | 0.26%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8                   | BRAVO_23-NQM8                          | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395929 | PA      | $399503.23    | 0.02%             | 2063-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                   | BRAVO_20-RPL1                          | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262333 | PA      | $256089.06    | 0.02%             | 2059-05-26      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1                   | BRAVO_20-NQM1                          | CUSIP: 105699AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82701 | PA      | $80057.74     | 0.00%             | 2060-05-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                   | BRAVO_21-NQM2                          | CUSIP: 10569EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115684 | PA      | $112117.30    | 0.01%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST CHNGE_22-NQM1                              | CHNGE_22-NQM1                          | CUSIP: 12569CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630754 | PA      | $635000.24    | 0.04%             | 2067-06-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CSMC_19-AFC1                                                    | CSMC_19-AFC1                           | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    283460 | PA      | $273823.97    | 0.02%             | 2049-07-25      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                       | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8591.14      | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                       | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16483.35     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                       | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69888.60     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                       | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     43000 | PA      | $21284.88     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                       | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8514.89      | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE - CAS CAS 22-R04                                     | CAS_22-R04                             | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975000 | PA      | $1004367.78   | 0.06%             | 2042-03-25      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                  | ConocoPhillips                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     88256 | NS      | $7920093.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                       | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $35958.52     | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                        | CONSTELLATION BRANDS INC               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    612000 | PA      | $581405.54    | 0.04%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                         | CONSTELLIUM SE                         | CUSIP: 21039CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     48000 | PA      | $47647.77     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                         | CONSTELLIUM SE                         | CUSIP: 21039CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     57000 | PA      | $53567.09     | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE (FRANCE)                                         | CONSTELLIUM SE                         | CUSIP: 21039CAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     52000 | PA      | $52857.92     | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COOPER COMPANIES INC                                            | Cooper Cos Inc/The                     | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     69607 | NS      | $4953234.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GRP INC                                                  | CoStar Group Inc                       | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     11752 | NS      | $944860.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COTY INC                                                        | Coty Inc                               | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    466258 | NS      | $2168099.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DUY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3161293 | PA      | $3109801.29   | 0.19%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8791705 | PA      | $7308614.84   | 0.45%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 3132GDJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36971 | PA      | $36829.61     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                            | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6603.42      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                            | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10831.86     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                            | CLEVELAND-CLIFFS INC                   | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5631.01      | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                        | CLOUD SOFTWARE GROUP INC               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149296.62    | 0.01%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST CROSS_24-H2                                | CROSS_24-H2                            | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    401853 | PA      | $404875.89    | 0.03%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                              | DTE Energy Co                          | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     64615 | NS      | $8558902.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                              | DTE ENERGY COMPANY                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $834799.92    | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                         | DARLING INGREDIENTS INC                | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50673.85     | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                      | DAVITA INC                             | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54721.14     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | JOHN DEERE CAPITAL CORP                | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1126726.19   | 0.07%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP                                     | DELEK LOGISTICS PARTNERS LP            | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117327.15    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP/DELE                                | DELEK LOGISTICS PARTNERS LP/DELEK      | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45796.21     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL TECHNOLOGIES INC                                           | Dell Technologies Inc                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     73258 | NS      | $8981430.80   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                   | DIAGEO INVESTMENT CORPORATION          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2410677.66   | 0.15%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DIAMOND ESCROW ISSUER LLC                                       | OLYMPUS WATER US HOLDING CORP          | CUSIP: 25259KAA8<br>LEI: 2549002I12VHJWR4RC85 | Long             | DBT              | CORP              | US        |     69000 | PA      | $72653.40     | 0.00%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                  | Walt Disney Co/The                     | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    100218 | NS      | $12428034.18  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP                                               | DISH NETWORK CORP                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94722.77     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS CORP                          | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22208.02     | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS CORP                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27232.37     | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS CORP                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24262.13     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | DOMINION ENERGY INC                    | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    685000 | PA      | $691069.96    | 0.04%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2                         | DRIVE_21-2                             | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520702 | PA      | $1508934.47   | 0.09%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 15YR UMBS MIRROR                 | CUSIP: 3131XDG82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    350162 | PA      | $340103.48    | 0.02%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                           | FHLMC_326                              | CUSIP: 31325VB94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3907263 | PA      | $407293.28    | 0.03%             | 2044-03-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DTMA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3890938 | PA      | $3506538.90   | 0.22%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 3132GEJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55464 | PA      | $55149.35     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FHLMC GOLD 30YR                        | CUSIP: 3132JBN33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105653 | PA      | $95542.28     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DTPP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13271865 | PA      | $12428601.93  | 0.77%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                  | CUSIP: 3132DUT56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4308832 | PA      | $4141243.68   | 0.26%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_20-CS01                     | STACR_20-CS01                          | CUSIP: 3137G0WL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1729449 | PA      | $1684109.32   | 0.10%             | 2033-04-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228               | FHLMC_5228                             | CUSIP: 3137H7VH3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3433399 | PA      | $400849.33    | 0.02%             | 2047-01-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5440                                          | FHLMC_5440                             | CUSIP: 3137HDZC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7089905 | PA      | $608006.15    | 0.04%             | 2054-07-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513               | FHLMC_5513                             | CUSIP: 3137HKF25<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3378425 | PA      | $3486869.39   | 0.22%             | 2054-06-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31391TR83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37211 | PA      | $39231.83     | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31391VUW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9844 | PA      | $10378.73     | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 3140L0PD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5604878 | PA      | $4694979.88   | 0.29%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 3140QNQE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5172463 | PA      | $4144101.11   | 0.26%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                         | CUSIP: 3140QNTX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3942973 | PA      | $3416217.62   | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB INTERNATIONAL LIMITED              | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42910.00     | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB INTERNATIONAL LIMITED              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88842.65     | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB INTERNATIONAL LTD                  | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63812.61     | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                             | HUDBAY MINERALS INC                    | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     72000 | PA      | $73003.39     | 0.00%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                             | HUDBAY MINERALS INC                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $52691.20     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                            | IHO VERWALTUNGS GMBH                   | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     82000 | PA      | $83706.87     | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES ILPT_22-LPF2 | ILPT_22-LPF2                           | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2194976.65   | 0.14%             | 2039-10-15      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | ILIAD HOLDING SAS                      | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     68000 | PA      | $69217.10     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | ILIAD HOLDING SAS                      | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     32000 | PA      | $32768.80     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                               | INEOS FINANCE PLC                      | CUSIP: 44984WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     95000 | PA      | $95275.81     | 0.01%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                | ITT HOLDINGS LLC                       | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5708.05      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                        | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      6118 | PA      | $5041.53      | 0.00%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                        | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBK2<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      6400 | PA      | $4738.50      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                        | IHEARTCOMMUNICATIONS INC               | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      8010 | PA      | $6202.73      | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                       | INDIANA MICHIGAN POWER COMPANY         | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    512000 | PA      | $551018.58    | 0.03%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2 PLC                                     | INEOS QUATTRO FINANCE 2 PLC            | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $86100.39     | 0.01%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                                           | INNOPHOS HOLDINGS INC                  | CUSIP: 45774NAD0<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |     58550 | PA      | $59135.50     | 0.00%             | 2029-06-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                                      | INTEL CORP                             | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    675000 | PA      | $550108.44    | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST MPOWR_24-1                               | MPOWR_24-A                             | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668228 | PA      | $683660.08    | 0.04%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                             | MOZART DEBT MERGER SUB INC             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21123.06     | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                             | MOZART DEBT MERGER SUB INC             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157775.57    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                  | NCR CORPORATION                        | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73200.53     | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                  | NCR CORPORATION                        | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30540.60     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL CORPORATION LTD                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $5007.12      | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL CORPORATION LTD                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     49000 | PA      | $50055.72     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS                        | CUSIP: 3133KNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4230302 | PA      | $3523541.40   | 0.22%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS                        | CUSIP: 3133KPJ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4064865 | PA      | $3896313.10   | 0.24%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                 | NCL FINANCE LTD                        | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     33000 | PA      | $33511.74     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                         | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20895.30     | 0.00%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26422.05     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                         | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20254.79     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                         | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6438.78      | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                         | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41411.61     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                         | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12249.20     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                         | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47059.71     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                          | NXP BV/NXP FUNDING LLC/NXP USA INC     | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1550000 | PA      | $1467467.11   | 0.09%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                           | NABORS INDUSTRIES LTD                  | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     10000 | PA      | $8882.79      | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                           | NABORS INDUSTRIES INC                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62229.59     | 0.00%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                           | NABORS INDUSTRIES INC                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     48000 | PA      | $35744.22     | 0.00%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                 | NCR ATLEOS CORP                        | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93040.50     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                    | NAVIENT CORP                           | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6857.38      | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                    | NAVIENT CORP                           | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62290.72     | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                            | NEPTUNE BIDCO US INC                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     93000 | PA      | $90562.53     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_17-76                                       | FNMA_17-76                             | CUSIP: 3136AX4N2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3017375 | PA      | $391399.09    | 0.02%             | 2057-10-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-6                 | FNMA_24-6                              | CUSIP: 3136BQ2R9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5569568 | PA      | $635381.37    | 0.04%             | 2049-09-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_23-50                                    | FNMA_23-50                             | CUSIP: 3136BQLR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3555113 | PA      | $351932.04    | 0.02%             | 2049-07-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_24-74                                           | FNMA_24-74                             | CUSIP: 3136BTFD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5193494 | PA      | $488036.75    | 0.03%             | 2054-09-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-6                 | FNMA_25-6                              | CUSIP: 3136BU3V0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5606453 | PA      | $5635001.92   | 0.35%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-4                 | FNMA_25-4                              | CUSIP: 3136BUS35<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3279464 | PA      | $3277305.54   | 0.20%             | 2054-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-10                | FNMA_25-10                             | CUSIP: 3136BUS68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2568268 | PA      | $2526722.74   | 0.16%             | 2055-02-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-15                | FNMA_25-15                             | CUSIP: 3136BVQR2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3243700 | PA      | $3273785.65   | 0.20%             | 2055-04-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                        | ALBERTSONS COMPANIES LLC/SAFEWAY       | CUSIP: 013092AG6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43609.90     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING BV                                      | ALCOA NEDERLAND HOLDING BV             | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     13000 | PA      | $13632.10     | 0.00%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                         | ALLEGHENY TECHNOLOGIES INC             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20538.44     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                         | ALLEGHENY TECHNOLOGIES INC             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32315.56     | 0.00%             | 2031-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                               | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59098.95     | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                               | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26477.08     | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                               | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAD5<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30558.23     | 0.00%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                               | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32522.80     | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                               | ALLIANT HLDS INTERMED/ALLIANT HLDS     | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103452.08    | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                               | ALLIANT HOLDINGS INTERMEDIATE LLC      | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15302.34     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE LLC                               | ALLIANT HOLDINGS INTERMEDIATE LLC      | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62940.96     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS 30YR TBA(REG A)                   | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6875000 | PA      | $5699173.08   | 0.35%             | 2055-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS 15YR TBA(REG B)                   | CUSIP: 01F030470<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1825000 | PA      | $1739984.64   | 0.11%             | 2040-07-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS 30YR TBA(REG A)                   | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  32350000 | PA      | $27987296.47  | 1.74%             | 2055-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS 15YR TBA(REG B)                   | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4600000 | PA      | $4438511.11   | 0.28%             | 2040-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS 30YR TBA(REG A)                   | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20900000 | PA      | $18814292.44  | 1.17%             | 2055-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS 15YR TBA(REG B)                   | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $978020.92    | 0.06%             | 2040-07-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS 30YR TBA(REG A)                   | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15000000 | PA      | $13945902.30  | 0.87%             | 2055-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS 30YR TBA(REG A)                   | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17300000 | PA      | $16546091.60  | 1.03%             | 2055-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1                       | GCAT_19-RPL1                           | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    452050 | PA      | $438107.42    | 0.03%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_22-NQM3                                         | GCAT_22-NQM3                           | CUSIP: 36168MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4465628 | PA      | $4451562.59   | 0.28%             | 2067-04-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                           | GFL ENVIRONMENTAL INC                  | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $51219.04     | 0.00%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_23-NQM2                                         | GCAT_23-NQM2                           | CUSIP: 36169DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310464 | PA      | $1307585.50   | 0.08%             | 2067-11-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                            | MATADOR RESOURCES CO                   | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17896.26     | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                     | MATCH GROUP INC                        | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7949.10      | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                     | MATCH GROUP INC                        | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53589.76     | 0.00%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                     | MATCH GROUP INC                        | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21457.32     | 0.00%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31371FGC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       802 | PA      | $846.04       | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31374TNX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       612 | PA      | $632.60       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31379YKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10312 | PA      | $10651.18     | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_4906                                   | FHLMC_4906                             | CUSIP: 3137FNWB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3148827 | PA      | $429951.90    | 0.03%             | 2049-09-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5513               | FHLMC_5513                             | CUSIP: 3137HKF33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7531095 | PA      | $7714447.91   | 0.48%             | 2054-11-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_25-5532                                       | FHLMC_5532                             | CUSIP: 3137HKPN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1908382 | PA      | $1937392.93   | 0.12%             | 2055-04-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHLMC_5560-MB                                | FHLMC_5560                             | CUSIP: 3137HLZE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3400000 | PA      | $3466635.92   | 0.22%             | 2055-06-25      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31380HST5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1509 | PA      | $1555.94      | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31383KD38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14029 | PA      | $14790.91     | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31383RF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6049 | PA      | $6377.05      | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                              | AOMT_20-6                              | CUSIP: 03465AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91141 | PA      | $82960.49     | 0.01%             | 2065-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-6                              | AOMT_20-6                              | CUSIP: 03465AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $324678.04    | 0.02%             | 2065-05-25      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_22-6                              | AOMT_22-6                              | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3474272 | PA      | $3449582.42   | 0.21%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |     29822 | NS      | $11599565.12  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                    | ANTERO MIDSTREAM PARTNERS/FIN          | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71273.30     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APA CORP (US)                                                   | APA CORP (US)                          | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    482000 | PA      | $456177.37    | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APID_12-11A                                                     | APID_12-11A                            | CUSIP: 03763YCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1925000 | PA      | $1927086.70   | 0.12%             | 2034-04-17      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO APID_17-28A                                          | APID_17-28A                            | CUSIP: 03767CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    900000 | PA      | $899307.00    | 0.06%             | 2031-01-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                       | Apple Inc                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    231780 | NS      | $47554302.60  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MAT INC                                                 | Applied Materials Inc                  | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     26429 | NS      | $4838357.03   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHES BUYER INC                                                | ARCHES BUYER INC                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63182.25     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                | ARCHES BUYER INC                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96631.80     | 0.01%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                            | ARCHROCK PARTNERS LP/FIN CORP          | CUSIP: 03959KAA8<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40057.26     | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP                                            | ARCHROCK PARTNERS LP/ARCHROCK FIN      | CUSIP: 03959KAC4<br>LEI: 549300YFKOM2XNCKQU76 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51218.90     | 0.00%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                      | AXALTA COATING SYSTEMS LLC             | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22702.46     | 0.00%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                      | AXALTA COATING SYSTEMS/HOLDING BV      | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34772.01     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                             | AXON ENTERPRISE INC                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7201.28      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                             | AXON ENTERPRISE INC                    | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6198.22      | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_20-CX                                  | COMM_20-CX                             | CUSIP: 12656KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $440824.60    | 0.03%             | 2046-11-10      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2                       | CSMC_21-RPL2                           | CUSIP: 12656TAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    751019 | PA      | $565627.93    | 0.04%             | 2060-01-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL2                       | CSMC_21-RPL2                           | CUSIP: 12656TAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $274782.23    | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-2R                                     | COLT_21-2R                             | CUSIP: 12656YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    259949 | PA      | $231922.24    | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-AFC1                       | CSMC_21-AFC1                           | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    506466 | PA      | $422535.69    | 0.03%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4                       | CSMC_21-RPL4                           | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    846007 | PA      | $852610.38    | 0.05%             | 2060-12-27      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31385B5A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       737 | PA      | $776.81       | 0.00%             | 2029-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31385H7A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2315 | PA      | $2408.38      | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST CSMC_22-NQM5                                         | CSMC_22-NQM5                           | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1248899 | PA      | $1279626.16   | 0.08%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_22-ATH3                       | CSMC_22-ATH3                           | CUSIP: 12664AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    665273 | PA      | $662520.12    | 0.04%             | 2067-08-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS HEALTH CORP                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1000023.60   | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS HEALTH CORP                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1166082.14   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                   | CACI INTERNATIONAL INC                 | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43386.29     | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37224.23     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88068.26     | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35884.77     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | CAESARS ENTERTAINMENT INC              | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51945.68     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                  | CA BUYER / ATLANTICA SUSTAINABLE       | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $30995.03     | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS CO                                                    | CAMPBELL SOUP COMPANY                  | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2207694.32   | 0.14%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                | CANADIAN PACIFIC RAILWAY LTD           | CUSIP: 13645RBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1287000 | PA      | $1129153.05   | 0.07%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARBONE CLO LTD CRBN_17-1A                                      | CRBN_17-1A                             | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    896479 | PA      | $897088.62    | 0.06%             | 2031-01-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                             | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24868.64     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                     | NVIDIA Corp                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    507622 | NS      | $80199199.78  | 4.99%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST PAID_23-7                        | PAID_23-7                              | CUSIP: 69548RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19253 | PA      | $19268.77     | 0.00%             | 2031-07-15      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31385JNA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9140 | PA      | $9545.06      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                              | CUSIP: 3138AKT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17391 | PA      | $17274.22     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS INC                                          | Palo Alto Networks Inc                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     22743 | NS      | $4654127.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                  | CLARIOS GLOBAL LP/US FIN               | CUSIP: 69867DAC2<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15092.22     | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER LLC                                       | PANTHER ESCROW ISSUER LLC              | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70660.69     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                  | PARK INTERMEDIATE HOLDINGS/PK DOM      | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41934.10     | 0.00%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                  | PARK INTERMEDIATE HOLDINGS LLC         | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20328.26     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                  | PARK INTERMEDIATE HLDS/PK DOM          | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28785.11     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PARKER HANNIFIN CORPORATION                                     | Parker-Hannifin Corp                   | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      6379 | NS      | $4455540.13   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN ENTERTAINMENT INC                                          | PENN NATIONAL GAMING INC               | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $42633.18     | 0.00%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                           | PEPSICO SINGAPORE FINANCING I PTE      | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    868000 | PA      | $876016.42    | 0.05%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                 | PERMIAN RESOURCES OPERATING LLC        | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83960.78     | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                 | PERMIAN RESOURCES OPERATING LLC        | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24220.40     | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                    | PETSMART INC/PETSMART FIN CORP         | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20468.95     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                    | PETSMART LLC/PETSMART FIN CORP         | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73043.17     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                           | PFIZER INVESTMENT ENTERPRISES PTE      | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1685000 | PA      | $1686592.47   | 0.10%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP                                             | PILGRIMS PRIDE CORP                    | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32425.19     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PINTEREST INC                                                   | Pinterest Inc                          | CUSIP: 72352L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    219079 | NS      | $7856172.94   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_24-1                       | PART_24-1A                             | CUSIP: 74113QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $953638.12    | 0.06%             | 2028-05-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST PART_24-1                       | PART_24-1A                             | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1138424.74   | 0.07%             | 2029-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                        | PRIMO WATER HOLDINGS INC               | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36853.45     | 0.00%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                        | PRIMO WATER HOLDINGS INC               | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77573.81     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                | PRINCIPAL LIFE GLOBAL FUNDING II       | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    917000 | PA      | $928136.02    | 0.06%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO                                             | Procter & Gamble Co/The                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     77377 | NS      | $12327703.64  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                         | PROG_24-SFR1                           | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1537757 | PA      | $1476410.15   | 0.09%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8                  | PROG_21-SFR8                           | CUSIP: 74333TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1830000 | PA      | $1769328.00   | 0.11%             | 2038-10-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_24-1             | PMIT_24-1A                             | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100683 | PA      | $100823.59    | 0.01%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING ASSOCIATES LP                                 | PROVIDENT FUNDING ASSOCIATES/PFG       | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $78866.37     | 0.00%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                    | Public Service Enterprise Group Inc    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    110443 | NS      | $9297091.74   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO BUILDING PRODUCTS INC                                       | QUEEN MERGERCO INC                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45426.71     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                             | QUICKEN LOANS LLC/ QUICKEN LOANS       | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17110.44     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                             | QUICKEN LOANS LLC/QUICKEN LOANS        | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29666.95     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                           | QUIKRETE HOLDINGS INC                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76140.70     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                           | QUIKRETE HOLDINGS INC                  | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41261.17     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                         | RHP HOTEL PROPERTIES LP                | CUSIP: 749571AJ4<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20707.11     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                         | RHP HOTEL PROPERTIES LP/RHP FIN        | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42160.35     | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                         | RHP HOTEL PROPERTIES LP                | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23679.86     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                            | RLJ LODGING TRUST LP                   | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21780.87     | 0.00%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RACEP_15-9A                                                     | RACEP_15-9A                            | CUSIP: 74982WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1900000 | PA      | $1901119.10   | 0.12%             | 2030-10-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| RADNOR REESSENT RMIR_21-2                                       | RMIR_21-2                              | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    376374 | PA      | $380163.98    | 0.02%             | 2031-11-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                        | RTX Corp                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     66775 | NS      | $9750485.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                | VAIL RESORTS INC                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23792.05     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                      | BAUSCH HEALTH AMERICAS INC             | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4771.29      | 0.00%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                              | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26782.14     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                              | VENTURE GLOBAL PLAQUEMINES LNG LLC     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27084.36     | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                               | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     79000 | PA      | $74541.53     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                               | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     53000 | PA      | $49092.41     | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                               | VENTURE GLOBAL CALCASIEU PASS LLC      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $50683.77     | 0.00%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80556.97     | 0.01%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50908.08     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15255.71     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17278.71     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                              | CUSIP: 3138EHJU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5074 | PA      | $5054.32      | 0.00%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                              | CUSIP: 3138EMT35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7075 | PA      | $7021.80      | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | VENTURE GLOBAL LNG INC                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35420.19     | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-8                                  | VZMT_24-8                              | CUSIP: 92348KDP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1665396.65   | 0.10%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| VERTEX PHARM INC                                                | Vertex Pharmaceuticals Inc             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     25487 | NS      | $11346812.40  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_20-1                           | VERUS_20-1                             | CUSIP: 92536PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $943471.60    | 0.06%             | 2060-01-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                        | VERTICAL US NEWCO INC                  | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61842.89     | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                                         | VERTICAL HOLDCO GMBH                   | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     60000 | PA      | $60050.21     | 0.00%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                          | VERUS_21-R1                            | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72420 | PA      | $69702.38     | 0.00%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                          | VERUS_21-R1                            | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91732 | PA      | $88365.06     | 0.01%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-6                           | VERUS_23-6                             | CUSIP: 92539XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    448711 | PA      | $453907.16    | 0.03%             | 2068-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-8                           | VERUS_23-8                             | CUSIP: 92540DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    368340 | PA      | $371592.94    | 0.02%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-1                           | VERUS_24-1                             | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1730355 | PA      | $1737737.93   | 0.11%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-INV1                        | VERUS_24-INV1                          | CUSIP: 92540FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1112752 | PA      | $1123930.34   | 0.07%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                           | VERUS_24-3                             | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1391459 | PA      | $1408272.77   | 0.09%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                              | VIKING CRUISES LTD                     | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     39000 | PA      | $38978.76     | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                              | CUSIP: 3138EMT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7075 | PA      | $7021.80      | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                              | CUSIP: 3138EMT50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7075 | PA      | $7021.80      | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                              | VIKING CRUISES LTD                     | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     56000 | PA      | $60352.05     | 0.00%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                        | VIRGIN MEDIA FINANCE PLC               | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     47000 | PA      | $42932.88     | 0.00%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                | VIRGIN MEDIA SECURED FINANCE PLC       | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $41306.67     | 0.00%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                | VIRGIN MEDIA SECURED FINANCE PLC       | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $28885.98     | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                        | Visa Inc                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     39741 | NS      | $14110042.05  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| VISIO_19-2                                                      | VISIO_19-2                             | CUSIP: 92837DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63781 | PA      | $62500.98     | 0.00%             | 2054-11-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                     | VISIO_20-1R                            | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71998 | PA      | $68660.81     | 0.00%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| VISIO_20-1R                                                     | VISIO_20-1R                            | CUSIP: 92837MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83997 | PA      | $80276.85     | 0.00%             | 2055-11-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16993.90     | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38944.83     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79687.63     | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC          | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76325.30     | 0.00%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                      | VMED O2 UK FINANCING I PLC             | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     63000 | PA      | $58265.97     | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLT LLC VOLT_21-NPL8                                           | VOLT_21-NPL8                           | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79712 | PA      | $79677.99     | 0.00%             | 2051-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3              | VOLT_21-NPL3                           | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110300 | PA      | $110317.09    | 0.01%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10                   | VOLT_21-NP10                           | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    504131 | PA      | $503957.80    | 0.03%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                              | CUSIP: 3138EMT76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7075 | PA      | $7021.80      | 0.00%             | 2029-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                              | CUSIP: 3138EPE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21081 | PA      | $20837.34     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 15YR                              | CUSIP: 3138ETFP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57654 | PA      | $56971.30     | 0.00%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 3138WGC69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15943 | PA      | $14763.97     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 3138XWD47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26172 | PA      | $24410.71     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31390CTB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31164 | PA      | $32856.03     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31390GFJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11229 | PA      | $11838.68     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31391BUW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4245 | PA      | $4384.56      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                              | CUSIP: 31391MDQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14903 | PA      | $15712.30     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                                   | INTERFACE INC                          | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22651.18     | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                            | IBM CORP                               | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1678998.58   | 0.10%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                          | International Flavors & Fragrances Inc | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |     79021 | NS      | $5811994.55   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                                      | Intuit Inc                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     18897 | NS      | $14883844.11  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                   | ION TRADING TECHNOLOGIES SARL          | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     27000 | PA      | $26110.63     | 0.00%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES SARL                                   | ION TRADING TECHNOLOGIES SARL          | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $61984.18     | 0.00%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                       | IQVIA INC                              | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17947.24     | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                       | IQVIA INC                              | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16483.02     | 0.00%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                       | IQVIA INC                              | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51313.83     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | IRON MOUNTAIN INC                      | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13914.00     | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | IRON MOUNTAIN INC                      | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24850.45     | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | IRON MOUNTAIN INC                      | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45627.95     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | IRON MOUNTAIN INC                      | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17584.29     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | IRON MOUNTAIN INC                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15420.56     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISHARES CORE MSCI EAFE ETF                                      | iShares Core MSCI EAFE ETF             | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |    355182 | NS      | $29650593.36  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                   | JH NORTH AMERICA HOLDINGS INC          | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10087.58     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                   | JH NORTH AMERICA HOLDINGS INC          | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17282.85     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     79649 | NS      | $23091041.59  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMORGAN CHASE & CO                    | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5119000 | PA      | $5211787.83   | 0.32%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                            | Jacobs Solutions Inc                   | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38856 | NS      | $5107621.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES HARDIE INTERNATIONAL FINANCE DAC                          | JAMES HARDIE INTERNATIONAL FINANCE     | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     52000 | PA      | $51761.26     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                     | KAISER ALUMINUM CORPORATION            | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $42137.05     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                                     | KAISER ALUMINUM CORPORATION            | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $31753.85     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                | KINDER MORGAN ENERGY PARTNERS LP       | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    660000 | PA      | $623445.12    | 0.04%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                         | KODIAK GAS SERVICES LLC                | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50724.35     | 0.00%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                            | KRAFT HEINZ FOODS CO                   | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1406376.09   | 0.09%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                           | BATH & BODY WORKS INC                  | CUSIP: 501797AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $40040.29     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                           | L BRANDS INC                           | CUSIP: 501797AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24739.32     | 0.00%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                 | MORGAN AUTOMOTIVE GROUP                | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     58000 | PA      | $61618.93     | 0.00%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_24-RTL1                              | LHOME_24-RTL1                          | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $704540.34    | 0.04%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                       | L3HARRIS TECHNOLOGIES INC              | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3254243.44   | 0.20%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                       | L3HARRIS TECHNOLOGIES INC              | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385583.49    | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                            | LADDER CAP FIN HOLDINGS/FIN CORP       | CUSIP: 505742AG1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51999.27     | 0.00%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                            | LADDER CAP FIN HOLDINGS/FIN CORP       | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65249.80     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_21-NMR1                          | MCMLT_21-NMR1                          | CUSIP: 59982HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1038935.53   | 0.06%             | 2060-11-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                          | MINERVA MERGER SUB INC                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116098.72    | 0.01%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     39141 | NS      | $5513401.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1465500.31   | 0.09%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1511115.19   | 0.09%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    814000 | PA      | $834693.03    | 0.05%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY                         | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    344000 | PA      | $353706.69    | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_17-C34                          | MSBAM_17-C34                           | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2195050.05   | 0.14%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ENVA LLC ENVA_24-A                                              | ENVA_24-A                              | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405562 | PA      | $407287.92    | 0.03%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TR                                | NRZT_16-3A                             | CUSIP: 64829HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104241 | PA      | $99083.70     | 0.01%             | 2056-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | NEWELL BRANDS INC                      | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26783.71     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | NEWELL BRANDS INC                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28201.68     | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | NEWELL BRANDS INC                      | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27379.63     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                             | NEXTERA ENERGY CAPITAL HOLDINGS IN     | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2346282.38   | 0.15%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                       | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33149.49     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                       | XPLR INFRASTRUCTURE OPERATING PART     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     92000 | PA      | $94320.14     | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                        | NIKE Inc                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     31561 | NS      | $2242093.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC.                                                   | NISOURCE INC                           | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    585000 | PA      | $561906.26    | 0.03%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                    | NORFOLK SOUTHERN CORPORATION           | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    868000 | PA      | $856081.02    | 0.05%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                           | NORTHROP GRUMMAN CORP                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    309000 | PA      | $304207.43    | 0.02%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                           | NORTHROP GRUMMAN CORP                  | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1619802.50   | 0.10%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                 | GEN DIGITAL INC                        | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42148.23     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA CHEMICALS CORP                    | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     12000 | PA      | $12673.74     | 0.00%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA CHEMICALS CORP                    | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     76000 | PA      | $82074.55     | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA CHEMICALS CORP                    | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |     13000 | PA      | $13616.03     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORPORATION                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51763.96     | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORP                           | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27541.72     | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORP                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48471.53     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORP                           | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11373.73     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                             | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36309.94     | 0.00%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                             | NUSTAR LOGISTICS LP                    | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35137.73     | 0.00%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                 | PLAINS ALL AMERICAN PIPELINE LP        | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    390000 | PA      | $421259.17    | 0.03%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | POST HOLDINGS INC                      | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71178.40     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | POST HOLDINGS INC                      | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16723.03     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                             | PRESTIGE BRANDS INC                    | CUSIP: 74112BAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26815.70     | 0.00%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                        | RAYTHEON TECHNOLOGIES CORPORATION      | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3196672.31   | 0.20%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                        | RAYTHEON TECHNOLOGIES CORPORATION      | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1327245.69   | 0.08%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST REACH_25-1                                      | REACH_25-1A                            | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695756 | PA      | $695752.85    | 0.04%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A            | RPM_21-2A                              | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236394 | PA      | $231242.63    | 0.01%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RESEARCHDRIVEN PAGAYA MOTOR ASSET TRUST RPM_24-1                | RPM_24-1A                              | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277110 | PA      | $279453.32    | 0.02%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE TRUST RMLT_20-1                            | RMLT_20-1                              | CUSIP: 76119CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22006 | PA      | $21736.50     | 0.00%             | 2060-01-26      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                             | RESIDEO FUNDING INC                    | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57656.91     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                             | RESIDEO FUNDING INC                    | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59452.59     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                          | RITCHIE BROS HOLDINGS INC              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8208.64      | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                          | RITCHIE BROS HOLDINGS INC              | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63085.55     | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                                  | RIVERS ENTERPRISE BORROWER LLC         | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51105.03     | 0.00%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP (PRE-REINCORPORATION)                               | ROBLOX CORPORATION                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $43465.65     | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                    | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13649.21     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                    | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18665.13     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                    | UNIVISION COMMUNICATIONS INC           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28415.64     | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST UMPT_25-ST4                      | UMPT_25-ST4                            | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.06%             | 2032-08-16      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST UPGR_24-1                             | UPGR_24-1                              | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535983 | PA      | $536396.85    | 0.03%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST2                         | UPSPT_21-ST2                           | CUSIP: 91682CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2853 | PA      | $2848.52      | 0.00%             | 2027-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST UPST_24-1                          | UPST_24-1                              | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374131 | PA      | $374814.93    | 0.02%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                     | USA COMPRESSION PARTNERS LP/USA CO     | CUSIP: 91740PAF5<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40121.82     | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                     | USA COM PARTNERS LP / USA COM FIN      | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41001.61     | 0.00%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6              | VOLT_21-NPL6                           | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    495994 | PA      | $495504.52    | 0.03%             | 2051-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                         | VZ SECURED FINANCING BV                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    128000 | PA      | $113678.37    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-4                           | VERUS_22-4                             | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    346916 | PA      | $349053.07    | 0.02%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_22-1                           | VERUS_22-1                             | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2865314 | PA      | $2681753.33   | 0.17%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                           | VERUS_23-1                             | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    991968 | PA      | $990174.74    | 0.06%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-INV1                        | VERUS_23-INV1                          | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2215055 | PA      | $2214005.19   | 0.14%             | 2068-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                           | CIVITAS RESOURCES INC                  | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48171.43     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS US FINANCE COMPANY INC                                  | CLARIOS GLOBAL LP                      | CUSIP: 18060TAD7<br>LEI: 549300QHLDSIXVFWH611 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27035.82     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                 | CLARIVATE SCIENCE HOLDINGS CORP        | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $96142.74     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL WORLDWIDE HOLDINGS       | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52386.19     | 0.00%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL OUTDOOR HOLDINGS         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39745.45     | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61028.63     | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13621.91     | 0.00%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC     | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60893.97     | 0.00%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                   | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58239.50     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                   | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    117000 | PA      | $107394.95    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                   | CLEARWAY ENERGY OPERATING LLC          | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14350.14     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMORGAN CHASE & CO                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36126.02     | 0.00%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMORGAN CHASE & CO                    | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    986000 | PA      | $1011486.65   | 0.06%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMORGAN CHASE & CO                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    906000 | PA      | $939838.86    | 0.06%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMORGAN CHASE & CO                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    816000 | PA      | $836208.10    | 0.05%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                    | ACRISURE LLC / ACRISURE FINANCE        | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30222.72     | 0.00%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                    | ACRISURE LLC                           | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20688.68     | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                                    | ACRISURE LLC                           | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30982.66     | 0.00%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | ACADIA HEALTHCARE COMPANY INC          | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57637.41     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | ACADIA HEALTHCARE COMPANY INC          | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29089.40     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | ACADIA HEALTHCARE CO INC               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48484.66     | 0.00%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII BVCLN_24-CAR1               | BVCLN_24-CAR1                          | CUSIP: 07336QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135161 | PA      | $135584.77    | 0.01%             | 2031-12-26      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII BVCLN_24-CAR1               | BVCLN_24-CAR1                          | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135161 | PA      | $135725.77    | 0.01%             | 2031-12-26      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                                     | BEACH ACQUISITION BIDCO LLC            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43684.22     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                           | BELRON UK FINANCE PLC                  | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15108.26     | 0.00%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                                    | BioMarin Pharmaceutical Inc            | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     17462 | NS      | $959886.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK INC                                                   | Blackrock Inc                          | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     15018 | NS      | $15757636.50  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                       | Boeing Co/The                          | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     72441 | NS      | $15178562.73  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                                       | BOEING CO                              | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    808000 | PA      | $551711.09    | 0.03%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                       | BOEING CO                              | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1849300.26   | 0.12%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                  | BOMBARDIER INC                         | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $9441.55      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                          | Boston Scientific Corp                 | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     77946 | NS      | $8372179.86   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                                | BOYD GAMING CORPORATION                | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14891.63     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                                | BOYD GAMING CORPORATION                | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15339.09     | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                   | BOYNE USA INC                          | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $51420.98     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                  | BP CAPITAL MARKETS AMERICA INC         | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    840000 | PA      | $529968.28    | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                  | BP CAPITAL MARKETS AMERICA INC         | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1731507.20   | 0.11%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2                   | BRAVO_21-NQM2                          | CUSIP: 10569EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425000 | PA      | $384976.31    | 0.02%             | 2060-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-NQM3                   | BRAVO_22-NQM3                          | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    754581 | PA      | $760979.58    | 0.05%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM2                   | BRAVO_24-NQM2                          | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1067218 | PA      | $1076925.36   | 0.07%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM3                   | BRAVO_24-NQM3                          | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1454184 | PA      | $1467481.66   | 0.09%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1                   | BRAVO_21-NQM1                          | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    644764 | PA      | $604047.86    | 0.04%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM1                   | BRAVO_21-NQM1                          | CUSIP: 10569TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262684 | PA      | $246206.30    | 0.02%             | 2049-02-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     76141 | NS      | $20988266.65  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                    | BROADCOM INC                           | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1470479.96   | 0.09%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | BROADCOM INC                           | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    808000 | PA      | $819745.78    | 0.05%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                        | BROADSTREET PARTNERS INC               | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91922.28     | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54812.12     | 0.00%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61433.79     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $126972.99    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $137248.15    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                | CCO HOLDINGS LLC/CCO HOLDINGS CAP      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $53048.06     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                | CCO HOLDINGS LLC/CAP CORP              | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $53084.18     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                             | CDI ESCROW ISSUER INC                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15052.22     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY BUYER INC                                           | CD&R SMOKEY BUYER INC                  | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $63964.44     | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_21-GRN1                     | CFMT_21-GRN1                           | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234912 | PA      | $232496.00    | 0.01%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $62983.02     | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $31092.49     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $69136.23     | 0.00%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC       | CUSIP: 12543DBN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $20113.37     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                    | CHARLES RIVER LABORATORIES INTL        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36587.27     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                | CHART INDUSTRIES INC                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21995.52     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                | CHART INDUSTRIES INC                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7466.06      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                | CHARTER COMM OPT/OPT CAP               | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    700000 | PA      | $450516.33    | 0.03%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEEVER ESCROW ISSUER LLC                                       | OLYMPUS WATER US HOLDING CORP          | CUSIP: 16308NAA2<br>LEI: 254900JRWEYCJ9Z3ZP06 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17303.20     | 0.00%             | 2027-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                    | Chevron Corp                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87622 | NS      | $12546594.18  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                           | CHOBANI HOLDCO II LLC                  | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36468 | PA      | $39104.62     | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | CINEMARK USA INC                       | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31173.35     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | CITIGROUP INC                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    498000 | PA      | $451593.77    | 0.03%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | CITIGROUP INC                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2056366.00   | 0.13%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                           | CIVITAS RESOURCES INC                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24603.57     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                           | CIVITAS RESOURCES INC                  | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64787.33     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                           | CIVITAS RESOURCES INC                  | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11164.76     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_18-55A                            | DRSLF_18-55A                           | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    515416 | PA      | $515576.69    | 0.03%             | 2031-04-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                | DUKE ENERGY CORP                       | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $1742314.23   | 0.11%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                         | DUKE ENERGY INDIANA LLC                | CUSIP: 26443TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $260303.05    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST EFMT_25-NQM1                 | EFMT_25-NQM1                           | CUSIP: 26846CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    937221 | PA      | $942142.65    | 0.06%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                               | EMRLD BORROWER LP                      | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20705.29     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                               | EOG Resources Inc                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     66452 | NS      | $7948323.72   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ERAC USA FINANCE LLC                                            | ERAC USA FINANCE LLC                   | CUSIP: 26882PBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    725000 | PA      | $831608.91    | 0.05%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                 | EARTHSTONE ENERGY HOLDINGS LLC         | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19411.37     | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                        | eBay Inc                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |    205028 | NS      | $15266384.88  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                   | ECHOSTAR CORP                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     84611 | PA      | $86987.63     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CGMS_18-C17A                   | CGMS_C17A                              | CUSIP: 14307PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $501468.00    | 0.03%             | 2031-04-30      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                     | EDISON INTERNATIONAL                   | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    834000 | PA      | $824804.80    | 0.05%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | CAESARS ENTERTAINMENT INC              | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8002.66      | 0.00%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORPORATION                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     26000 | PA      | $26209.53     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORPORATION                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     68000 | PA      | $68682.10     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                             | Electronic Arts Inc                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     83860 | NS      | $13392442.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                           | ELEMENT SOLUTIONS INC                  | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49337.34     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                           | ELLUCIAN HOLDINGS INC                  | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20466.77     | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                               | EMERALD DEBT MERGER SUB LLC            | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104376.82    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | ENBRIDGE INC                           | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1160000 | PA      | $1177367.61   | 0.07%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       693 | PA      | $704.06       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORP                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     68000 | PA      | $69511.27     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC                                                     | CHOBANI LLC/FINANCE CORP               | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14604.70     | 0.00%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M7HT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10283 | PA      | $10437.89     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M7L61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72254 | PA      | $72177.90     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M7UU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35420 | PA      | $35383.28     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M7Y59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20138 | PA      | $20413.23     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHNGE_22-1                                                      | CHNGE_22-1                             | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1599302 | PA      | $1511146.39   | 0.09%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                             | CHURCHILL DOWNS INCORPORATED           | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32887.28     | 0.00%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M8AK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4904 | PA      | $4976.81      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M8CC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1083 | PA      | $1100.03      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M8Q23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24209 | PA      | $24579.37     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M8TT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12004 | PA      | $12168.14     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104814 | PA      | $104445.96    | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128MJJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27905 | PA      | $28292.24     | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | CINEMARK USA INC                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40828.31     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST ENT_23-1                             | ENT_23-1A                              | CUSIP: 293601AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66463 | PA      | $66499.77     | 0.00%             | 2027-08-16      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10791 | PA      | $10941.68     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128MJMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12256 | PA      | $12425.23     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                            | ENTEGRIS ESCROW CORP                   | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $102464.95    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                       | ESAB CORP                              | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16387.59     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 312936Y50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1486 | PA      | $1507.08      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 312939A50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4863 | PA      | $4929.20      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_24-3                   | EART_24-3A                             | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $75065.55     | 0.00%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                   | EART_21-3A                             | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2534007 | PA      | $2490650.00   | 0.16%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94968 | PA      | $94771.02     | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-1A                  | EART_21-1A                             | CUSIP: 30166RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25409 | PA      | $25366.98     | 0.00%             | 2026-11-16      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     47029 | NS      | $34711634.61  | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORP                                                 | FAIR ISAAC CORP                        | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35401.36     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 31283HR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7499 | PA      | $7914.69      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 31287RQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7372 | PA      | $7497.72      | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 31287ST49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72116 | PA      | $74561.03     | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 31287YVF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2534 | PA      | $2619.99      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 3128KTAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21726 | PA      | $22619.23     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 3128L6MK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3450 | PA      | $3500.36      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6653 | PA      | $6757.99      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 3128L7JR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27012 | PA      | $27447.09     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR                             | CUSIP: 3128LAJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2613 | PA      | $2653.22      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128LXB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30810 | PA      | $31213.37     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M4XX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6174 | PA      | $6281.14      | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M5R93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    119300 | PA      | $122546.15    | 0.01%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9088 | PA      | $9233.09      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M6VG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9781 | PA      | $9930.98      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FGOLD 30YR GIANT                       | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14570 | PA      | $14796.25     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-22             | GNMA_24-22                             | CUSIP: 38384JJ96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8108116 | PA      | $1527442.58   | 0.10%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-126            | GNMA_24-126                            | CUSIP: 38384UXN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7305037 | PA      | $930200.79    | 0.06%             | 2054-08-20      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-184            | GNMA_24-184                            | CUSIP: 38384XH97<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   9920208 | PA      | $732914.87    | 0.05%             | 2054-11-20      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-159            | GNMA_24-159                            | CUSIP: 38384YAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16227032 | PA      | $1190593.56   | 0.07%             | 2054-10-20      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197            | GNMA_24-197                            | CUSIP: 38385BDH0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8441380 | PA      | $950492.65    | 0.06%             | 2054-12-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197            | GNMA_24-197                            | CUSIP: 38385BEL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10088806 | PA      | $1216028.97   | 0.08%             | 2054-12-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-197            | GNMA_24-197                            | CUSIP: 38385BEV8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  10810318 | PA      | $1076773.59   | 0.07%             | 2054-12-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-196            | GNMA_24-196                            | CUSIP: 38385BPB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2972810 | PA      | $320327.99    | 0.02%             | 2054-12-20      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                 | CSAIL_15-C4                            | CUSIP: 12635RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1443320 | PA      | $1437671.49   | 0.09%             | 2048-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL4                       | CSMC_20-RPL4                           | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489380 | PA      | $441172.23    | 0.03%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                       | CSMC_21-NQM1                           | CUSIP: 126407AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151105 | PA      | $138220.96    | 0.01%             | 2065-05-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST CSMC_21-NQM1                       | CSMC_21-NQM1                           | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $137620.96    | 0.01%             | 2065-05-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                              | CNX RESOURCES CORP                     | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51193.08     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan                                                        | US 2YR NOTE SEP 25                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       -13 | NC      | $-11028.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                        | US 10YR NOTE SEP 25                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |       639 | NC      | $1596758.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan                                                        | US ULTRA T-BOND SEP 25                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DIR              | CORP              | US        |         2 | NC      | $12432.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-23

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer